| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,820.0 |
-3.0 |
-0.1% |
2,753.0 |
| High |
2,823.0 |
2,823.0 |
0.0 |
0.0% |
2,827.0 |
| Low |
2,796.0 |
2,800.0 |
4.0 |
0.1% |
2,736.0 |
| Close |
2,811.0 |
2,811.0 |
0.0 |
0.0% |
2,811.0 |
| Range |
27.0 |
23.0 |
-4.0 |
-14.8% |
91.0 |
| ATR |
41.0 |
39.7 |
-1.3 |
-3.1% |
0.0 |
| Volume |
428,955 |
686,319 |
257,364 |
60.0% |
3,434,914 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.3 |
2,868.7 |
2,823.7 |
|
| R3 |
2,857.3 |
2,845.7 |
2,817.3 |
|
| R2 |
2,834.3 |
2,834.3 |
2,815.2 |
|
| R1 |
2,822.7 |
2,822.7 |
2,813.1 |
2,817.0 |
| PP |
2,811.3 |
2,811.3 |
2,811.3 |
2,808.5 |
| S1 |
2,799.7 |
2,799.7 |
2,808.9 |
2,794.0 |
| S2 |
2,788.3 |
2,788.3 |
2,806.8 |
|
| S3 |
2,765.3 |
2,776.7 |
2,804.7 |
|
| S4 |
2,742.3 |
2,753.7 |
2,798.4 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.3 |
3,028.7 |
2,861.1 |
|
| R3 |
2,973.3 |
2,937.7 |
2,836.0 |
|
| R2 |
2,882.3 |
2,882.3 |
2,827.7 |
|
| R1 |
2,846.7 |
2,846.7 |
2,819.3 |
2,864.5 |
| PP |
2,791.3 |
2,791.3 |
2,791.3 |
2,800.3 |
| S1 |
2,755.7 |
2,755.7 |
2,802.7 |
2,773.5 |
| S2 |
2,700.3 |
2,700.3 |
2,794.3 |
|
| S3 |
2,609.3 |
2,664.7 |
2,786.0 |
|
| S4 |
2,518.3 |
2,573.7 |
2,761.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,827.0 |
2,744.0 |
83.0 |
3.0% |
30.6 |
1.1% |
81% |
False |
False |
699,256 |
| 10 |
2,827.0 |
2,720.0 |
107.0 |
3.8% |
31.6 |
1.1% |
85% |
False |
False |
711,024 |
| 20 |
2,827.0 |
2,637.0 |
190.0 |
6.8% |
32.0 |
1.1% |
92% |
False |
False |
717,456 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
42.8 |
1.5% |
95% |
False |
False |
810,015 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.6% |
42.9 |
1.5% |
91% |
False |
False |
546,475 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
41.7 |
1.5% |
92% |
False |
False |
410,559 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.0 |
1.5% |
92% |
False |
False |
328,747 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
40.3 |
1.4% |
92% |
False |
False |
274,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.8 |
|
2.618 |
2,883.2 |
|
1.618 |
2,860.2 |
|
1.000 |
2,846.0 |
|
0.618 |
2,837.2 |
|
HIGH |
2,823.0 |
|
0.618 |
2,814.2 |
|
0.500 |
2,811.5 |
|
0.382 |
2,808.8 |
|
LOW |
2,800.0 |
|
0.618 |
2,785.8 |
|
1.000 |
2,777.0 |
|
1.618 |
2,762.8 |
|
2.618 |
2,739.8 |
|
4.250 |
2,702.3 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,811.5 |
2,807.5 |
| PP |
2,811.3 |
2,804.0 |
| S1 |
2,811.2 |
2,800.5 |
|