| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,820.0 |
2,811.0 |
-9.0 |
-0.3% |
2,753.0 |
| High |
2,823.0 |
2,822.0 |
-1.0 |
0.0% |
2,827.0 |
| Low |
2,800.0 |
2,777.0 |
-23.0 |
-0.8% |
2,736.0 |
| Close |
2,811.0 |
2,791.0 |
-20.0 |
-0.7% |
2,811.0 |
| Range |
23.0 |
45.0 |
22.0 |
95.7% |
91.0 |
| ATR |
39.7 |
40.1 |
0.4 |
1.0% |
0.0 |
| Volume |
686,319 |
659,611 |
-26,708 |
-3.9% |
3,434,914 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.7 |
2,906.3 |
2,815.8 |
|
| R3 |
2,886.7 |
2,861.3 |
2,803.4 |
|
| R2 |
2,841.7 |
2,841.7 |
2,799.3 |
|
| R1 |
2,816.3 |
2,816.3 |
2,795.1 |
2,806.5 |
| PP |
2,796.7 |
2,796.7 |
2,796.7 |
2,791.8 |
| S1 |
2,771.3 |
2,771.3 |
2,786.9 |
2,761.5 |
| S2 |
2,751.7 |
2,751.7 |
2,782.8 |
|
| S3 |
2,706.7 |
2,726.3 |
2,778.6 |
|
| S4 |
2,661.7 |
2,681.3 |
2,766.3 |
|
|
| 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 |
2,749.0 |
78.0 |
2.8% |
35.0 |
1.3% |
54% |
False |
False |
652,756 |
| 10 |
2,827.0 |
2,720.0 |
107.0 |
3.8% |
33.9 |
1.2% |
66% |
False |
False |
680,847 |
| 20 |
2,827.0 |
2,637.0 |
190.0 |
6.8% |
33.2 |
1.2% |
81% |
False |
False |
716,826 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
43.3 |
1.6% |
89% |
False |
False |
823,678 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.7% |
43.1 |
1.5% |
86% |
False |
False |
557,246 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
41.8 |
1.5% |
86% |
False |
False |
418,803 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.2 |
1.5% |
86% |
False |
False |
335,311 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
40.6 |
1.5% |
86% |
False |
False |
279,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.3 |
|
2.618 |
2,939.8 |
|
1.618 |
2,894.8 |
|
1.000 |
2,867.0 |
|
0.618 |
2,849.8 |
|
HIGH |
2,822.0 |
|
0.618 |
2,804.8 |
|
0.500 |
2,799.5 |
|
0.382 |
2,794.2 |
|
LOW |
2,777.0 |
|
0.618 |
2,749.2 |
|
1.000 |
2,732.0 |
|
1.618 |
2,704.2 |
|
2.618 |
2,659.2 |
|
4.250 |
2,585.8 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.5 |
2,800.0 |
| PP |
2,796.7 |
2,797.0 |
| S1 |
2,793.8 |
2,794.0 |
|