| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,811.0 |
2,776.0 |
-35.0 |
-1.2% |
2,753.0 |
| High |
2,822.0 |
2,800.0 |
-22.0 |
-0.8% |
2,827.0 |
| Low |
2,777.0 |
2,775.0 |
-2.0 |
-0.1% |
2,736.0 |
| Close |
2,791.0 |
2,791.0 |
0.0 |
0.0% |
2,811.0 |
| Range |
45.0 |
25.0 |
-20.0 |
-44.4% |
91.0 |
| ATR |
40.1 |
39.0 |
-1.1 |
-2.7% |
0.0 |
| Volume |
659,611 |
634,202 |
-25,409 |
-3.9% |
3,434,914 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.7 |
2,852.3 |
2,804.8 |
|
| R3 |
2,838.7 |
2,827.3 |
2,797.9 |
|
| R2 |
2,813.7 |
2,813.7 |
2,795.6 |
|
| R1 |
2,802.3 |
2,802.3 |
2,793.3 |
2,808.0 |
| PP |
2,788.7 |
2,788.7 |
2,788.7 |
2,791.5 |
| S1 |
2,777.3 |
2,777.3 |
2,788.7 |
2,783.0 |
| S2 |
2,763.7 |
2,763.7 |
2,786.4 |
|
| S3 |
2,738.7 |
2,752.3 |
2,784.1 |
|
| S4 |
2,713.7 |
2,727.3 |
2,777.3 |
|
|
| 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 |
2,774.0 |
53.0 |
1.9% |
34.6 |
1.2% |
32% |
False |
False |
610,144 |
| 10 |
2,827.0 |
2,720.0 |
107.0 |
3.8% |
32.6 |
1.2% |
66% |
False |
False |
667,265 |
| 20 |
2,827.0 |
2,645.0 |
182.0 |
6.5% |
32.8 |
1.2% |
80% |
False |
False |
703,656 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
42.6 |
1.5% |
89% |
False |
False |
836,074 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.7% |
43.1 |
1.5% |
86% |
False |
False |
567,813 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
41.7 |
1.5% |
86% |
False |
False |
426,707 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
42.2 |
1.5% |
86% |
False |
False |
341,567 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
40.7 |
1.5% |
86% |
False |
False |
284,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.3 |
|
2.618 |
2,865.5 |
|
1.618 |
2,840.5 |
|
1.000 |
2,825.0 |
|
0.618 |
2,815.5 |
|
HIGH |
2,800.0 |
|
0.618 |
2,790.5 |
|
0.500 |
2,787.5 |
|
0.382 |
2,784.6 |
|
LOW |
2,775.0 |
|
0.618 |
2,759.6 |
|
1.000 |
2,750.0 |
|
1.618 |
2,734.6 |
|
2.618 |
2,709.6 |
|
4.250 |
2,668.8 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.8 |
2,799.0 |
| PP |
2,788.7 |
2,796.3 |
| S1 |
2,787.5 |
2,793.7 |
|