| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
2,776.0 |
2,802.0 |
26.0 |
0.9% |
2,753.0 |
| High |
2,800.0 |
2,827.0 |
27.0 |
1.0% |
2,827.0 |
| Low |
2,775.0 |
2,793.0 |
18.0 |
0.6% |
2,736.0 |
| Close |
2,791.0 |
2,813.0 |
22.0 |
0.8% |
2,811.0 |
| Range |
25.0 |
34.0 |
9.0 |
36.0% |
91.0 |
| ATR |
39.0 |
38.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
634,202 |
637,114 |
2,912 |
0.5% |
3,434,914 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,897.0 |
2,831.7 |
|
| R3 |
2,879.0 |
2,863.0 |
2,822.4 |
|
| R2 |
2,845.0 |
2,845.0 |
2,819.2 |
|
| R1 |
2,829.0 |
2,829.0 |
2,816.1 |
2,837.0 |
| PP |
2,811.0 |
2,811.0 |
2,811.0 |
2,815.0 |
| S1 |
2,795.0 |
2,795.0 |
2,809.9 |
2,803.0 |
| S2 |
2,777.0 |
2,777.0 |
2,806.8 |
|
| S3 |
2,743.0 |
2,761.0 |
2,803.7 |
|
| S4 |
2,709.0 |
2,727.0 |
2,794.3 |
|
|
| 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 |
2,775.0 |
52.0 |
1.8% |
30.8 |
1.1% |
73% |
True |
False |
609,240 |
| 10 |
2,827.0 |
2,733.0 |
94.0 |
3.3% |
32.1 |
1.1% |
85% |
True |
False |
656,399 |
| 20 |
2,827.0 |
2,645.0 |
182.0 |
6.5% |
32.7 |
1.2% |
92% |
True |
False |
701,616 |
| 40 |
2,827.0 |
2,488.0 |
339.0 |
12.1% |
42.1 |
1.5% |
96% |
True |
False |
840,259 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.6% |
43.0 |
1.5% |
92% |
False |
False |
578,430 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.5 |
1.5% |
92% |
False |
False |
434,670 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
42.3 |
1.5% |
92% |
False |
False |
347,832 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.0 |
1.5% |
92% |
False |
False |
290,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,971.5 |
|
2.618 |
2,916.0 |
|
1.618 |
2,882.0 |
|
1.000 |
2,861.0 |
|
0.618 |
2,848.0 |
|
HIGH |
2,827.0 |
|
0.618 |
2,814.0 |
|
0.500 |
2,810.0 |
|
0.382 |
2,806.0 |
|
LOW |
2,793.0 |
|
0.618 |
2,772.0 |
|
1.000 |
2,759.0 |
|
1.618 |
2,738.0 |
|
2.618 |
2,704.0 |
|
4.250 |
2,648.5 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.0 |
2,809.0 |
| PP |
2,811.0 |
2,805.0 |
| S1 |
2,810.0 |
2,801.0 |
|