| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,291.0 |
8,269.5 |
-21.5 |
-0.3% |
8,362.0 |
| High |
8,339.5 |
8,306.0 |
-33.5 |
-0.4% |
8,419.0 |
| Low |
8,246.5 |
8,214.0 |
-32.5 |
-0.4% |
8,217.5 |
| Close |
8,278.0 |
8,249.5 |
-28.5 |
-0.3% |
8,250.0 |
| Range |
93.0 |
92.0 |
-1.0 |
-1.1% |
201.5 |
| ATR |
116.5 |
114.7 |
-1.7 |
-1.5% |
0.0 |
| Volume |
100,683 |
96,203 |
-4,480 |
-4.4% |
437,651 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,532.5 |
8,483.0 |
8,300.1 |
|
| R3 |
8,440.5 |
8,391.0 |
8,274.8 |
|
| R2 |
8,348.5 |
8,348.5 |
8,266.4 |
|
| R1 |
8,299.0 |
8,299.0 |
8,257.9 |
8,277.8 |
| PP |
8,256.5 |
8,256.5 |
8,256.5 |
8,245.9 |
| S1 |
8,207.0 |
8,207.0 |
8,241.1 |
8,185.8 |
| S2 |
8,164.5 |
8,164.5 |
8,232.6 |
|
| S3 |
8,072.5 |
8,115.0 |
8,224.2 |
|
| S4 |
7,980.5 |
8,023.0 |
8,198.9 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,900.0 |
8,776.5 |
8,360.8 |
|
| R3 |
8,698.5 |
8,575.0 |
8,305.4 |
|
| R2 |
8,497.0 |
8,497.0 |
8,286.9 |
|
| R1 |
8,373.5 |
8,373.5 |
8,268.5 |
8,334.5 |
| PP |
8,295.5 |
8,295.5 |
8,295.5 |
8,276.0 |
| S1 |
8,172.0 |
8,172.0 |
8,231.5 |
8,133.0 |
| S2 |
8,094.0 |
8,094.0 |
8,213.1 |
|
| S3 |
7,892.5 |
7,970.5 |
8,194.6 |
|
| S4 |
7,691.0 |
7,769.0 |
8,139.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,374.5 |
8,214.0 |
160.5 |
1.9% |
103.3 |
1.3% |
22% |
False |
True |
88,175 |
| 10 |
8,419.0 |
8,214.0 |
205.0 |
2.5% |
92.5 |
1.1% |
17% |
False |
True |
87,399 |
| 20 |
8,419.0 |
7,735.0 |
684.0 |
8.3% |
104.1 |
1.3% |
75% |
False |
False |
87,439 |
| 40 |
8,419.0 |
7,660.0 |
759.0 |
9.2% |
127.1 |
1.5% |
78% |
False |
False |
80,401 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
119.0 |
1.4% |
65% |
False |
False |
53,756 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
118.0 |
1.4% |
72% |
False |
False |
40,438 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.4 |
1.4% |
72% |
False |
False |
32,655 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.4 |
1.3% |
72% |
False |
False |
27,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,697.0 |
|
2.618 |
8,546.9 |
|
1.618 |
8,454.9 |
|
1.000 |
8,398.0 |
|
0.618 |
8,362.9 |
|
HIGH |
8,306.0 |
|
0.618 |
8,270.9 |
|
0.500 |
8,260.0 |
|
0.382 |
8,249.1 |
|
LOW |
8,214.0 |
|
0.618 |
8,157.1 |
|
1.000 |
8,122.0 |
|
1.618 |
8,065.1 |
|
2.618 |
7,973.1 |
|
4.250 |
7,823.0 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,260.0 |
8,276.8 |
| PP |
8,256.5 |
8,267.7 |
| S1 |
8,253.0 |
8,258.6 |
|