| 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 |
8,442.5 |
8,428.0 |
-14.5 |
-0.2% |
8,266.5 |
| High |
8,446.5 |
8,436.0 |
-10.5 |
-0.1% |
8,462.0 |
| Low |
8,378.5 |
8,368.5 |
-10.0 |
-0.1% |
8,214.0 |
| Close |
8,405.0 |
8,400.5 |
-4.5 |
-0.1% |
8,405.0 |
| Range |
68.0 |
67.5 |
-0.5 |
-0.7% |
248.0 |
| ATR |
117.9 |
114.3 |
-3.6 |
-3.1% |
0.0 |
| Volume |
52,347 |
85,859 |
33,512 |
64.0% |
400,430 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,604.2 |
8,569.8 |
8,437.6 |
|
| R3 |
8,536.7 |
8,502.3 |
8,419.1 |
|
| R2 |
8,469.2 |
8,469.2 |
8,412.9 |
|
| R1 |
8,434.8 |
8,434.8 |
8,406.7 |
8,418.3 |
| PP |
8,401.7 |
8,401.7 |
8,401.7 |
8,393.4 |
| S1 |
8,367.3 |
8,367.3 |
8,394.3 |
8,350.8 |
| S2 |
8,334.2 |
8,334.2 |
8,388.1 |
|
| S3 |
8,266.7 |
8,299.8 |
8,381.9 |
|
| S4 |
8,199.2 |
8,232.3 |
8,363.4 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,104.3 |
9,002.7 |
8,541.4 |
|
| R3 |
8,856.3 |
8,754.7 |
8,473.2 |
|
| R2 |
8,608.3 |
8,608.3 |
8,450.5 |
|
| R1 |
8,506.7 |
8,506.7 |
8,427.7 |
8,557.5 |
| PP |
8,360.3 |
8,360.3 |
8,360.3 |
8,385.8 |
| S1 |
8,258.7 |
8,258.7 |
8,382.3 |
8,309.5 |
| S2 |
8,112.3 |
8,112.3 |
8,359.5 |
|
| S3 |
7,864.3 |
8,010.7 |
8,336.8 |
|
| S4 |
7,616.3 |
7,762.7 |
8,268.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
94.4 |
1.1% |
75% |
False |
False |
80,732 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
96.8 |
1.2% |
75% |
False |
False |
85,314 |
| 20 |
8,462.0 |
7,996.5 |
465.5 |
5.5% |
91.1 |
1.1% |
87% |
False |
False |
83,485 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
120.8 |
1.4% |
92% |
False |
False |
85,305 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
119.9 |
1.4% |
82% |
False |
False |
57,193 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
117.0 |
1.4% |
85% |
False |
False |
43,016 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
114.3 |
1.4% |
85% |
False |
False |
34,631 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
111.2 |
1.3% |
85% |
False |
False |
28,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,722.9 |
|
2.618 |
8,612.7 |
|
1.618 |
8,545.2 |
|
1.000 |
8,503.5 |
|
0.618 |
8,477.7 |
|
HIGH |
8,436.0 |
|
0.618 |
8,410.2 |
|
0.500 |
8,402.3 |
|
0.382 |
8,394.3 |
|
LOW |
8,368.5 |
|
0.618 |
8,326.8 |
|
1.000 |
8,301.0 |
|
1.618 |
8,259.3 |
|
2.618 |
8,191.8 |
|
4.250 |
8,081.6 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,402.3 |
8,395.8 |
| PP |
8,401.7 |
8,391.0 |
| S1 |
8,401.1 |
8,386.3 |
|