| 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 |
8,428.0 |
8,400.5 |
-27.5 |
-0.3% |
8,266.5 |
| High |
8,436.0 |
8,438.5 |
2.5 |
0.0% |
8,462.0 |
| Low |
8,368.5 |
8,267.0 |
-101.5 |
-1.2% |
8,214.0 |
| Close |
8,400.5 |
8,296.0 |
-104.5 |
-1.2% |
8,405.0 |
| Range |
67.5 |
171.5 |
104.0 |
154.1% |
248.0 |
| ATR |
114.3 |
118.4 |
4.1 |
3.6% |
0.0 |
| Volume |
85,859 |
77,179 |
-8,680 |
-10.1% |
400,430 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,848.3 |
8,743.7 |
8,390.3 |
|
| R3 |
8,676.8 |
8,572.2 |
8,343.2 |
|
| R2 |
8,505.3 |
8,505.3 |
8,327.4 |
|
| R1 |
8,400.7 |
8,400.7 |
8,311.7 |
8,367.3 |
| PP |
8,333.8 |
8,333.8 |
8,333.8 |
8,317.1 |
| S1 |
8,229.2 |
8,229.2 |
8,280.3 |
8,195.8 |
| S2 |
8,162.3 |
8,162.3 |
8,264.6 |
|
| S3 |
7,990.8 |
8,057.7 |
8,248.8 |
|
| S4 |
7,819.3 |
7,886.2 |
8,201.7 |
|
|
| 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% |
110.1 |
1.3% |
33% |
False |
False |
76,031 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
107.8 |
1.3% |
33% |
False |
False |
82,514 |
| 20 |
8,462.0 |
7,996.5 |
465.5 |
5.6% |
95.4 |
1.1% |
64% |
False |
False |
83,042 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
122.2 |
1.5% |
79% |
False |
False |
87,078 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
121.5 |
1.5% |
70% |
False |
False |
58,477 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
117.8 |
1.4% |
76% |
False |
False |
43,979 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
115.6 |
1.4% |
76% |
False |
False |
35,342 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
111.9 |
1.3% |
76% |
False |
False |
29,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,167.4 |
|
2.618 |
8,887.5 |
|
1.618 |
8,716.0 |
|
1.000 |
8,610.0 |
|
0.618 |
8,544.5 |
|
HIGH |
8,438.5 |
|
0.618 |
8,373.0 |
|
0.500 |
8,352.8 |
|
0.382 |
8,332.5 |
|
LOW |
8,267.0 |
|
0.618 |
8,161.0 |
|
1.000 |
8,095.5 |
|
1.618 |
7,989.5 |
|
2.618 |
7,818.0 |
|
4.250 |
7,538.1 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,352.8 |
8,356.8 |
| PP |
8,333.8 |
8,336.5 |
| S1 |
8,314.9 |
8,316.3 |
|