| 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 |
8,248.5 |
8,284.0 |
35.5 |
0.4% |
8,266.5 |
| High |
8,283.5 |
8,352.5 |
69.0 |
0.8% |
8,462.0 |
| Low |
8,232.5 |
8,251.5 |
19.0 |
0.2% |
8,214.0 |
| Close |
8,253.0 |
8,310.5 |
57.5 |
0.7% |
8,405.0 |
| Range |
51.0 |
101.0 |
50.0 |
98.0% |
248.0 |
| ATR |
114.4 |
113.5 |
-1.0 |
-0.8% |
0.0 |
| Volume |
76,266 |
79,878 |
3,612 |
4.7% |
400,430 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,607.8 |
8,560.2 |
8,366.1 |
|
| R3 |
8,506.8 |
8,459.2 |
8,338.3 |
|
| R2 |
8,405.8 |
8,405.8 |
8,329.0 |
|
| R1 |
8,358.2 |
8,358.2 |
8,319.8 |
8,382.0 |
| PP |
8,304.8 |
8,304.8 |
8,304.8 |
8,316.8 |
| S1 |
8,257.2 |
8,257.2 |
8,301.2 |
8,281.0 |
| S2 |
8,203.8 |
8,203.8 |
8,292.0 |
|
| S3 |
8,102.8 |
8,156.2 |
8,282.7 |
|
| S4 |
8,001.8 |
8,055.2 |
8,255.0 |
|
|
| 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 |
8,446.5 |
8,232.5 |
214.0 |
2.6% |
91.8 |
1.1% |
36% |
False |
False |
74,305 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
102.1 |
1.2% |
39% |
False |
False |
79,130 |
| 20 |
8,462.0 |
8,140.0 |
322.0 |
3.9% |
94.0 |
1.1% |
53% |
False |
False |
82,073 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
118.9 |
1.4% |
81% |
False |
False |
90,246 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
121.3 |
1.5% |
72% |
False |
False |
61,075 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
117.1 |
1.4% |
77% |
False |
False |
45,927 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
115.6 |
1.4% |
77% |
False |
False |
36,794 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
111.7 |
1.3% |
77% |
False |
False |
30,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,781.8 |
|
2.618 |
8,616.9 |
|
1.618 |
8,515.9 |
|
1.000 |
8,453.5 |
|
0.618 |
8,414.9 |
|
HIGH |
8,352.5 |
|
0.618 |
8,313.9 |
|
0.500 |
8,302.0 |
|
0.382 |
8,290.1 |
|
LOW |
8,251.5 |
|
0.618 |
8,189.1 |
|
1.000 |
8,150.5 |
|
1.618 |
8,088.1 |
|
2.618 |
7,987.1 |
|
4.250 |
7,822.3 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,307.7 |
8,335.5 |
| PP |
8,304.8 |
8,327.2 |
| S1 |
8,302.0 |
8,318.8 |
|