| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,527.0 |
6,576.5 |
49.5 |
0.8% |
6,590.5 |
| High |
6,615.0 |
6,669.5 |
54.5 |
0.8% |
6,616.5 |
| Low |
6,508.5 |
6,565.0 |
56.5 |
0.9% |
6,485.5 |
| Close |
6,563.5 |
6,625.5 |
62.0 |
0.9% |
6,507.5 |
| Range |
106.5 |
104.5 |
-2.0 |
-1.9% |
131.0 |
| ATR |
86.0 |
87.4 |
1.4 |
1.7% |
0.0 |
| Volume |
109,507 |
85,472 |
-24,035 |
-21.9% |
398,908 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,933.5 |
6,884.0 |
6,683.0 |
|
| R3 |
6,829.0 |
6,779.5 |
6,654.0 |
|
| R2 |
6,724.5 |
6,724.5 |
6,644.5 |
|
| R1 |
6,675.0 |
6,675.0 |
6,635.0 |
6,700.0 |
| PP |
6,620.0 |
6,620.0 |
6,620.0 |
6,632.5 |
| S1 |
6,570.5 |
6,570.5 |
6,616.0 |
6,595.0 |
| S2 |
6,515.5 |
6,515.5 |
6,606.5 |
|
| S3 |
6,411.0 |
6,466.0 |
6,597.0 |
|
| S4 |
6,306.5 |
6,361.5 |
6,568.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.5 |
6,849.5 |
6,579.5 |
|
| R3 |
6,798.5 |
6,718.5 |
6,543.5 |
|
| R2 |
6,667.5 |
6,667.5 |
6,531.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,519.5 |
6,562.0 |
| PP |
6,536.5 |
6,536.5 |
6,536.5 |
6,524.0 |
| S1 |
6,456.5 |
6,456.5 |
6,495.5 |
6,431.0 |
| S2 |
6,405.5 |
6,405.5 |
6,483.5 |
|
| S3 |
6,274.5 |
6,325.5 |
6,471.5 |
|
| S4 |
6,143.5 |
6,194.5 |
6,435.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,669.5 |
6,485.5 |
184.0 |
2.8% |
85.0 |
1.3% |
76% |
True |
False |
91,065 |
| 10 |
6,669.5 |
6,485.5 |
184.0 |
2.8% |
76.0 |
1.1% |
76% |
True |
False |
86,825 |
| 20 |
6,669.5 |
6,315.5 |
354.0 |
5.3% |
79.5 |
1.2% |
88% |
True |
False |
86,055 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
93.5 |
1.4% |
94% |
True |
False |
97,566 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
86.0 |
1.3% |
78% |
False |
False |
65,659 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
72.5 |
1.1% |
78% |
False |
False |
49,279 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
63.5 |
1.0% |
78% |
False |
False |
39,432 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
53.0 |
0.8% |
78% |
False |
False |
32,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,113.5 |
|
2.618 |
6,943.0 |
|
1.618 |
6,838.5 |
|
1.000 |
6,774.0 |
|
0.618 |
6,734.0 |
|
HIGH |
6,669.5 |
|
0.618 |
6,629.5 |
|
0.500 |
6,617.0 |
|
0.382 |
6,605.0 |
|
LOW |
6,565.0 |
|
0.618 |
6,500.5 |
|
1.000 |
6,460.5 |
|
1.618 |
6,396.0 |
|
2.618 |
6,291.5 |
|
4.250 |
6,121.0 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,623.0 |
6,613.0 |
| PP |
6,620.0 |
6,600.0 |
| S1 |
6,617.0 |
6,587.0 |
|