| 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 |
6,659.0 |
6,607.0 |
-52.0 |
-0.8% |
6,542.5 |
| High |
6,664.0 |
6,640.0 |
-24.0 |
-0.4% |
6,669.5 |
| Low |
6,575.5 |
6,541.0 |
-34.5 |
-0.5% |
6,495.0 |
| Close |
6,605.0 |
6,573.5 |
-31.5 |
-0.5% |
6,605.0 |
| Range |
88.5 |
99.0 |
10.5 |
11.9% |
174.5 |
| ATR |
87.5 |
88.3 |
0.8 |
0.9% |
0.0 |
| Volume |
62,911 |
65,946 |
3,035 |
4.8% |
457,830 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,882.0 |
6,826.5 |
6,628.0 |
|
| R3 |
6,783.0 |
6,727.5 |
6,600.5 |
|
| R2 |
6,684.0 |
6,684.0 |
6,591.5 |
|
| R1 |
6,628.5 |
6,628.5 |
6,582.5 |
6,607.0 |
| PP |
6,585.0 |
6,585.0 |
6,585.0 |
6,574.0 |
| S1 |
6,529.5 |
6,529.5 |
6,564.5 |
6,508.0 |
| S2 |
6,486.0 |
6,486.0 |
6,555.5 |
|
| S3 |
6,387.0 |
6,430.5 |
6,546.5 |
|
| S4 |
6,288.0 |
6,331.5 |
6,519.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,113.5 |
7,033.5 |
6,701.0 |
|
| R3 |
6,939.0 |
6,859.0 |
6,653.0 |
|
| R2 |
6,764.5 |
6,764.5 |
6,637.0 |
|
| R1 |
6,684.5 |
6,684.5 |
6,621.0 |
6,724.5 |
| PP |
6,590.0 |
6,590.0 |
6,590.0 |
6,610.0 |
| S1 |
6,510.0 |
6,510.0 |
6,589.0 |
6,550.0 |
| S2 |
6,415.5 |
6,415.5 |
6,573.0 |
|
| S3 |
6,241.0 |
6,335.5 |
6,557.0 |
|
| S4 |
6,066.5 |
6,161.0 |
6,509.0 |
|
|
| 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 |
6,505.0 |
164.5 |
2.5% |
89.5 |
1.4% |
42% |
False |
False |
91,099 |
| 10 |
6,669.5 |
6,485.5 |
184.0 |
2.8% |
85.5 |
1.3% |
48% |
False |
False |
82,741 |
| 20 |
6,669.5 |
6,407.0 |
262.5 |
4.0% |
78.5 |
1.2% |
63% |
False |
False |
83,508 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
94.5 |
1.4% |
87% |
False |
False |
99,980 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
88.0 |
1.3% |
72% |
False |
False |
67,804 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
74.0 |
1.1% |
72% |
False |
False |
50,889 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
65.0 |
1.0% |
72% |
False |
False |
40,721 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
54.5 |
0.8% |
72% |
False |
False |
33,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,061.0 |
|
2.618 |
6,899.0 |
|
1.618 |
6,800.0 |
|
1.000 |
6,739.0 |
|
0.618 |
6,701.0 |
|
HIGH |
6,640.0 |
|
0.618 |
6,602.0 |
|
0.500 |
6,590.5 |
|
0.382 |
6,579.0 |
|
LOW |
6,541.0 |
|
0.618 |
6,480.0 |
|
1.000 |
6,442.0 |
|
1.618 |
6,381.0 |
|
2.618 |
6,282.0 |
|
4.250 |
6,120.0 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,590.5 |
6,605.0 |
| PP |
6,585.0 |
6,594.5 |
| S1 |
6,579.0 |
6,584.0 |
|