| 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 |
6,607.0 |
6,566.5 |
-40.5 |
-0.6% |
6,542.5 |
| High |
6,640.0 |
6,583.0 |
-57.0 |
-0.9% |
6,669.5 |
| Low |
6,541.0 |
6,514.0 |
-27.0 |
-0.4% |
6,495.0 |
| Close |
6,573.5 |
6,553.5 |
-20.0 |
-0.3% |
6,605.0 |
| Range |
99.0 |
69.0 |
-30.0 |
-30.3% |
174.5 |
| ATR |
88.3 |
87.0 |
-1.4 |
-1.6% |
0.0 |
| Volume |
65,946 |
113,471 |
47,525 |
72.1% |
457,830 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,757.0 |
6,724.5 |
6,591.5 |
|
| R3 |
6,688.0 |
6,655.5 |
6,572.5 |
|
| R2 |
6,619.0 |
6,619.0 |
6,566.0 |
|
| R1 |
6,586.5 |
6,586.5 |
6,560.0 |
6,568.0 |
| PP |
6,550.0 |
6,550.0 |
6,550.0 |
6,541.0 |
| S1 |
6,517.5 |
6,517.5 |
6,547.0 |
6,499.0 |
| S2 |
6,481.0 |
6,481.0 |
6,541.0 |
|
| S3 |
6,412.0 |
6,448.5 |
6,534.5 |
|
| S4 |
6,343.0 |
6,379.5 |
6,515.5 |
|
|
| 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 |
6,508.5 |
161.0 |
2.5% |
93.5 |
1.4% |
28% |
False |
False |
87,461 |
| 10 |
6,669.5 |
6,485.5 |
184.0 |
2.8% |
85.5 |
1.3% |
37% |
False |
False |
85,597 |
| 20 |
6,669.5 |
6,424.0 |
245.5 |
3.7% |
78.0 |
1.2% |
53% |
False |
False |
84,634 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
93.5 |
1.4% |
84% |
False |
False |
101,960 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
89.0 |
1.4% |
70% |
False |
False |
69,677 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
75.0 |
1.1% |
70% |
False |
False |
52,307 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
65.5 |
1.0% |
70% |
False |
False |
41,856 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
55.0 |
0.8% |
70% |
False |
False |
34,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,876.0 |
|
2.618 |
6,763.5 |
|
1.618 |
6,694.5 |
|
1.000 |
6,652.0 |
|
0.618 |
6,625.5 |
|
HIGH |
6,583.0 |
|
0.618 |
6,556.5 |
|
0.500 |
6,548.5 |
|
0.382 |
6,540.5 |
|
LOW |
6,514.0 |
|
0.618 |
6,471.5 |
|
1.000 |
6,445.0 |
|
1.618 |
6,402.5 |
|
2.618 |
6,333.5 |
|
4.250 |
6,221.0 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,552.0 |
6,589.0 |
| PP |
6,550.0 |
6,577.0 |
| S1 |
6,548.5 |
6,565.5 |
|