| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,566.5 |
6,552.0 |
-14.5 |
-0.2% |
6,542.5 |
| High |
6,583.0 |
6,595.5 |
12.5 |
0.2% |
6,669.5 |
| Low |
6,514.0 |
6,452.0 |
-62.0 |
-1.0% |
6,495.0 |
| Close |
6,553.5 |
6,485.0 |
-68.5 |
-1.0% |
6,605.0 |
| Range |
69.0 |
143.5 |
74.5 |
108.0% |
174.5 |
| ATR |
87.0 |
91.0 |
4.0 |
4.6% |
0.0 |
| Volume |
113,471 |
80,457 |
-33,014 |
-29.1% |
457,830 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,941.5 |
6,856.5 |
6,564.0 |
|
| R3 |
6,798.0 |
6,713.0 |
6,524.5 |
|
| R2 |
6,654.5 |
6,654.5 |
6,511.5 |
|
| R1 |
6,569.5 |
6,569.5 |
6,498.0 |
6,540.0 |
| PP |
6,511.0 |
6,511.0 |
6,511.0 |
6,496.0 |
| S1 |
6,426.0 |
6,426.0 |
6,472.0 |
6,397.0 |
| S2 |
6,367.5 |
6,367.5 |
6,458.5 |
|
| S3 |
6,224.0 |
6,282.5 |
6,445.5 |
|
| S4 |
6,080.5 |
6,139.0 |
6,406.0 |
|
|
| 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 |
6,452.0 |
217.5 |
3.4% |
101.0 |
1.6% |
15% |
False |
True |
81,651 |
| 10 |
6,669.5 |
6,452.0 |
217.5 |
3.4% |
91.5 |
1.4% |
15% |
False |
True |
84,403 |
| 20 |
6,669.5 |
6,452.0 |
217.5 |
3.4% |
82.0 |
1.3% |
15% |
False |
True |
84,006 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
94.5 |
1.5% |
74% |
False |
False |
102,358 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
90.0 |
1.4% |
62% |
False |
False |
71,005 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
76.5 |
1.2% |
62% |
False |
False |
53,313 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
67.0 |
1.0% |
62% |
False |
False |
42,660 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
56.0 |
0.9% |
62% |
False |
False |
35,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,205.5 |
|
2.618 |
6,971.0 |
|
1.618 |
6,827.5 |
|
1.000 |
6,739.0 |
|
0.618 |
6,684.0 |
|
HIGH |
6,595.5 |
|
0.618 |
6,540.5 |
|
0.500 |
6,524.0 |
|
0.382 |
6,507.0 |
|
LOW |
6,452.0 |
|
0.618 |
6,363.5 |
|
1.000 |
6,308.5 |
|
1.618 |
6,220.0 |
|
2.618 |
6,076.5 |
|
4.250 |
5,842.0 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,524.0 |
6,546.0 |
| PP |
6,511.0 |
6,525.5 |
| S1 |
6,498.0 |
6,505.5 |
|