| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
6,478.5 |
6,511.0 |
32.5 |
0.5% |
6,607.0 |
| High |
6,527.0 |
6,576.5 |
49.5 |
0.8% |
6,640.0 |
| Low |
6,472.0 |
6,495.0 |
23.0 |
0.4% |
6,452.0 |
| Close |
6,486.0 |
6,548.5 |
62.5 |
1.0% |
6,548.5 |
| Range |
55.0 |
81.5 |
26.5 |
48.2% |
188.0 |
| ATR |
88.4 |
88.6 |
0.1 |
0.2% |
0.0 |
| Volume |
67,428 |
62,577 |
-4,851 |
-7.2% |
389,879 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,784.5 |
6,748.0 |
6,593.5 |
|
| R3 |
6,703.0 |
6,666.5 |
6,571.0 |
|
| R2 |
6,621.5 |
6,621.5 |
6,563.5 |
|
| R1 |
6,585.0 |
6,585.0 |
6,556.0 |
6,603.0 |
| PP |
6,540.0 |
6,540.0 |
6,540.0 |
6,549.0 |
| S1 |
6,503.5 |
6,503.5 |
6,541.0 |
6,522.0 |
| S2 |
6,458.5 |
6,458.5 |
6,533.5 |
|
| S3 |
6,377.0 |
6,422.0 |
6,526.0 |
|
| S4 |
6,295.5 |
6,340.5 |
6,503.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,111.0 |
7,017.5 |
6,652.0 |
|
| R3 |
6,923.0 |
6,829.5 |
6,600.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,583.0 |
|
| R1 |
6,641.5 |
6,641.5 |
6,565.5 |
6,594.0 |
| PP |
6,547.0 |
6,547.0 |
6,547.0 |
6,523.0 |
| S1 |
6,453.5 |
6,453.5 |
6,531.5 |
6,406.0 |
| S2 |
6,359.0 |
6,359.0 |
6,514.0 |
|
| S3 |
6,171.0 |
6,265.5 |
6,497.0 |
|
| S4 |
5,983.0 |
6,077.5 |
6,445.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,640.0 |
6,452.0 |
188.0 |
2.9% |
89.5 |
1.4% |
51% |
False |
False |
77,975 |
| 10 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
86.5 |
1.3% |
44% |
False |
False |
84,770 |
| 20 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
80.0 |
1.2% |
44% |
False |
False |
84,344 |
| 40 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
92.5 |
1.4% |
83% |
False |
False |
98,810 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
91.0 |
1.4% |
69% |
False |
False |
73,155 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
77.5 |
1.2% |
69% |
False |
False |
54,936 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
68.5 |
1.0% |
69% |
False |
False |
43,960 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
57.5 |
0.9% |
69% |
False |
False |
36,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,923.0 |
|
2.618 |
6,790.0 |
|
1.618 |
6,708.5 |
|
1.000 |
6,658.0 |
|
0.618 |
6,627.0 |
|
HIGH |
6,576.5 |
|
0.618 |
6,545.5 |
|
0.500 |
6,536.0 |
|
0.382 |
6,526.0 |
|
LOW |
6,495.0 |
|
0.618 |
6,444.5 |
|
1.000 |
6,413.5 |
|
1.618 |
6,363.0 |
|
2.618 |
6,281.5 |
|
4.250 |
6,148.5 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,544.0 |
6,540.0 |
| PP |
6,540.0 |
6,532.0 |
| S1 |
6,536.0 |
6,524.0 |
|