| 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 |
1,043.1 |
1,044.8 |
1.7 |
0.2% |
1,050.0 |
| High |
1,052.8 |
1,059.6 |
6.8 |
0.6% |
1,057.0 |
| Low |
1,042.0 |
1,043.8 |
1.8 |
0.2% |
1,035.8 |
| Close |
1,042.9 |
1,056.7 |
13.8 |
1.3% |
1,046.7 |
| Range |
10.8 |
15.8 |
5.0 |
46.3% |
21.2 |
| ATR |
12.5 |
12.8 |
0.3 |
2.4% |
0.0 |
| Volume |
104,505 |
90,408 |
-14,097 |
-13.5% |
399,426 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,100.8 |
1,094.5 |
1,065.5 |
|
| R3 |
1,085.0 |
1,078.8 |
1,061.0 |
|
| R2 |
1,069.3 |
1,069.3 |
1,059.5 |
|
| R1 |
1,063.0 |
1,063.0 |
1,058.3 |
1,066.0 |
| PP |
1,053.3 |
1,053.3 |
1,053.3 |
1,055.0 |
| S1 |
1,047.3 |
1,047.3 |
1,055.3 |
1,050.3 |
| S2 |
1,037.5 |
1,037.5 |
1,053.8 |
|
| S3 |
1,021.8 |
1,031.3 |
1,052.3 |
|
| S4 |
1,006.0 |
1,015.5 |
1,048.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,110.0 |
1,099.5 |
1,058.3 |
|
| R3 |
1,089.0 |
1,078.5 |
1,052.5 |
|
| R2 |
1,067.8 |
1,067.8 |
1,050.5 |
|
| R1 |
1,057.3 |
1,057.3 |
1,048.8 |
1,051.8 |
| PP |
1,046.5 |
1,046.5 |
1,046.5 |
1,043.8 |
| S1 |
1,036.0 |
1,036.0 |
1,044.8 |
1,030.8 |
| S2 |
1,025.3 |
1,025.3 |
1,042.8 |
|
| S3 |
1,004.0 |
1,014.8 |
1,040.8 |
|
| S4 |
983.0 |
993.5 |
1,035.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,059.6 |
1,035.8 |
23.8 |
2.3% |
12.5 |
1.2% |
88% |
True |
False |
84,665 |
| 10 |
1,059.6 |
1,035.8 |
23.8 |
2.3% |
11.8 |
1.1% |
88% |
True |
False |
81,953 |
| 20 |
1,059.6 |
988.3 |
71.3 |
6.7% |
11.3 |
1.1% |
96% |
True |
False |
84,407 |
| 40 |
1,059.6 |
938.0 |
121.6 |
11.5% |
14.3 |
1.3% |
98% |
True |
False |
98,724 |
| 60 |
1,059.6 |
938.0 |
121.6 |
11.5% |
12.0 |
1.1% |
98% |
True |
False |
65,874 |
| 80 |
1,059.6 |
893.4 |
166.2 |
15.7% |
9.3 |
0.9% |
98% |
True |
False |
49,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,126.8 |
|
2.618 |
1,101.0 |
|
1.618 |
1,085.3 |
|
1.000 |
1,075.5 |
|
0.618 |
1,069.3 |
|
HIGH |
1,059.5 |
|
0.618 |
1,053.5 |
|
0.500 |
1,051.8 |
|
0.382 |
1,049.8 |
|
LOW |
1,043.8 |
|
0.618 |
1,034.0 |
|
1.000 |
1,028.0 |
|
1.618 |
1,018.3 |
|
2.618 |
1,002.5 |
|
4.250 |
976.8 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,055.0 |
1,054.0 |
| PP |
1,053.3 |
1,051.0 |
| S1 |
1,051.8 |
1,048.3 |
|