| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,049.4 |
1,045.0 |
-4.4 |
-0.4% |
1,047.1 |
| High |
1,049.7 |
1,051.8 |
2.1 |
0.2% |
1,059.6 |
| Low |
1,040.5 |
1,041.5 |
1.0 |
0.1% |
1,035.8 |
| Close |
1,043.9 |
1,047.0 |
3.1 |
0.3% |
1,057.9 |
| Range |
9.2 |
10.3 |
1.1 |
12.0% |
23.8 |
| ATR |
12.0 |
11.9 |
-0.1 |
-1.0% |
0.0 |
| Volume |
76,884 |
79,245 |
2,361 |
3.1% |
412,648 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.8 |
1,072.8 |
1,052.8 |
|
| R3 |
1,067.3 |
1,062.3 |
1,049.8 |
|
| R2 |
1,057.0 |
1,057.0 |
1,049.0 |
|
| R1 |
1,052.0 |
1,052.0 |
1,048.0 |
1,054.5 |
| PP |
1,046.8 |
1,046.8 |
1,046.8 |
1,048.0 |
| S1 |
1,041.8 |
1,041.8 |
1,046.0 |
1,044.3 |
| S2 |
1,036.5 |
1,036.5 |
1,045.0 |
|
| S3 |
1,026.3 |
1,031.5 |
1,044.3 |
|
| S4 |
1,015.8 |
1,021.3 |
1,041.3 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.5 |
1,114.0 |
1,071.0 |
|
| R3 |
1,098.8 |
1,090.3 |
1,064.5 |
|
| R2 |
1,075.0 |
1,075.0 |
1,062.3 |
|
| R1 |
1,066.5 |
1,066.5 |
1,060.0 |
1,070.8 |
| PP |
1,051.0 |
1,051.0 |
1,051.0 |
1,053.3 |
| S1 |
1,042.5 |
1,042.5 |
1,055.8 |
1,046.8 |
| S2 |
1,027.3 |
1,027.3 |
1,053.5 |
|
| S3 |
1,003.5 |
1,018.8 |
1,051.3 |
|
| S4 |
979.8 |
995.0 |
1,044.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,062.0 |
1,040.5 |
21.5 |
2.1% |
9.5 |
0.9% |
30% |
False |
False |
68,641 |
| 10 |
1,062.0 |
1,035.8 |
26.2 |
2.5% |
11.0 |
1.1% |
43% |
False |
False |
76,653 |
| 20 |
1,062.0 |
1,027.1 |
34.9 |
3.3% |
11.0 |
1.1% |
57% |
False |
False |
78,098 |
| 40 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.5 |
1.3% |
88% |
False |
False |
106,075 |
| 60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
12.8 |
1.2% |
88% |
False |
False |
71,577 |
| 80 |
1,062.0 |
893.4 |
168.6 |
16.1% |
10.0 |
1.0% |
91% |
False |
False |
53,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,095.5 |
|
2.618 |
1,078.8 |
|
1.618 |
1,068.5 |
|
1.000 |
1,062.0 |
|
0.618 |
1,058.3 |
|
HIGH |
1,051.8 |
|
0.618 |
1,047.8 |
|
0.500 |
1,046.8 |
|
0.382 |
1,045.5 |
|
LOW |
1,041.5 |
|
0.618 |
1,035.3 |
|
1.000 |
1,031.3 |
|
1.618 |
1,024.8 |
|
2.618 |
1,014.5 |
|
4.250 |
997.8 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,047.0 |
1,051.0 |
| PP |
1,046.8 |
1,049.5 |
| S1 |
1,046.8 |
1,048.3 |
|