| 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 |
3,082.50 |
3,088.75 |
6.25 |
0.2% |
3,043.75 |
| High |
3,105.00 |
3,123.50 |
18.50 |
0.6% |
3,073.50 |
| Low |
3,079.25 |
3,088.75 |
9.50 |
0.3% |
3,023.50 |
| Close |
3,083.00 |
3,112.75 |
29.75 |
1.0% |
3,070.50 |
| Range |
25.75 |
34.75 |
9.00 |
35.0% |
50.00 |
| ATR |
32.48 |
33.05 |
0.57 |
1.8% |
0.00 |
| Volume |
254,202 |
153,830 |
-100,372 |
-39.5% |
1,015,863 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.50 |
3,197.50 |
3,131.75 |
|
| R3 |
3,177.75 |
3,162.75 |
3,122.25 |
|
| R2 |
3,143.00 |
3,143.00 |
3,119.00 |
|
| R1 |
3,128.00 |
3,128.00 |
3,116.00 |
3,135.50 |
| PP |
3,108.25 |
3,108.25 |
3,108.25 |
3,112.00 |
| S1 |
3,093.25 |
3,093.25 |
3,109.50 |
3,100.75 |
| S2 |
3,073.50 |
3,073.50 |
3,106.50 |
|
| S3 |
3,038.75 |
3,058.50 |
3,103.25 |
|
| S4 |
3,004.00 |
3,023.75 |
3,093.75 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.75 |
3,188.25 |
3,098.00 |
|
| R3 |
3,155.75 |
3,138.25 |
3,084.25 |
|
| R2 |
3,105.75 |
3,105.75 |
3,079.75 |
|
| R1 |
3,088.25 |
3,088.25 |
3,075.00 |
3,097.00 |
| PP |
3,055.75 |
3,055.75 |
3,055.75 |
3,060.25 |
| S1 |
3,038.25 |
3,038.25 |
3,066.00 |
3,047.00 |
| S2 |
3,005.75 |
3,005.75 |
3,061.25 |
|
| S3 |
2,955.75 |
2,988.25 |
3,056.75 |
|
| S4 |
2,905.75 |
2,938.25 |
3,043.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,123.50 |
3,037.50 |
86.00 |
2.8% |
29.50 |
0.9% |
88% |
True |
False |
203,769 |
| 10 |
3,123.50 |
3,023.50 |
100.00 |
3.2% |
27.75 |
0.9% |
89% |
True |
False |
205,433 |
| 20 |
3,123.50 |
2,927.75 |
195.75 |
6.3% |
29.00 |
0.9% |
95% |
True |
False |
190,983 |
| 40 |
3,123.50 |
2,817.75 |
305.75 |
9.8% |
37.75 |
1.2% |
96% |
True |
False |
191,943 |
| 60 |
3,123.50 |
2,817.75 |
305.75 |
9.8% |
35.50 |
1.1% |
96% |
True |
False |
128,230 |
| 80 |
3,123.50 |
2,733.00 |
390.50 |
12.5% |
34.00 |
1.1% |
97% |
True |
False |
96,196 |
| 100 |
3,123.50 |
2,733.00 |
390.50 |
12.5% |
31.25 |
1.0% |
97% |
True |
False |
76,959 |
| 120 |
3,123.50 |
2,690.50 |
433.00 |
13.9% |
27.25 |
0.9% |
98% |
True |
False |
64,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.25 |
|
2.618 |
3,214.50 |
|
1.618 |
3,179.75 |
|
1.000 |
3,158.25 |
|
0.618 |
3,145.00 |
|
HIGH |
3,123.50 |
|
0.618 |
3,110.25 |
|
0.500 |
3,106.00 |
|
0.382 |
3,102.00 |
|
LOW |
3,088.75 |
|
0.618 |
3,067.25 |
|
1.000 |
3,054.00 |
|
1.618 |
3,032.50 |
|
2.618 |
2,997.75 |
|
4.250 |
2,941.00 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,110.50 |
3,106.75 |
| PP |
3,108.25 |
3,100.50 |
| S1 |
3,106.00 |
3,094.50 |
|