| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,118.25 |
3,136.25 |
18.00 |
0.6% |
3,070.00 |
| High |
3,138.00 |
3,140.25 |
2.25 |
0.1% |
3,138.00 |
| Low |
3,112.25 |
3,128.00 |
15.75 |
0.5% |
3,056.75 |
| Close |
3,136.00 |
3,136.00 |
0.00 |
0.0% |
3,136.00 |
| Range |
25.75 |
12.25 |
-13.50 |
-52.4% |
81.25 |
| ATR |
32.53 |
31.08 |
-1.45 |
-4.5% |
0.00 |
| Volume |
162,654 |
114,587 |
-48,067 |
-29.6% |
997,925 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.50 |
3,166.00 |
3,142.75 |
|
| R3 |
3,159.25 |
3,153.75 |
3,139.25 |
|
| R2 |
3,147.00 |
3,147.00 |
3,138.25 |
|
| R1 |
3,141.50 |
3,141.50 |
3,137.00 |
3,138.00 |
| PP |
3,134.75 |
3,134.75 |
3,134.75 |
3,133.00 |
| S1 |
3,129.25 |
3,129.25 |
3,135.00 |
3,126.00 |
| S2 |
3,122.50 |
3,122.50 |
3,133.75 |
|
| S3 |
3,110.25 |
3,117.00 |
3,132.75 |
|
| S4 |
3,098.00 |
3,104.75 |
3,129.25 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.00 |
3,326.25 |
3,180.75 |
|
| R3 |
3,272.75 |
3,245.00 |
3,158.25 |
|
| R2 |
3,191.50 |
3,191.50 |
3,151.00 |
|
| R1 |
3,163.75 |
3,163.75 |
3,143.50 |
3,177.50 |
| PP |
3,110.25 |
3,110.25 |
3,110.25 |
3,117.25 |
| S1 |
3,082.50 |
3,082.50 |
3,128.50 |
3,096.50 |
| S2 |
3,029.00 |
3,029.00 |
3,121.00 |
|
| S3 |
2,947.75 |
3,001.25 |
3,113.75 |
|
| S4 |
2,866.50 |
2,920.00 |
3,091.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,140.25 |
3,065.50 |
74.75 |
2.4% |
25.50 |
0.8% |
94% |
True |
False |
184,511 |
| 10 |
3,140.25 |
3,023.50 |
116.75 |
3.7% |
28.00 |
0.9% |
96% |
True |
False |
198,744 |
| 20 |
3,140.25 |
2,959.00 |
181.25 |
5.8% |
27.50 |
0.9% |
98% |
True |
False |
183,380 |
| 40 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.50 |
1.2% |
99% |
True |
False |
198,749 |
| 60 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
35.75 |
1.1% |
99% |
True |
False |
132,850 |
| 80 |
3,140.25 |
2,733.00 |
407.25 |
13.0% |
34.00 |
1.1% |
99% |
True |
False |
99,661 |
| 100 |
3,140.25 |
2,733.00 |
407.25 |
13.0% |
31.50 |
1.0% |
99% |
True |
False |
79,731 |
| 120 |
3,140.25 |
2,690.50 |
449.75 |
14.3% |
27.50 |
0.9% |
99% |
True |
False |
66,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.25 |
|
2.618 |
3,172.25 |
|
1.618 |
3,160.00 |
|
1.000 |
3,152.50 |
|
0.618 |
3,147.75 |
|
HIGH |
3,140.25 |
|
0.618 |
3,135.50 |
|
0.500 |
3,134.00 |
|
0.382 |
3,132.75 |
|
LOW |
3,128.00 |
|
0.618 |
3,120.50 |
|
1.000 |
3,115.75 |
|
1.618 |
3,108.25 |
|
2.618 |
3,096.00 |
|
4.250 |
3,076.00 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,135.50 |
3,128.75 |
| PP |
3,134.75 |
3,121.75 |
| S1 |
3,134.00 |
3,114.50 |
|