| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,136.25 |
3,136.00 |
-0.25 |
0.0% |
3,070.00 |
| High |
3,140.25 |
3,139.50 |
-0.75 |
0.0% |
3,138.00 |
| Low |
3,128.00 |
3,106.25 |
-21.75 |
-0.7% |
3,056.75 |
| Close |
3,136.00 |
3,118.00 |
-18.00 |
-0.6% |
3,136.00 |
| Range |
12.25 |
33.25 |
21.00 |
171.4% |
81.25 |
| ATR |
31.08 |
31.24 |
0.15 |
0.5% |
0.00 |
| Volume |
114,587 |
170,125 |
55,538 |
48.5% |
997,925 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,221.00 |
3,202.75 |
3,136.25 |
|
| R3 |
3,187.75 |
3,169.50 |
3,127.25 |
|
| R2 |
3,154.50 |
3,154.50 |
3,124.00 |
|
| R1 |
3,136.25 |
3,136.25 |
3,121.00 |
3,128.75 |
| PP |
3,121.25 |
3,121.25 |
3,121.25 |
3,117.50 |
| S1 |
3,103.00 |
3,103.00 |
3,115.00 |
3,095.50 |
| S2 |
3,088.00 |
3,088.00 |
3,112.00 |
|
| S3 |
3,054.75 |
3,069.75 |
3,108.75 |
|
| S4 |
3,021.50 |
3,036.50 |
3,099.75 |
|
|
| 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 |
3,079.25 |
61.00 |
2.0% |
26.25 |
0.8% |
64% |
False |
False |
171,079 |
| 10 |
3,140.25 |
3,027.50 |
112.75 |
3.6% |
27.75 |
0.9% |
80% |
False |
False |
199,589 |
| 20 |
3,140.25 |
2,969.00 |
171.25 |
5.5% |
27.75 |
0.9% |
87% |
False |
False |
183,760 |
| 40 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.75 |
1.2% |
93% |
False |
False |
202,878 |
| 60 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.00 |
1.2% |
93% |
False |
False |
135,677 |
| 80 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
34.25 |
1.1% |
95% |
False |
False |
101,787 |
| 100 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
31.75 |
1.0% |
95% |
False |
False |
81,433 |
| 120 |
3,140.25 |
2,690.50 |
449.75 |
14.4% |
27.75 |
0.9% |
95% |
False |
False |
67,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,280.75 |
|
2.618 |
3,226.50 |
|
1.618 |
3,193.25 |
|
1.000 |
3,172.75 |
|
0.618 |
3,160.00 |
|
HIGH |
3,139.50 |
|
0.618 |
3,126.75 |
|
0.500 |
3,123.00 |
|
0.382 |
3,119.00 |
|
LOW |
3,106.25 |
|
0.618 |
3,085.75 |
|
1.000 |
3,073.00 |
|
1.618 |
3,052.50 |
|
2.618 |
3,019.25 |
|
4.250 |
2,965.00 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,123.00 |
3,123.25 |
| PP |
3,121.25 |
3,121.50 |
| S1 |
3,119.50 |
3,119.75 |
|