| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3,136.00 |
3,117.75 |
-18.25 |
-0.6% |
3,070.00 |
| High |
3,139.50 |
3,119.50 |
-20.00 |
-0.6% |
3,138.00 |
| Low |
3,106.25 |
3,090.75 |
-15.50 |
-0.5% |
3,056.75 |
| Close |
3,118.00 |
3,116.00 |
-2.00 |
-0.1% |
3,136.00 |
| Range |
33.25 |
28.75 |
-4.50 |
-13.5% |
81.25 |
| ATR |
31.24 |
31.06 |
-0.18 |
-0.6% |
0.00 |
| Volume |
170,125 |
228,788 |
58,663 |
34.5% |
997,925 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.00 |
3,184.25 |
3,131.75 |
|
| R3 |
3,166.25 |
3,155.50 |
3,124.00 |
|
| R2 |
3,137.50 |
3,137.50 |
3,121.25 |
|
| R1 |
3,126.75 |
3,126.75 |
3,118.75 |
3,117.75 |
| PP |
3,108.75 |
3,108.75 |
3,108.75 |
3,104.25 |
| S1 |
3,098.00 |
3,098.00 |
3,113.25 |
3,089.00 |
| S2 |
3,080.00 |
3,080.00 |
3,110.75 |
|
| S3 |
3,051.25 |
3,069.25 |
3,108.00 |
|
| S4 |
3,022.50 |
3,040.50 |
3,100.25 |
|
|
| 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 |
3,088.75 |
51.50 |
1.7% |
27.00 |
0.9% |
53% |
False |
False |
165,996 |
| 10 |
3,140.25 |
3,027.50 |
112.75 |
3.6% |
27.75 |
0.9% |
78% |
False |
False |
190,994 |
| 20 |
3,140.25 |
3,011.50 |
128.75 |
4.1% |
27.00 |
0.9% |
81% |
False |
False |
185,265 |
| 40 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.50 |
1.2% |
92% |
False |
False |
208,349 |
| 60 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.00 |
1.2% |
92% |
False |
False |
139,484 |
| 80 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
33.75 |
1.1% |
94% |
False |
False |
104,647 |
| 100 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
32.00 |
1.0% |
94% |
False |
False |
83,720 |
| 120 |
3,140.25 |
2,690.50 |
449.75 |
14.4% |
28.00 |
0.9% |
95% |
False |
False |
69,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.75 |
|
2.618 |
3,194.75 |
|
1.618 |
3,166.00 |
|
1.000 |
3,148.25 |
|
0.618 |
3,137.25 |
|
HIGH |
3,119.50 |
|
0.618 |
3,108.50 |
|
0.500 |
3,105.00 |
|
0.382 |
3,101.75 |
|
LOW |
3,090.75 |
|
0.618 |
3,073.00 |
|
1.000 |
3,062.00 |
|
1.618 |
3,044.25 |
|
2.618 |
3,015.50 |
|
4.250 |
2,968.50 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,112.50 |
3,115.75 |
| PP |
3,108.75 |
3,115.75 |
| S1 |
3,105.00 |
3,115.50 |
|