| 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 |
3,117.75 |
3,117.25 |
-0.50 |
0.0% |
3,070.00 |
| High |
3,119.50 |
3,136.50 |
17.00 |
0.5% |
3,138.00 |
| Low |
3,090.75 |
3,108.50 |
17.75 |
0.6% |
3,056.75 |
| Close |
3,116.00 |
3,127.00 |
11.00 |
0.4% |
3,136.00 |
| Range |
28.75 |
28.00 |
-0.75 |
-2.6% |
81.25 |
| ATR |
31.06 |
30.84 |
-0.22 |
-0.7% |
0.00 |
| Volume |
228,788 |
215,700 |
-13,088 |
-5.7% |
997,925 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,208.00 |
3,195.50 |
3,142.50 |
|
| R3 |
3,180.00 |
3,167.50 |
3,134.75 |
|
| R2 |
3,152.00 |
3,152.00 |
3,132.25 |
|
| R1 |
3,139.50 |
3,139.50 |
3,129.50 |
3,145.75 |
| PP |
3,124.00 |
3,124.00 |
3,124.00 |
3,127.00 |
| S1 |
3,111.50 |
3,111.50 |
3,124.50 |
3,117.75 |
| S2 |
3,096.00 |
3,096.00 |
3,121.75 |
|
| S3 |
3,068.00 |
3,083.50 |
3,119.25 |
|
| S4 |
3,040.00 |
3,055.50 |
3,111.50 |
|
|
| 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 |
3,090.75 |
49.50 |
1.6% |
25.50 |
0.8% |
73% |
False |
False |
178,370 |
| 10 |
3,140.25 |
3,037.50 |
102.75 |
3.3% |
27.50 |
0.9% |
87% |
False |
False |
191,070 |
| 20 |
3,140.25 |
3,023.50 |
116.75 |
3.7% |
26.00 |
0.8% |
89% |
False |
False |
186,004 |
| 40 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
35.75 |
1.1% |
96% |
False |
False |
212,787 |
| 60 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.00 |
1.2% |
96% |
False |
False |
143,077 |
| 80 |
3,140.25 |
2,733.00 |
407.25 |
13.0% |
33.75 |
1.1% |
97% |
False |
False |
107,343 |
| 100 |
3,140.25 |
2,733.00 |
407.25 |
13.0% |
31.75 |
1.0% |
97% |
False |
False |
85,877 |
| 120 |
3,140.25 |
2,690.50 |
449.75 |
14.4% |
28.25 |
0.9% |
97% |
False |
False |
71,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,255.50 |
|
2.618 |
3,209.75 |
|
1.618 |
3,181.75 |
|
1.000 |
3,164.50 |
|
0.618 |
3,153.75 |
|
HIGH |
3,136.50 |
|
0.618 |
3,125.75 |
|
0.500 |
3,122.50 |
|
0.382 |
3,119.25 |
|
LOW |
3,108.50 |
|
0.618 |
3,091.25 |
|
1.000 |
3,080.50 |
|
1.618 |
3,063.25 |
|
2.618 |
3,035.25 |
|
4.250 |
2,989.50 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,125.50 |
3,123.00 |
| PP |
3,124.00 |
3,119.00 |
| S1 |
3,122.50 |
3,115.00 |
|