| 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 |
1,312.2 |
1,303.3 |
-8.9 |
-0.7% |
1,333.5 |
| High |
1,320.3 |
1,306.4 |
-13.9 |
-1.1% |
1,339.7 |
| Low |
1,296.7 |
1,278.1 |
-18.6 |
-1.4% |
1,282.4 |
| Close |
1,302.4 |
1,282.5 |
-19.9 |
-1.5% |
1,310.5 |
| Range |
23.6 |
28.3 |
4.7 |
19.9% |
57.3 |
| ATR |
27.9 |
27.9 |
0.0 |
0.1% |
0.0 |
| Volume |
97,862 |
145,487 |
47,625 |
48.7% |
798,998 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.9 |
1,356.5 |
1,298.1 |
|
| R3 |
1,345.6 |
1,328.2 |
1,290.3 |
|
| R2 |
1,317.3 |
1,317.3 |
1,287.7 |
|
| R1 |
1,299.9 |
1,299.9 |
1,285.1 |
1,294.5 |
| PP |
1,289.0 |
1,289.0 |
1,289.0 |
1,286.3 |
| S1 |
1,271.6 |
1,271.6 |
1,279.9 |
1,266.2 |
| S2 |
1,260.7 |
1,260.7 |
1,277.3 |
|
| S3 |
1,232.4 |
1,243.3 |
1,274.7 |
|
| S4 |
1,204.1 |
1,215.0 |
1,266.9 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.8 |
1,453.9 |
1,342.0 |
|
| R3 |
1,425.5 |
1,396.6 |
1,326.3 |
|
| R2 |
1,368.2 |
1,368.2 |
1,321.0 |
|
| R1 |
1,339.3 |
1,339.3 |
1,315.8 |
1,325.1 |
| PP |
1,310.9 |
1,310.9 |
1,310.9 |
1,303.8 |
| S1 |
1,282.0 |
1,282.0 |
1,305.2 |
1,267.8 |
| S2 |
1,253.6 |
1,253.6 |
1,300.0 |
|
| S3 |
1,196.3 |
1,224.7 |
1,294.7 |
|
| S4 |
1,139.0 |
1,167.4 |
1,279.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,339.7 |
1,278.1 |
61.6 |
4.8% |
29.2 |
2.3% |
7% |
False |
True |
162,837 |
| 10 |
1,347.4 |
1,278.1 |
69.3 |
5.4% |
26.7 |
2.1% |
6% |
False |
True |
119,472 |
| 20 |
1,349.2 |
1,245.6 |
103.6 |
8.1% |
25.3 |
2.0% |
36% |
False |
False |
73,018 |
| 40 |
1,396.5 |
1,182.6 |
213.9 |
16.7% |
28.3 |
2.2% |
47% |
False |
False |
41,723 |
| 60 |
1,447.1 |
1,182.6 |
264.5 |
20.6% |
29.2 |
2.3% |
38% |
False |
False |
29,925 |
| 80 |
1,497.4 |
1,182.6 |
314.8 |
24.5% |
31.4 |
2.5% |
32% |
False |
False |
23,697 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
34.2% |
29.2 |
2.3% |
23% |
False |
False |
19,483 |
| 120 |
1,654.9 |
1,182.6 |
472.3 |
36.8% |
27.6 |
2.2% |
21% |
False |
False |
16,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.7 |
|
2.618 |
1,380.5 |
|
1.618 |
1,352.2 |
|
1.000 |
1,334.7 |
|
0.618 |
1,323.9 |
|
HIGH |
1,306.4 |
|
0.618 |
1,295.6 |
|
0.500 |
1,292.3 |
|
0.382 |
1,288.9 |
|
LOW |
1,278.1 |
|
0.618 |
1,260.6 |
|
1.000 |
1,249.8 |
|
1.618 |
1,232.3 |
|
2.618 |
1,204.0 |
|
4.250 |
1,157.8 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.3 |
1,299.2 |
| PP |
1,289.0 |
1,293.6 |
| S1 |
1,285.8 |
1,288.1 |
|