| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,285.9 |
1,311.4 |
25.5 |
2.0% |
1,312.2 |
| High |
1,313.8 |
1,316.5 |
2.7 |
0.2% |
1,320.3 |
| Low |
1,282.0 |
1,304.1 |
22.1 |
1.7% |
1,271.8 |
| Close |
1,309.9 |
1,312.2 |
2.3 |
0.2% |
1,312.2 |
| Range |
31.8 |
12.4 |
-19.4 |
-61.0% |
48.5 |
| ATR |
27.5 |
26.4 |
-1.1 |
-3.9% |
0.0 |
| Volume |
147,834 |
96,809 |
-51,025 |
-34.5% |
610,046 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.1 |
1,342.6 |
1,319.0 |
|
| R3 |
1,335.7 |
1,330.2 |
1,315.6 |
|
| R2 |
1,323.3 |
1,323.3 |
1,314.5 |
|
| R1 |
1,317.8 |
1,317.8 |
1,313.3 |
1,320.6 |
| PP |
1,310.9 |
1,310.9 |
1,310.9 |
1,312.3 |
| S1 |
1,305.4 |
1,305.4 |
1,311.1 |
1,308.2 |
| S2 |
1,298.5 |
1,298.5 |
1,309.9 |
|
| S3 |
1,286.1 |
1,293.0 |
1,308.8 |
|
| S4 |
1,273.7 |
1,280.6 |
1,305.4 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.9 |
1,428.1 |
1,338.9 |
|
| R3 |
1,398.4 |
1,379.6 |
1,325.5 |
|
| R2 |
1,349.9 |
1,349.9 |
1,321.1 |
|
| R1 |
1,331.1 |
1,331.1 |
1,316.6 |
1,336.5 |
| PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,304.1 |
| S1 |
1,282.6 |
1,282.6 |
1,307.8 |
1,288.0 |
| S2 |
1,252.9 |
1,252.9 |
1,303.3 |
|
| S3 |
1,204.4 |
1,234.1 |
1,298.9 |
|
| S4 |
1,155.9 |
1,185.6 |
1,285.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.3 |
1,271.8 |
48.5 |
3.7% |
22.7 |
1.7% |
83% |
False |
False |
122,009 |
| 10 |
1,339.7 |
1,271.8 |
67.9 |
5.2% |
23.6 |
1.8% |
59% |
False |
False |
140,904 |
| 20 |
1,349.2 |
1,270.6 |
78.6 |
6.0% |
24.6 |
1.9% |
53% |
False |
False |
88,035 |
| 40 |
1,393.9 |
1,182.6 |
211.3 |
16.1% |
28.3 |
2.2% |
61% |
False |
False |
50,627 |
| 60 |
1,426.0 |
1,182.6 |
243.4 |
18.5% |
28.9 |
2.2% |
53% |
False |
False |
35,726 |
| 80 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
28.9 |
2.2% |
42% |
False |
False |
27,991 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
33.5% |
29.4 |
2.2% |
30% |
False |
False |
23,118 |
| 120 |
1,625.2 |
1,182.6 |
442.6 |
33.7% |
27.6 |
2.1% |
29% |
False |
False |
19,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.2 |
|
2.618 |
1,349.0 |
|
1.618 |
1,336.6 |
|
1.000 |
1,328.9 |
|
0.618 |
1,324.2 |
|
HIGH |
1,316.5 |
|
0.618 |
1,311.8 |
|
0.500 |
1,310.3 |
|
0.382 |
1,308.8 |
|
LOW |
1,304.1 |
|
0.618 |
1,296.4 |
|
1.000 |
1,291.7 |
|
1.618 |
1,284.0 |
|
2.618 |
1,271.6 |
|
4.250 |
1,251.4 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,311.6 |
1,306.2 |
| PP |
1,310.9 |
1,300.2 |
| S1 |
1,310.3 |
1,294.2 |
|