| 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 |
2,787.0 |
2,813.0 |
26.0 |
0.9% |
2,807.0 |
| High |
2,812.0 |
2,823.0 |
11.0 |
0.4% |
2,823.0 |
| Low |
2,782.0 |
2,795.0 |
13.0 |
0.5% |
2,761.0 |
| Close |
2,798.0 |
2,809.0 |
11.0 |
0.4% |
2,809.0 |
| Range |
30.0 |
28.0 |
-2.0 |
-6.7% |
62.0 |
| ATR |
34.4 |
34.0 |
-0.5 |
-1.3% |
0.0 |
| Volume |
100 |
2,179 |
2,079 |
2,079.0% |
2,994 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.0 |
2,879.0 |
2,824.4 |
|
| R3 |
2,865.0 |
2,851.0 |
2,816.7 |
|
| R2 |
2,837.0 |
2,837.0 |
2,814.1 |
|
| R1 |
2,823.0 |
2,823.0 |
2,811.6 |
2,816.0 |
| PP |
2,809.0 |
2,809.0 |
2,809.0 |
2,805.5 |
| S1 |
2,795.0 |
2,795.0 |
2,806.4 |
2,788.0 |
| S2 |
2,781.0 |
2,781.0 |
2,803.9 |
|
| S3 |
2,753.0 |
2,767.0 |
2,801.3 |
|
| S4 |
2,725.0 |
2,739.0 |
2,793.6 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.7 |
2,958.3 |
2,843.1 |
|
| R3 |
2,921.7 |
2,896.3 |
2,826.1 |
|
| R2 |
2,859.7 |
2,859.7 |
2,820.4 |
|
| R1 |
2,834.3 |
2,834.3 |
2,814.7 |
2,847.0 |
| PP |
2,797.7 |
2,797.7 |
2,797.7 |
2,804.0 |
| S1 |
2,772.3 |
2,772.3 |
2,803.3 |
2,785.0 |
| S2 |
2,735.7 |
2,735.7 |
2,797.6 |
|
| S3 |
2,673.7 |
2,710.3 |
2,792.0 |
|
| S4 |
2,611.7 |
2,648.3 |
2,774.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,823.0 |
2,761.0 |
62.0 |
2.2% |
28.0 |
1.0% |
77% |
True |
False |
598 |
| 10 |
2,823.0 |
2,725.0 |
98.0 |
3.5% |
27.7 |
1.0% |
86% |
True |
False |
471 |
| 20 |
2,823.0 |
2,634.0 |
189.0 |
6.7% |
27.4 |
1.0% |
93% |
True |
False |
281 |
| 40 |
2,823.0 |
2,481.0 |
342.0 |
12.2% |
34.9 |
1.2% |
96% |
True |
False |
444 |
| 60 |
2,830.0 |
2,481.0 |
349.0 |
12.4% |
35.4 |
1.3% |
94% |
False |
False |
345 |
| 80 |
2,830.0 |
2,481.0 |
349.0 |
12.4% |
33.2 |
1.2% |
94% |
False |
False |
281 |
| 100 |
2,830.0 |
2,477.0 |
353.0 |
12.6% |
32.0 |
1.1% |
94% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,942.0 |
|
2.618 |
2,896.3 |
|
1.618 |
2,868.3 |
|
1.000 |
2,851.0 |
|
0.618 |
2,840.3 |
|
HIGH |
2,823.0 |
|
0.618 |
2,812.3 |
|
0.500 |
2,809.0 |
|
0.382 |
2,805.7 |
|
LOW |
2,795.0 |
|
0.618 |
2,777.7 |
|
1.000 |
2,767.0 |
|
1.618 |
2,749.7 |
|
2.618 |
2,721.7 |
|
4.250 |
2,676.0 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.0 |
2,803.3 |
| PP |
2,809.0 |
2,797.7 |
| S1 |
2,809.0 |
2,792.0 |
|