| 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 |
6,464.0 |
6,488.5 |
24.5 |
0.4% |
6,610.0 |
| High |
6,492.0 |
6,539.5 |
47.5 |
0.7% |
6,610.0 |
| Low |
6,456.5 |
6,481.5 |
25.0 |
0.4% |
6,444.0 |
| Close |
6,459.0 |
6,520.5 |
61.5 |
1.0% |
6,520.5 |
| Range |
35.5 |
58.0 |
22.5 |
63.4% |
166.0 |
| ATR |
62.8 |
64.0 |
1.3 |
2.0% |
0.0 |
| Volume |
48 |
2,623 |
2,575 |
5,364.6% |
2,720 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,688.0 |
6,662.0 |
6,552.5 |
|
| R3 |
6,630.0 |
6,604.0 |
6,536.5 |
|
| R2 |
6,572.0 |
6,572.0 |
6,531.0 |
|
| R1 |
6,546.0 |
6,546.0 |
6,526.0 |
6,559.0 |
| PP |
6,514.0 |
6,514.0 |
6,514.0 |
6,520.0 |
| S1 |
6,488.0 |
6,488.0 |
6,515.0 |
6,501.0 |
| S2 |
6,456.0 |
6,456.0 |
6,510.0 |
|
| S3 |
6,398.0 |
6,430.0 |
6,504.5 |
|
| S4 |
6,340.0 |
6,372.0 |
6,488.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,023.0 |
6,937.5 |
6,612.0 |
|
| R3 |
6,857.0 |
6,771.5 |
6,566.0 |
|
| R2 |
6,691.0 |
6,691.0 |
6,551.0 |
|
| R1 |
6,605.5 |
6,605.5 |
6,535.5 |
6,565.0 |
| PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,504.5 |
| S1 |
6,439.5 |
6,439.5 |
6,505.5 |
6,399.0 |
| S2 |
6,359.0 |
6,359.0 |
6,490.0 |
|
| S3 |
6,193.0 |
6,273.5 |
6,475.0 |
|
| S4 |
6,027.0 |
6,107.5 |
6,429.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,610.0 |
6,444.0 |
166.0 |
2.5% |
67.0 |
1.0% |
46% |
False |
False |
544 |
| 10 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
57.0 |
0.9% |
45% |
False |
False |
286 |
| 20 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
52.5 |
0.8% |
45% |
False |
False |
222 |
| 40 |
6,615.0 |
5,951.5 |
663.5 |
10.2% |
54.5 |
0.8% |
86% |
False |
False |
147 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
39.0 |
0.6% |
75% |
False |
False |
106 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
29.5 |
0.5% |
75% |
False |
False |
86 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
23.5 |
0.4% |
75% |
False |
False |
69 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
19.5 |
0.3% |
75% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,786.0 |
|
2.618 |
6,691.5 |
|
1.618 |
6,633.5 |
|
1.000 |
6,597.5 |
|
0.618 |
6,575.5 |
|
HIGH |
6,539.5 |
|
0.618 |
6,517.5 |
|
0.500 |
6,510.5 |
|
0.382 |
6,503.5 |
|
LOW |
6,481.5 |
|
0.618 |
6,445.5 |
|
1.000 |
6,423.5 |
|
1.618 |
6,387.5 |
|
2.618 |
6,329.5 |
|
4.250 |
6,235.0 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,517.0 |
6,515.0 |
| PP |
6,514.0 |
6,509.5 |
| S1 |
6,510.5 |
6,504.0 |
|