| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1,327.9 |
1,325.2 |
-2.7 |
-0.2% |
1,315.3 |
| High |
1,339.0 |
1,329.6 |
-9.4 |
-0.7% |
1,346.5 |
| Low |
1,307.6 |
1,309.2 |
1.6 |
0.1% |
1,313.1 |
| Close |
1,314.1 |
1,312.3 |
-1.8 |
-0.1% |
1,322.9 |
| Range |
31.4 |
20.4 |
-11.0 |
-35.0% |
33.4 |
| ATR |
23.6 |
23.3 |
-0.2 |
-1.0% |
0.0 |
| Volume |
975 |
3,208 |
2,233 |
229.0% |
12,199 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.2 |
1,365.7 |
1,323.5 |
|
| R3 |
1,357.8 |
1,345.3 |
1,317.9 |
|
| R2 |
1,337.4 |
1,337.4 |
1,316.0 |
|
| R1 |
1,324.9 |
1,324.9 |
1,314.2 |
1,321.0 |
| PP |
1,317.0 |
1,317.0 |
1,317.0 |
1,315.1 |
| S1 |
1,304.5 |
1,304.5 |
1,310.4 |
1,300.6 |
| S2 |
1,296.6 |
1,296.6 |
1,308.6 |
|
| S3 |
1,276.2 |
1,284.1 |
1,306.7 |
|
| S4 |
1,255.8 |
1,263.7 |
1,301.1 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.7 |
1,408.7 |
1,341.3 |
|
| R3 |
1,394.3 |
1,375.3 |
1,332.1 |
|
| R2 |
1,360.9 |
1,360.9 |
1,329.0 |
|
| R1 |
1,341.9 |
1,341.9 |
1,326.0 |
1,351.4 |
| PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,332.3 |
| S1 |
1,308.5 |
1,308.5 |
1,319.8 |
1,318.0 |
| S2 |
1,294.1 |
1,294.1 |
1,316.8 |
|
| S3 |
1,260.7 |
1,275.1 |
1,313.7 |
|
| S4 |
1,227.3 |
1,241.7 |
1,304.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,339.0 |
1,307.6 |
31.4 |
2.4% |
19.7 |
1.5% |
15% |
False |
False |
2,250 |
| 10 |
1,346.5 |
1,286.2 |
60.3 |
4.6% |
19.9 |
1.5% |
43% |
False |
False |
2,306 |
| 20 |
1,346.5 |
1,214.4 |
132.1 |
10.1% |
19.6 |
1.5% |
74% |
False |
False |
2,209 |
| 40 |
1,423.0 |
1,187.9 |
235.1 |
17.9% |
22.0 |
1.7% |
53% |
False |
False |
1,531 |
| 60 |
1,478.7 |
1,187.9 |
290.8 |
22.2% |
21.9 |
1.7% |
43% |
False |
False |
1,327 |
| 80 |
1,588.0 |
1,187.9 |
400.1 |
30.5% |
23.3 |
1.8% |
31% |
False |
False |
1,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,416.3 |
|
2.618 |
1,383.0 |
|
1.618 |
1,362.6 |
|
1.000 |
1,350.0 |
|
0.618 |
1,342.2 |
|
HIGH |
1,329.6 |
|
0.618 |
1,321.8 |
|
0.500 |
1,319.4 |
|
0.382 |
1,317.0 |
|
LOW |
1,309.2 |
|
0.618 |
1,296.6 |
|
1.000 |
1,288.8 |
|
1.618 |
1,276.2 |
|
2.618 |
1,255.8 |
|
4.250 |
1,222.5 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.4 |
1,323.3 |
| PP |
1,317.0 |
1,319.6 |
| S1 |
1,314.7 |
1,316.0 |
|