| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,608.44 |
15,516.21 |
-92.23 |
-0.6% |
15,557.14 |
| High |
15,608.44 |
15,516.21 |
-92.23 |
-0.6% |
15,658.43 |
| Low |
15,473.40 |
15,421.75 |
-51.65 |
-0.3% |
15,479.13 |
| Close |
15,518.74 |
15,470.67 |
-48.07 |
-0.3% |
15,658.36 |
| Range |
135.04 |
94.46 |
-40.58 |
-30.1% |
179.30 |
| ATR |
120.28 |
118.61 |
-1.66 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,752.92 |
15,706.26 |
15,522.62 |
|
| R3 |
15,658.46 |
15,611.80 |
15,496.65 |
|
| R2 |
15,564.00 |
15,564.00 |
15,487.99 |
|
| R1 |
15,517.34 |
15,517.34 |
15,479.33 |
15,493.44 |
| PP |
15,469.54 |
15,469.54 |
15,469.54 |
15,457.60 |
| S1 |
15,422.88 |
15,422.88 |
15,462.01 |
15,398.98 |
| S2 |
15,375.08 |
15,375.08 |
15,453.35 |
|
| S3 |
15,280.62 |
15,328.42 |
15,444.69 |
|
| S4 |
15,186.16 |
15,233.96 |
15,418.72 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,136.54 |
16,076.75 |
15,756.98 |
|
| R3 |
15,957.24 |
15,897.45 |
15,707.67 |
|
| R2 |
15,777.94 |
15,777.94 |
15,691.23 |
|
| R1 |
15,718.15 |
15,718.15 |
15,674.80 |
15,748.05 |
| PP |
15,598.64 |
15,598.64 |
15,598.64 |
15,613.59 |
| S1 |
15,538.85 |
15,538.85 |
15,641.92 |
15,568.75 |
| S2 |
15,419.34 |
15,419.34 |
15,625.49 |
|
| S3 |
15,240.04 |
15,359.55 |
15,609.05 |
|
| S4 |
15,060.74 |
15,180.25 |
15,559.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,658.43 |
15,421.75 |
236.68 |
1.5% |
109.29 |
0.7% |
21% |
False |
True |
|
| 10 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
113.80 |
0.7% |
26% |
False |
False |
|
| 20 |
15,658.43 |
15,298.00 |
360.43 |
2.3% |
100.69 |
0.7% |
48% |
False |
False |
|
| 40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
140.63 |
0.9% |
83% |
False |
False |
|
| 60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
147.13 |
1.0% |
83% |
False |
False |
|
| 80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.8% |
139.41 |
0.9% |
85% |
False |
False |
|
| 100 |
15,658.43 |
14,382.09 |
1,276.34 |
8.3% |
136.19 |
0.9% |
85% |
False |
False |
|
| 120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.1% |
132.34 |
0.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,917.67 |
|
2.618 |
15,763.51 |
|
1.618 |
15,669.05 |
|
1.000 |
15,610.67 |
|
0.618 |
15,574.59 |
|
HIGH |
15,516.21 |
|
0.618 |
15,480.13 |
|
0.500 |
15,468.98 |
|
0.382 |
15,457.83 |
|
LOW |
15,421.75 |
|
0.618 |
15,363.37 |
|
1.000 |
15,327.29 |
|
1.618 |
15,268.91 |
|
2.618 |
15,174.45 |
|
4.250 |
15,020.30 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,470.11 |
15,538.48 |
| PP |
15,469.54 |
15,515.88 |
| S1 |
15,468.98 |
15,493.27 |
|