| 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 |
2,802.0 |
2,825.0 |
23.0 |
0.8% |
2,820.0 |
| High |
2,827.0 |
2,837.0 |
10.0 |
0.4% |
2,837.0 |
| Low |
2,793.0 |
2,806.0 |
13.0 |
0.5% |
2,775.0 |
| Close |
2,813.0 |
2,823.0 |
10.0 |
0.4% |
2,823.0 |
| Range |
34.0 |
31.0 |
-3.0 |
-8.8% |
62.0 |
| ATR |
38.8 |
38.2 |
-0.6 |
-1.4% |
0.0 |
| Volume |
637,114 |
644,284 |
7,170 |
1.1% |
3,261,530 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.0 |
2,900.0 |
2,840.1 |
|
| R3 |
2,884.0 |
2,869.0 |
2,831.5 |
|
| R2 |
2,853.0 |
2,853.0 |
2,828.7 |
|
| R1 |
2,838.0 |
2,838.0 |
2,825.8 |
2,830.0 |
| PP |
2,822.0 |
2,822.0 |
2,822.0 |
2,818.0 |
| S1 |
2,807.0 |
2,807.0 |
2,820.2 |
2,799.0 |
| S2 |
2,791.0 |
2,791.0 |
2,817.3 |
|
| S3 |
2,760.0 |
2,776.0 |
2,814.5 |
|
| S4 |
2,729.0 |
2,745.0 |
2,806.0 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,972.3 |
2,857.1 |
|
| R3 |
2,935.7 |
2,910.3 |
2,840.1 |
|
| R2 |
2,873.7 |
2,873.7 |
2,834.4 |
|
| R1 |
2,848.3 |
2,848.3 |
2,828.7 |
2,861.0 |
| PP |
2,811.7 |
2,811.7 |
2,811.7 |
2,818.0 |
| S1 |
2,786.3 |
2,786.3 |
2,817.3 |
2,799.0 |
| S2 |
2,749.7 |
2,749.7 |
2,811.6 |
|
| S3 |
2,687.7 |
2,724.3 |
2,806.0 |
|
| S4 |
2,625.7 |
2,662.3 |
2,788.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,837.0 |
2,775.0 |
62.0 |
2.2% |
31.6 |
1.1% |
77% |
True |
False |
652,306 |
| 10 |
2,837.0 |
2,736.0 |
101.0 |
3.6% |
31.6 |
1.1% |
86% |
True |
False |
669,644 |
| 20 |
2,837.0 |
2,645.0 |
192.0 |
6.8% |
32.5 |
1.2% |
93% |
True |
False |
707,923 |
| 40 |
2,837.0 |
2,488.0 |
349.0 |
12.4% |
41.1 |
1.5% |
96% |
True |
False |
849,197 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.5% |
43.0 |
1.5% |
95% |
False |
False |
589,059 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.6 |
1.5% |
95% |
False |
False |
442,712 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
42.3 |
1.5% |
95% |
False |
False |
354,230 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
41.0 |
1.5% |
95% |
False |
False |
295,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.8 |
|
2.618 |
2,918.2 |
|
1.618 |
2,887.2 |
|
1.000 |
2,868.0 |
|
0.618 |
2,856.2 |
|
HIGH |
2,837.0 |
|
0.618 |
2,825.2 |
|
0.500 |
2,821.5 |
|
0.382 |
2,817.8 |
|
LOW |
2,806.0 |
|
0.618 |
2,786.8 |
|
1.000 |
2,775.0 |
|
1.618 |
2,755.8 |
|
2.618 |
2,724.8 |
|
4.250 |
2,674.3 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.5 |
2,817.3 |
| PP |
2,822.0 |
2,811.7 |
| S1 |
2,821.5 |
2,806.0 |
|