| 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 |
5,020.0 |
5,027.0 |
7.0 |
0.1% |
4,971.0 |
| High |
5,057.0 |
5,052.0 |
-5.0 |
-0.1% |
5,024.0 |
| Low |
5,004.0 |
4,984.0 |
-20.0 |
-0.4% |
4,952.0 |
| Close |
5,010.0 |
5,007.0 |
-3.0 |
-0.1% |
5,008.0 |
| Range |
53.0 |
68.0 |
15.0 |
28.3% |
72.0 |
| ATR |
52.1 |
53.2 |
1.1 |
2.2% |
0.0 |
| Volume |
29,330 |
27,012 |
-2,318 |
-7.9% |
91,404 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,218.3 |
5,180.7 |
5,044.4 |
|
| R3 |
5,150.3 |
5,112.7 |
5,025.7 |
|
| R2 |
5,082.3 |
5,082.3 |
5,019.5 |
|
| R1 |
5,044.7 |
5,044.7 |
5,013.2 |
5,029.5 |
| PP |
5,014.3 |
5,014.3 |
5,014.3 |
5,006.8 |
| S1 |
4,976.7 |
4,976.7 |
5,000.8 |
4,961.5 |
| S2 |
4,946.3 |
4,946.3 |
4,994.5 |
|
| S3 |
4,878.3 |
4,908.7 |
4,988.3 |
|
| S4 |
4,810.3 |
4,840.7 |
4,969.6 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,210.7 |
5,181.3 |
5,047.6 |
|
| R3 |
5,138.7 |
5,109.3 |
5,027.8 |
|
| R2 |
5,066.7 |
5,066.7 |
5,021.2 |
|
| R1 |
5,037.3 |
5,037.3 |
5,014.6 |
5,052.0 |
| PP |
4,994.7 |
4,994.7 |
4,994.7 |
5,002.0 |
| S1 |
4,965.3 |
4,965.3 |
5,001.4 |
4,980.0 |
| S2 |
4,922.7 |
4,922.7 |
4,994.8 |
|
| S3 |
4,850.7 |
4,893.3 |
4,988.2 |
|
| S4 |
4,778.7 |
4,821.3 |
4,968.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,057.0 |
4,982.0 |
75.0 |
1.5% |
45.6 |
0.9% |
33% |
False |
False |
22,176 |
| 10 |
5,057.0 |
4,919.0 |
138.0 |
2.8% |
42.8 |
0.9% |
64% |
False |
False |
20,368 |
| 20 |
5,057.0 |
4,745.0 |
312.0 |
6.2% |
44.1 |
0.9% |
84% |
False |
False |
19,756 |
| 40 |
5,057.0 |
4,598.0 |
459.0 |
9.2% |
54.9 |
1.1% |
89% |
False |
False |
26,707 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
46.3 |
0.9% |
69% |
False |
False |
17,888 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
37.3 |
0.7% |
69% |
False |
False |
13,421 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
31.5 |
0.6% |
69% |
False |
False |
10,746 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
26.4 |
0.5% |
69% |
False |
False |
8,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,341.0 |
|
2.618 |
5,230.0 |
|
1.618 |
5,162.0 |
|
1.000 |
5,120.0 |
|
0.618 |
5,094.0 |
|
HIGH |
5,052.0 |
|
0.618 |
5,026.0 |
|
0.500 |
5,018.0 |
|
0.382 |
5,010.0 |
|
LOW |
4,984.0 |
|
0.618 |
4,942.0 |
|
1.000 |
4,916.0 |
|
1.618 |
4,874.0 |
|
2.618 |
4,806.0 |
|
4.250 |
4,695.0 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,018.0 |
5,020.0 |
| PP |
5,014.3 |
5,015.7 |
| S1 |
5,010.7 |
5,011.3 |
|