| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
5,072.0 |
5,058.0 |
-14.0 |
-0.3% |
5,010.0 |
| High |
5,078.0 |
5,070.0 |
-8.0 |
-0.2% |
5,074.0 |
| Low |
5,052.0 |
5,036.0 |
-16.0 |
-0.3% |
4,983.0 |
| Close |
5,062.0 |
5,060.0 |
-2.0 |
0.0% |
5,068.0 |
| Range |
26.0 |
34.0 |
8.0 |
30.8% |
91.0 |
| ATR |
52.2 |
50.9 |
-1.3 |
-2.5% |
0.0 |
| Volume |
14,052 |
20,493 |
6,441 |
45.8% |
113,328 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,157.3 |
5,142.7 |
5,078.7 |
|
| R3 |
5,123.3 |
5,108.7 |
5,069.4 |
|
| R2 |
5,089.3 |
5,089.3 |
5,066.2 |
|
| R1 |
5,074.7 |
5,074.7 |
5,063.1 |
5,082.0 |
| PP |
5,055.3 |
5,055.3 |
5,055.3 |
5,059.0 |
| S1 |
5,040.7 |
5,040.7 |
5,056.9 |
5,048.0 |
| S2 |
5,021.3 |
5,021.3 |
5,053.8 |
|
| S3 |
4,987.3 |
5,006.7 |
5,050.7 |
|
| S4 |
4,953.3 |
4,972.7 |
5,041.3 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,314.7 |
5,282.3 |
5,118.1 |
|
| R3 |
5,223.7 |
5,191.3 |
5,093.0 |
|
| R2 |
5,132.7 |
5,132.7 |
5,084.7 |
|
| R1 |
5,100.3 |
5,100.3 |
5,076.3 |
5,116.5 |
| PP |
5,041.7 |
5,041.7 |
5,041.7 |
5,049.8 |
| S1 |
5,009.3 |
5,009.3 |
5,059.7 |
5,025.5 |
| S2 |
4,950.7 |
4,950.7 |
5,051.3 |
|
| S3 |
4,859.7 |
4,918.3 |
5,043.0 |
|
| S4 |
4,768.7 |
4,827.3 |
5,018.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,078.0 |
4,984.0 |
94.0 |
1.9% |
41.0 |
0.8% |
81% |
False |
False |
22,107 |
| 10 |
5,078.0 |
4,965.0 |
113.0 |
2.2% |
39.2 |
0.8% |
84% |
False |
False |
20,501 |
| 20 |
5,078.0 |
4,840.0 |
238.0 |
4.7% |
40.3 |
0.8% |
92% |
False |
False |
19,623 |
| 40 |
5,078.0 |
4,598.0 |
480.0 |
9.5% |
54.1 |
1.1% |
96% |
False |
False |
27,901 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
47.6 |
0.9% |
78% |
False |
False |
18,790 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
38.2 |
0.8% |
78% |
False |
False |
14,098 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
32.3 |
0.6% |
78% |
False |
False |
11,286 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
27.1 |
0.5% |
78% |
False |
False |
9,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,214.5 |
|
2.618 |
5,159.0 |
|
1.618 |
5,125.0 |
|
1.000 |
5,104.0 |
|
0.618 |
5,091.0 |
|
HIGH |
5,070.0 |
|
0.618 |
5,057.0 |
|
0.500 |
5,053.0 |
|
0.382 |
5,049.0 |
|
LOW |
5,036.0 |
|
0.618 |
5,015.0 |
|
1.000 |
5,002.0 |
|
1.618 |
4,981.0 |
|
2.618 |
4,947.0 |
|
4.250 |
4,891.5 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,057.7 |
5,059.0 |
| PP |
5,055.3 |
5,058.0 |
| S1 |
5,053.0 |
5,057.0 |
|