| 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 |
8,284.0 |
8,339.0 |
55.0 |
0.7% |
8,428.0 |
| High |
8,352.5 |
8,370.0 |
17.5 |
0.2% |
8,438.5 |
| Low |
8,251.5 |
8,285.5 |
34.0 |
0.4% |
8,232.5 |
| Close |
8,310.5 |
8,328.0 |
17.5 |
0.2% |
8,328.0 |
| Range |
101.0 |
84.5 |
-16.5 |
-16.3% |
206.0 |
| ATR |
113.5 |
111.4 |
-2.1 |
-1.8% |
0.0 |
| Volume |
79,878 |
93,111 |
13,233 |
16.6% |
412,293 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,581.3 |
8,539.2 |
8,374.5 |
|
| R3 |
8,496.8 |
8,454.7 |
8,351.2 |
|
| R2 |
8,412.3 |
8,412.3 |
8,343.5 |
|
| R1 |
8,370.2 |
8,370.2 |
8,335.7 |
8,349.0 |
| PP |
8,327.8 |
8,327.8 |
8,327.8 |
8,317.3 |
| S1 |
8,285.7 |
8,285.7 |
8,320.3 |
8,264.5 |
| S2 |
8,243.3 |
8,243.3 |
8,312.5 |
|
| S3 |
8,158.8 |
8,201.2 |
8,304.8 |
|
| S4 |
8,074.3 |
8,116.7 |
8,281.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,951.0 |
8,845.5 |
8,441.3 |
|
| R3 |
8,745.0 |
8,639.5 |
8,384.7 |
|
| R2 |
8,539.0 |
8,539.0 |
8,365.8 |
|
| R1 |
8,433.5 |
8,433.5 |
8,346.9 |
8,383.3 |
| PP |
8,333.0 |
8,333.0 |
8,333.0 |
8,307.9 |
| S1 |
8,227.5 |
8,227.5 |
8,309.1 |
8,177.3 |
| S2 |
8,127.0 |
8,127.0 |
8,290.2 |
|
| S3 |
7,921.0 |
8,021.5 |
8,271.4 |
|
| S4 |
7,715.0 |
7,815.5 |
8,214.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,438.5 |
8,232.5 |
206.0 |
2.5% |
95.1 |
1.1% |
46% |
False |
False |
82,458 |
| 10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
96.1 |
1.2% |
46% |
False |
False |
81,272 |
| 20 |
8,462.0 |
8,140.0 |
322.0 |
3.9% |
94.8 |
1.1% |
58% |
False |
False |
83,565 |
| 40 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
116.0 |
1.4% |
83% |
False |
False |
92,150 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
121.5 |
1.5% |
74% |
False |
False |
62,623 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
115.1 |
1.4% |
79% |
False |
False |
47,079 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
115.0 |
1.4% |
79% |
False |
False |
37,724 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
111.9 |
1.3% |
79% |
False |
False |
31,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,729.1 |
|
2.618 |
8,591.2 |
|
1.618 |
8,506.7 |
|
1.000 |
8,454.5 |
|
0.618 |
8,422.2 |
|
HIGH |
8,370.0 |
|
0.618 |
8,337.7 |
|
0.500 |
8,327.8 |
|
0.382 |
8,317.8 |
|
LOW |
8,285.5 |
|
0.618 |
8,233.3 |
|
1.000 |
8,201.0 |
|
1.618 |
8,148.8 |
|
2.618 |
8,064.3 |
|
4.250 |
7,926.4 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,327.9 |
8,319.1 |
| PP |
8,327.8 |
8,310.2 |
| S1 |
8,327.8 |
8,301.3 |
|