| 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 |
15,483 |
15,477 |
-6 |
0.0% |
15,507 |
| High |
15,580 |
15,595 |
15 |
0.1% |
15,564 |
| Low |
15,431 |
15,472 |
41 |
0.3% |
15,343 |
| Close |
15,433 |
15,550 |
117 |
0.8% |
15,498 |
| Range |
149 |
123 |
-26 |
-17.4% |
221 |
| ATR |
138 |
140 |
2 |
1.2% |
0 |
| Volume |
168,437 |
114,613 |
-53,824 |
-32.0% |
519,392 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,908 |
15,852 |
15,618 |
|
| R3 |
15,785 |
15,729 |
15,584 |
|
| R2 |
15,662 |
15,662 |
15,573 |
|
| R1 |
15,606 |
15,606 |
15,561 |
15,634 |
| PP |
15,539 |
15,539 |
15,539 |
15,553 |
| S1 |
15,483 |
15,483 |
15,539 |
15,511 |
| S2 |
15,416 |
15,416 |
15,528 |
|
| S3 |
15,293 |
15,360 |
15,516 |
|
| S4 |
15,170 |
15,237 |
15,482 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,131 |
16,036 |
15,620 |
|
| R3 |
15,910 |
15,815 |
15,559 |
|
| R2 |
15,689 |
15,689 |
15,539 |
|
| R1 |
15,594 |
15,594 |
15,518 |
15,531 |
| PP |
15,468 |
15,468 |
15,468 |
15,437 |
| S1 |
15,373 |
15,373 |
15,478 |
15,310 |
| S2 |
15,247 |
15,247 |
15,458 |
|
| S3 |
15,026 |
15,152 |
15,437 |
|
| S4 |
14,805 |
14,931 |
15,377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,595 |
15,343 |
252 |
1.6% |
131 |
0.8% |
82% |
True |
False |
123,829 |
| 10 |
15,595 |
15,343 |
252 |
1.6% |
111 |
0.7% |
82% |
True |
False |
110,425 |
| 20 |
15,595 |
14,895 |
700 |
4.5% |
115 |
0.7% |
94% |
True |
False |
109,972 |
| 40 |
15,595 |
14,474 |
1,121 |
7.2% |
169 |
1.1% |
96% |
True |
False |
120,627 |
| 60 |
15,595 |
14,474 |
1,121 |
7.2% |
164 |
1.1% |
96% |
True |
False |
80,493 |
| 80 |
15,595 |
14,312 |
1,283 |
8.3% |
154 |
1.0% |
96% |
True |
False |
60,388 |
| 100 |
15,595 |
14,241 |
1,354 |
8.7% |
137 |
0.9% |
97% |
True |
False |
48,312 |
| 120 |
15,595 |
13,642 |
1,953 |
12.6% |
117 |
0.7% |
98% |
True |
False |
40,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,118 |
|
2.618 |
15,917 |
|
1.618 |
15,794 |
|
1.000 |
15,718 |
|
0.618 |
15,671 |
|
HIGH |
15,595 |
|
0.618 |
15,548 |
|
0.500 |
15,534 |
|
0.382 |
15,519 |
|
LOW |
15,472 |
|
0.618 |
15,396 |
|
1.000 |
15,349 |
|
1.618 |
15,273 |
|
2.618 |
15,150 |
|
4.250 |
14,949 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,545 |
15,536 |
| PP |
15,539 |
15,521 |
| S1 |
15,534 |
15,507 |
|