| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,477 |
15,567 |
90 |
0.6% |
15,493 |
| High |
15,595 |
15,600 |
5 |
0.0% |
15,600 |
| Low |
15,472 |
15,496 |
24 |
0.2% |
15,419 |
| Close |
15,550 |
15,590 |
40 |
0.3% |
15,590 |
| Range |
123 |
104 |
-19 |
-15.4% |
181 |
| ATR |
140 |
137 |
-3 |
-1.8% |
0 |
| Volume |
114,613 |
95,402 |
-19,211 |
-16.8% |
591,699 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,874 |
15,836 |
15,647 |
|
| R3 |
15,770 |
15,732 |
15,619 |
|
| R2 |
15,666 |
15,666 |
15,609 |
|
| R1 |
15,628 |
15,628 |
15,600 |
15,647 |
| PP |
15,562 |
15,562 |
15,562 |
15,572 |
| S1 |
15,524 |
15,524 |
15,581 |
15,543 |
| S2 |
15,458 |
15,458 |
15,571 |
|
| S3 |
15,354 |
15,420 |
15,562 |
|
| S4 |
15,250 |
15,316 |
15,533 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,079 |
16,016 |
15,690 |
|
| R3 |
15,898 |
15,835 |
15,640 |
|
| R2 |
15,717 |
15,717 |
15,623 |
|
| R1 |
15,654 |
15,654 |
15,607 |
15,686 |
| PP |
15,536 |
15,536 |
15,536 |
15,552 |
| S1 |
15,473 |
15,473 |
15,574 |
15,505 |
| S2 |
15,355 |
15,355 |
15,557 |
|
| S3 |
15,174 |
15,292 |
15,540 |
|
| S4 |
14,993 |
15,111 |
15,491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,600 |
15,419 |
181 |
1.2% |
116 |
0.7% |
94% |
True |
False |
118,339 |
| 10 |
15,600 |
15,343 |
257 |
1.6% |
113 |
0.7% |
96% |
True |
False |
111,109 |
| 20 |
15,600 |
15,063 |
537 |
3.4% |
110 |
0.7% |
98% |
True |
False |
106,359 |
| 40 |
15,600 |
14,474 |
1,126 |
7.2% |
166 |
1.1% |
99% |
True |
False |
122,968 |
| 60 |
15,600 |
14,474 |
1,126 |
7.2% |
164 |
1.0% |
99% |
True |
False |
82,081 |
| 80 |
15,600 |
14,312 |
1,288 |
8.3% |
154 |
1.0% |
99% |
True |
False |
61,580 |
| 100 |
15,600 |
14,241 |
1,359 |
8.7% |
138 |
0.9% |
99% |
True |
False |
49,266 |
| 120 |
15,600 |
13,642 |
1,958 |
12.6% |
117 |
0.8% |
99% |
True |
False |
41,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,042 |
|
2.618 |
15,872 |
|
1.618 |
15,768 |
|
1.000 |
15,704 |
|
0.618 |
15,664 |
|
HIGH |
15,600 |
|
0.618 |
15,560 |
|
0.500 |
15,548 |
|
0.382 |
15,536 |
|
LOW |
15,496 |
|
0.618 |
15,432 |
|
1.000 |
15,392 |
|
1.618 |
15,328 |
|
2.618 |
15,224 |
|
4.250 |
15,054 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,576 |
15,565 |
| PP |
15,562 |
15,540 |
| S1 |
15,548 |
15,516 |
|