| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,544 |
15,462 |
-82 |
-0.5% |
15,493 |
| High |
15,564 |
15,466 |
-98 |
-0.6% |
15,600 |
| Low |
15,414 |
15,375 |
-39 |
-0.3% |
15,419 |
| Close |
15,474 |
15,442 |
-32 |
-0.2% |
15,590 |
| Range |
150 |
91 |
-59 |
-39.3% |
181 |
| ATR |
134 |
132 |
-3 |
-1.9% |
0 |
| Volume |
115,796 |
106,888 |
-8,908 |
-7.7% |
591,699 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,701 |
15,662 |
15,492 |
|
| R3 |
15,610 |
15,571 |
15,467 |
|
| R2 |
15,519 |
15,519 |
15,459 |
|
| R1 |
15,480 |
15,480 |
15,450 |
15,454 |
| PP |
15,428 |
15,428 |
15,428 |
15,415 |
| S1 |
15,389 |
15,389 |
15,434 |
15,363 |
| S2 |
15,337 |
15,337 |
15,425 |
|
| S3 |
15,246 |
15,298 |
15,417 |
|
| S4 |
15,155 |
15,207 |
15,392 |
|
|
| 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 |
15,375 |
225 |
1.5% |
108 |
0.7% |
30% |
False |
True |
99,963 |
| 10 |
15,600 |
15,343 |
257 |
1.7% |
118 |
0.8% |
39% |
False |
False |
112,632 |
| 20 |
15,600 |
15,299 |
301 |
1.9% |
107 |
0.7% |
48% |
False |
False |
103,372 |
| 40 |
15,600 |
14,474 |
1,126 |
7.3% |
160 |
1.0% |
86% |
False |
False |
129,986 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
166 |
1.1% |
86% |
False |
False |
86,907 |
| 80 |
15,600 |
14,312 |
1,288 |
8.3% |
152 |
1.0% |
88% |
False |
False |
65,201 |
| 100 |
15,600 |
14,241 |
1,359 |
8.8% |
140 |
0.9% |
88% |
False |
False |
52,164 |
| 120 |
15,600 |
13,642 |
1,958 |
12.7% |
120 |
0.8% |
92% |
False |
False |
43,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,853 |
|
2.618 |
15,704 |
|
1.618 |
15,613 |
|
1.000 |
15,557 |
|
0.618 |
15,522 |
|
HIGH |
15,466 |
|
0.618 |
15,431 |
|
0.500 |
15,421 |
|
0.382 |
15,410 |
|
LOW |
15,375 |
|
0.618 |
15,319 |
|
1.000 |
15,284 |
|
1.618 |
15,228 |
|
2.618 |
15,137 |
|
4.250 |
14,988 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,435 |
15,486 |
| PP |
15,428 |
15,471 |
| S1 |
15,421 |
15,457 |
|