| 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 |
3,088.75 |
3,118.25 |
29.50 |
1.0% |
3,070.00 |
| High |
3,123.50 |
3,138.00 |
14.50 |
0.5% |
3,138.00 |
| Low |
3,088.75 |
3,112.25 |
23.50 |
0.8% |
3,056.75 |
| Close |
3,112.75 |
3,136.00 |
23.25 |
0.7% |
3,136.00 |
| Range |
34.75 |
25.75 |
-9.00 |
-25.9% |
81.25 |
| ATR |
33.05 |
32.53 |
-0.52 |
-1.6% |
0.00 |
| Volume |
153,830 |
162,654 |
8,824 |
5.7% |
997,925 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.00 |
3,196.75 |
3,150.25 |
|
| R3 |
3,180.25 |
3,171.00 |
3,143.00 |
|
| R2 |
3,154.50 |
3,154.50 |
3,140.75 |
|
| R1 |
3,145.25 |
3,145.25 |
3,138.25 |
3,150.00 |
| PP |
3,128.75 |
3,128.75 |
3,128.75 |
3,131.00 |
| S1 |
3,119.50 |
3,119.50 |
3,133.75 |
3,124.00 |
| S2 |
3,103.00 |
3,103.00 |
3,131.25 |
|
| S3 |
3,077.25 |
3,093.75 |
3,129.00 |
|
| S4 |
3,051.50 |
3,068.00 |
3,121.75 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.00 |
3,326.25 |
3,180.75 |
|
| R3 |
3,272.75 |
3,245.00 |
3,158.25 |
|
| R2 |
3,191.50 |
3,191.50 |
3,151.00 |
|
| R1 |
3,163.75 |
3,163.75 |
3,143.50 |
3,177.50 |
| PP |
3,110.25 |
3,110.25 |
3,110.25 |
3,117.25 |
| S1 |
3,082.50 |
3,082.50 |
3,128.50 |
3,096.50 |
| S2 |
3,029.00 |
3,029.00 |
3,121.00 |
|
| S3 |
2,947.75 |
3,001.25 |
3,113.75 |
|
| S4 |
2,866.50 |
2,920.00 |
3,091.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,138.00 |
3,056.75 |
81.25 |
2.6% |
27.50 |
0.9% |
98% |
True |
False |
199,585 |
| 10 |
3,138.00 |
3,023.50 |
114.50 |
3.7% |
28.50 |
0.9% |
98% |
True |
False |
201,378 |
| 20 |
3,138.00 |
2,948.75 |
189.25 |
6.0% |
28.25 |
0.9% |
99% |
True |
False |
187,670 |
| 40 |
3,138.00 |
2,817.75 |
320.25 |
10.2% |
37.25 |
1.2% |
99% |
True |
False |
195,956 |
| 60 |
3,138.00 |
2,817.75 |
320.25 |
10.2% |
35.75 |
1.1% |
99% |
True |
False |
130,941 |
| 80 |
3,138.00 |
2,733.00 |
405.00 |
12.9% |
34.00 |
1.1% |
100% |
True |
False |
98,229 |
| 100 |
3,138.00 |
2,733.00 |
405.00 |
12.9% |
31.50 |
1.0% |
100% |
True |
False |
78,586 |
| 120 |
3,138.00 |
2,690.50 |
447.50 |
14.3% |
27.50 |
0.9% |
100% |
True |
False |
65,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,247.50 |
|
2.618 |
3,205.50 |
|
1.618 |
3,179.75 |
|
1.000 |
3,163.75 |
|
0.618 |
3,154.00 |
|
HIGH |
3,138.00 |
|
0.618 |
3,128.25 |
|
0.500 |
3,125.00 |
|
0.382 |
3,122.00 |
|
LOW |
3,112.25 |
|
0.618 |
3,096.25 |
|
1.000 |
3,086.50 |
|
1.618 |
3,070.50 |
|
2.618 |
3,044.75 |
|
4.250 |
3,002.75 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,132.50 |
3,127.00 |
| PP |
3,128.75 |
3,117.75 |
| S1 |
3,125.00 |
3,108.50 |
|