| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,235.2 |
1,249.1 |
13.9 |
1.1% |
1,232.9 |
| High |
1,258.7 |
1,265.6 |
6.9 |
0.5% |
1,267.0 |
| Low |
1,232.0 |
1,242.2 |
10.2 |
0.8% |
1,206.9 |
| Close |
1,245.9 |
1,247.4 |
1.5 |
0.1% |
1,212.7 |
| Range |
26.7 |
23.4 |
-3.3 |
-12.4% |
60.1 |
| ATR |
33.7 |
32.9 |
-0.7 |
-2.2% |
0.0 |
| Volume |
166,683 |
190,149 |
23,466 |
14.1% |
753,678 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.9 |
1,308.1 |
1,260.3 |
|
| R3 |
1,298.5 |
1,284.7 |
1,253.8 |
|
| R2 |
1,275.1 |
1,275.1 |
1,251.7 |
|
| R1 |
1,261.3 |
1,261.3 |
1,249.5 |
1,256.5 |
| PP |
1,251.7 |
1,251.7 |
1,251.7 |
1,249.4 |
| S1 |
1,237.9 |
1,237.9 |
1,245.3 |
1,233.1 |
| S2 |
1,228.3 |
1,228.3 |
1,243.1 |
|
| S3 |
1,204.9 |
1,214.5 |
1,241.0 |
|
| S4 |
1,181.5 |
1,191.1 |
1,234.5 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.2 |
1,371.0 |
1,245.8 |
|
| R3 |
1,349.1 |
1,310.9 |
1,229.2 |
|
| R2 |
1,289.0 |
1,289.0 |
1,223.7 |
|
| R1 |
1,250.8 |
1,250.8 |
1,218.2 |
1,239.9 |
| PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,223.4 |
| S1 |
1,190.7 |
1,190.7 |
1,207.2 |
1,179.8 |
| S2 |
1,168.8 |
1,168.8 |
1,201.7 |
|
| S3 |
1,108.7 |
1,130.6 |
1,196.2 |
|
| S4 |
1,048.6 |
1,070.5 |
1,179.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.6 |
1,206.9 |
58.7 |
4.7% |
29.3 |
2.4% |
69% |
True |
False |
175,458 |
| 10 |
1,277.5 |
1,179.4 |
98.1 |
7.9% |
37.2 |
3.0% |
69% |
False |
False |
214,020 |
| 20 |
1,394.4 |
1,179.4 |
215.0 |
17.2% |
31.7 |
2.5% |
32% |
False |
False |
185,293 |
| 40 |
1,446.0 |
1,179.4 |
266.6 |
21.4% |
31.8 |
2.5% |
26% |
False |
False |
140,064 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
24.8% |
32.1 |
2.6% |
22% |
False |
False |
97,224 |
| 80 |
1,619.3 |
1,179.4 |
439.9 |
35.3% |
31.0 |
2.5% |
15% |
False |
False |
74,214 |
| 100 |
1,637.2 |
1,179.4 |
457.8 |
36.7% |
28.7 |
2.3% |
15% |
False |
False |
60,135 |
| 120 |
1,702.4 |
1,179.4 |
523.0 |
41.9% |
26.3 |
2.1% |
13% |
False |
False |
50,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.1 |
|
2.618 |
1,326.9 |
|
1.618 |
1,303.5 |
|
1.000 |
1,289.0 |
|
0.618 |
1,280.1 |
|
HIGH |
1,265.6 |
|
0.618 |
1,256.7 |
|
0.500 |
1,253.9 |
|
0.382 |
1,251.1 |
|
LOW |
1,242.2 |
|
0.618 |
1,227.7 |
|
1.000 |
1,218.8 |
|
1.618 |
1,204.3 |
|
2.618 |
1,180.9 |
|
4.250 |
1,142.8 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.9 |
1,244.9 |
| PP |
1,251.7 |
1,242.5 |
| S1 |
1,249.6 |
1,240.0 |
|