| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,249.1 |
1,265.7 |
16.6 |
1.3% |
1,232.9 |
| High |
1,265.6 |
1,297.2 |
31.6 |
2.5% |
1,267.0 |
| Low |
1,242.2 |
1,262.1 |
19.9 |
1.6% |
1,206.9 |
| Close |
1,247.4 |
1,279.9 |
32.5 |
2.6% |
1,212.7 |
| Range |
23.4 |
35.1 |
11.7 |
50.0% |
60.1 |
| ATR |
32.9 |
34.1 |
1.2 |
3.7% |
0.0 |
| Volume |
190,149 |
207,150 |
17,001 |
8.9% |
753,678 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.0 |
1,367.6 |
1,299.2 |
|
| R3 |
1,349.9 |
1,332.5 |
1,289.6 |
|
| R2 |
1,314.8 |
1,314.8 |
1,286.3 |
|
| R1 |
1,297.4 |
1,297.4 |
1,283.1 |
1,306.1 |
| PP |
1,279.7 |
1,279.7 |
1,279.7 |
1,284.1 |
| S1 |
1,262.3 |
1,262.3 |
1,276.7 |
1,271.0 |
| S2 |
1,244.6 |
1,244.6 |
1,273.5 |
|
| S3 |
1,209.5 |
1,227.2 |
1,270.2 |
|
| S4 |
1,174.4 |
1,192.1 |
1,260.6 |
|
|
| 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 |
1,297.2 |
1,206.9 |
90.3 |
7.1% |
31.7 |
2.5% |
81% |
True |
False |
186,318 |
| 10 |
1,297.2 |
1,179.4 |
117.8 |
9.2% |
35.1 |
2.7% |
85% |
True |
False |
202,896 |
| 20 |
1,394.4 |
1,179.4 |
215.0 |
16.8% |
33.0 |
2.6% |
47% |
False |
False |
190,040 |
| 40 |
1,429.9 |
1,179.4 |
250.5 |
19.6% |
32.1 |
2.5% |
40% |
False |
False |
144,783 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
24.2% |
31.3 |
2.4% |
33% |
False |
False |
100,327 |
| 80 |
1,619.3 |
1,179.4 |
439.9 |
34.4% |
31.3 |
2.4% |
23% |
False |
False |
76,778 |
| 100 |
1,622.0 |
1,179.4 |
442.6 |
34.6% |
28.7 |
2.2% |
23% |
False |
False |
62,146 |
| 120 |
1,701.0 |
1,179.4 |
521.6 |
40.8% |
26.4 |
2.1% |
19% |
False |
False |
52,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.4 |
|
2.618 |
1,389.1 |
|
1.618 |
1,354.0 |
|
1.000 |
1,332.3 |
|
0.618 |
1,318.9 |
|
HIGH |
1,297.2 |
|
0.618 |
1,283.8 |
|
0.500 |
1,279.7 |
|
0.382 |
1,275.5 |
|
LOW |
1,262.1 |
|
0.618 |
1,240.4 |
|
1.000 |
1,227.0 |
|
1.618 |
1,205.3 |
|
2.618 |
1,170.2 |
|
4.250 |
1,112.9 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.8 |
1,274.8 |
| PP |
1,279.7 |
1,269.7 |
| S1 |
1,279.7 |
1,264.6 |
|