| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,283.9 |
1,281.6 |
-2.3 |
-0.2% |
1,221.1 |
| High |
1,293.6 |
1,294.7 |
1.1 |
0.1% |
1,297.2 |
| Low |
1,272.5 |
1,275.6 |
3.1 |
0.2% |
1,214.4 |
| Close |
1,283.5 |
1,290.4 |
6.9 |
0.5% |
1,277.6 |
| Range |
21.1 |
19.1 |
-2.0 |
-9.5% |
82.8 |
| ATR |
32.3 |
31.4 |
-0.9 |
-2.9% |
0.0 |
| Volume |
116,682 |
127,630 |
10,948 |
9.4% |
840,944 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.2 |
1,336.4 |
1,300.9 |
|
| R3 |
1,325.1 |
1,317.3 |
1,295.7 |
|
| R2 |
1,306.0 |
1,306.0 |
1,293.9 |
|
| R1 |
1,298.2 |
1,298.2 |
1,292.2 |
1,302.1 |
| PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,288.9 |
| S1 |
1,279.1 |
1,279.1 |
1,288.6 |
1,283.0 |
| S2 |
1,267.8 |
1,267.8 |
1,286.9 |
|
| S3 |
1,248.7 |
1,260.0 |
1,285.1 |
|
| S4 |
1,229.6 |
1,240.9 |
1,279.9 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,511.5 |
1,477.3 |
1,323.1 |
|
| R3 |
1,428.7 |
1,394.5 |
1,300.4 |
|
| R2 |
1,345.9 |
1,345.9 |
1,292.8 |
|
| R1 |
1,311.7 |
1,311.7 |
1,285.2 |
1,328.8 |
| PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,271.6 |
| S1 |
1,228.9 |
1,228.9 |
1,270.0 |
1,246.0 |
| S2 |
1,180.3 |
1,180.3 |
1,262.4 |
|
| S3 |
1,097.5 |
1,146.1 |
1,254.8 |
|
| S4 |
1,014.7 |
1,063.3 |
1,232.1 |
|
|
| 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 |
1,242.2 |
55.0 |
4.3% |
23.9 |
1.9% |
88% |
False |
False |
155,601 |
| 10 |
1,297.2 |
1,206.9 |
90.3 |
7.0% |
27.1 |
2.1% |
92% |
False |
False |
163,488 |
| 20 |
1,385.4 |
1,179.4 |
206.0 |
16.0% |
33.7 |
2.6% |
54% |
False |
False |
193,723 |
| 40 |
1,423.3 |
1,179.4 |
243.9 |
18.9% |
30.9 |
2.4% |
46% |
False |
False |
152,680 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
24.0% |
30.1 |
2.3% |
36% |
False |
False |
106,303 |
| 80 |
1,617.8 |
1,179.4 |
438.4 |
34.0% |
31.6 |
2.4% |
25% |
False |
False |
81,420 |
| 100 |
1,622.0 |
1,179.4 |
442.6 |
34.3% |
28.4 |
2.2% |
25% |
False |
False |
65,849 |
| 120 |
1,689.0 |
1,179.4 |
509.6 |
39.5% |
26.7 |
2.1% |
22% |
False |
False |
55,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,375.9 |
|
2.618 |
1,344.7 |
|
1.618 |
1,325.6 |
|
1.000 |
1,313.8 |
|
0.618 |
1,306.5 |
|
HIGH |
1,294.7 |
|
0.618 |
1,287.4 |
|
0.500 |
1,285.2 |
|
0.382 |
1,282.9 |
|
LOW |
1,275.6 |
|
0.618 |
1,263.8 |
|
1.000 |
1,256.5 |
|
1.618 |
1,244.7 |
|
2.618 |
1,225.6 |
|
4.250 |
1,194.4 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.7 |
1,287.1 |
| PP |
1,286.9 |
1,283.8 |
| S1 |
1,285.2 |
1,280.6 |
|