| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,281.6 |
1,291.2 |
9.6 |
0.7% |
1,221.1 |
| High |
1,294.7 |
1,299.7 |
5.0 |
0.4% |
1,297.2 |
| Low |
1,275.6 |
1,269.3 |
-6.3 |
-0.5% |
1,214.4 |
| Close |
1,290.4 |
1,277.5 |
-12.9 |
-1.0% |
1,277.6 |
| Range |
19.1 |
30.4 |
11.3 |
59.2% |
82.8 |
| ATR |
31.4 |
31.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
127,630 |
223,427 |
95,797 |
75.1% |
840,944 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.4 |
1,355.8 |
1,294.2 |
|
| R3 |
1,343.0 |
1,325.4 |
1,285.9 |
|
| R2 |
1,312.6 |
1,312.6 |
1,283.1 |
|
| R1 |
1,295.0 |
1,295.0 |
1,280.3 |
1,288.6 |
| PP |
1,282.2 |
1,282.2 |
1,282.2 |
1,279.0 |
| S1 |
1,264.6 |
1,264.6 |
1,274.7 |
1,258.2 |
| S2 |
1,251.8 |
1,251.8 |
1,271.9 |
|
| S3 |
1,221.4 |
1,234.2 |
1,269.1 |
|
| S4 |
1,191.0 |
1,203.8 |
1,260.8 |
|
|
| 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 |
1,299.7 |
1,262.1 |
37.6 |
2.9% |
25.3 |
2.0% |
41% |
True |
False |
162,257 |
| 10 |
1,299.7 |
1,206.9 |
92.8 |
7.3% |
27.3 |
2.1% |
76% |
True |
False |
168,857 |
| 20 |
1,376.0 |
1,179.4 |
196.6 |
15.4% |
34.0 |
2.7% |
50% |
False |
False |
198,456 |
| 40 |
1,423.3 |
1,179.4 |
243.9 |
19.1% |
30.1 |
2.4% |
40% |
False |
False |
157,733 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
24.2% |
30.1 |
2.4% |
32% |
False |
False |
109,973 |
| 80 |
1,614.7 |
1,179.4 |
435.3 |
34.1% |
31.8 |
2.5% |
23% |
False |
False |
84,149 |
| 100 |
1,622.0 |
1,179.4 |
442.6 |
34.6% |
28.6 |
2.2% |
22% |
False |
False |
68,062 |
| 120 |
1,687.6 |
1,179.4 |
508.2 |
39.8% |
26.8 |
2.1% |
19% |
False |
False |
57,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,428.9 |
|
2.618 |
1,379.3 |
|
1.618 |
1,348.9 |
|
1.000 |
1,330.1 |
|
0.618 |
1,318.5 |
|
HIGH |
1,299.7 |
|
0.618 |
1,288.1 |
|
0.500 |
1,284.5 |
|
0.382 |
1,280.9 |
|
LOW |
1,269.3 |
|
0.618 |
1,250.5 |
|
1.000 |
1,238.9 |
|
1.618 |
1,220.1 |
|
2.618 |
1,189.7 |
|
4.250 |
1,140.1 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.5 |
1,284.5 |
| PP |
1,282.2 |
1,282.2 |
| S1 |
1,279.8 |
1,279.8 |
|