| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,274.4 |
1,282.4 |
8.0 |
0.6% |
1,283.9 |
| High |
1,287.9 |
1,297.1 |
9.2 |
0.7% |
1,299.7 |
| Low |
1,273.3 |
1,281.4 |
8.1 |
0.6% |
1,269.3 |
| Close |
1,284.2 |
1,292.9 |
8.7 |
0.7% |
1,292.9 |
| Range |
14.6 |
15.7 |
1.1 |
7.5% |
30.4 |
| ATR |
30.1 |
29.1 |
-1.0 |
-3.4% |
0.0 |
| Volume |
123,913 |
134,153 |
10,240 |
8.3% |
725,805 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.6 |
1,330.9 |
1,301.5 |
|
| R3 |
1,321.9 |
1,315.2 |
1,297.2 |
|
| R2 |
1,306.2 |
1,306.2 |
1,295.8 |
|
| R1 |
1,299.5 |
1,299.5 |
1,294.3 |
1,302.9 |
| PP |
1,290.5 |
1,290.5 |
1,290.5 |
1,292.1 |
| S1 |
1,283.8 |
1,283.8 |
1,291.5 |
1,287.2 |
| S2 |
1,274.8 |
1,274.8 |
1,290.0 |
|
| S3 |
1,259.1 |
1,268.1 |
1,288.6 |
|
| S4 |
1,243.4 |
1,252.4 |
1,284.3 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.5 |
1,366.1 |
1,309.6 |
|
| R3 |
1,348.1 |
1,335.7 |
1,301.3 |
|
| R2 |
1,317.7 |
1,317.7 |
1,298.5 |
|
| R1 |
1,305.3 |
1,305.3 |
1,295.7 |
1,311.5 |
| PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,290.4 |
| S1 |
1,274.9 |
1,274.9 |
1,290.1 |
1,281.1 |
| S2 |
1,256.9 |
1,256.9 |
1,287.3 |
|
| S3 |
1,226.5 |
1,244.5 |
1,284.5 |
|
| S4 |
1,196.1 |
1,214.1 |
1,276.2 |
|
|
| 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 |
1,269.3 |
30.4 |
2.4% |
20.2 |
1.6% |
78% |
False |
False |
145,161 |
| 10 |
1,299.7 |
1,214.4 |
85.3 |
6.6% |
23.0 |
1.8% |
92% |
False |
False |
156,674 |
| 20 |
1,301.7 |
1,179.4 |
122.3 |
9.5% |
30.3 |
2.3% |
93% |
False |
False |
186,092 |
| 40 |
1,423.3 |
1,179.4 |
243.9 |
18.9% |
28.3 |
2.2% |
47% |
False |
False |
162,498 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
23.9% |
29.8 |
2.3% |
37% |
False |
False |
113,995 |
| 80 |
1,610.0 |
1,179.4 |
430.6 |
33.3% |
31.8 |
2.5% |
26% |
False |
False |
87,179 |
| 100 |
1,619.3 |
1,179.4 |
439.9 |
34.0% |
28.4 |
2.2% |
26% |
False |
False |
70,582 |
| 120 |
1,687.6 |
1,179.4 |
508.2 |
39.3% |
26.9 |
2.1% |
22% |
False |
False |
59,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.8 |
|
2.618 |
1,338.2 |
|
1.618 |
1,322.5 |
|
1.000 |
1,312.8 |
|
0.618 |
1,306.8 |
|
HIGH |
1,297.1 |
|
0.618 |
1,291.1 |
|
0.500 |
1,289.3 |
|
0.382 |
1,287.4 |
|
LOW |
1,281.4 |
|
0.618 |
1,271.7 |
|
1.000 |
1,265.7 |
|
1.618 |
1,256.0 |
|
2.618 |
1,240.3 |
|
4.250 |
1,214.7 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.7 |
1,290.1 |
| PP |
1,290.5 |
1,287.3 |
| S1 |
1,289.3 |
1,284.5 |
|