| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,296.2 |
1,334.3 |
38.1 |
2.9% |
1,283.9 |
| High |
1,339.1 |
1,348.7 |
9.6 |
0.7% |
1,299.7 |
| Low |
1,295.4 |
1,325.6 |
30.2 |
2.3% |
1,269.3 |
| Close |
1,336.0 |
1,334.7 |
-1.3 |
-0.1% |
1,292.9 |
| Range |
43.7 |
23.1 |
-20.6 |
-47.1% |
30.4 |
| ATR |
30.3 |
29.8 |
-0.5 |
-1.7% |
0.0 |
| Volume |
191,735 |
159,441 |
-32,294 |
-16.8% |
725,805 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.6 |
1,393.3 |
1,347.4 |
|
| R3 |
1,382.5 |
1,370.2 |
1,341.1 |
|
| R2 |
1,359.4 |
1,359.4 |
1,338.9 |
|
| R1 |
1,347.1 |
1,347.1 |
1,336.8 |
1,353.3 |
| PP |
1,336.3 |
1,336.3 |
1,336.3 |
1,339.4 |
| S1 |
1,324.0 |
1,324.0 |
1,332.6 |
1,330.2 |
| S2 |
1,313.2 |
1,313.2 |
1,330.5 |
|
| S3 |
1,290.1 |
1,300.9 |
1,328.3 |
|
| S4 |
1,267.0 |
1,277.8 |
1,322.0 |
|
|
| 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 |
1,348.7 |
1,269.3 |
79.4 |
5.9% |
25.5 |
1.9% |
82% |
True |
False |
166,533 |
| 10 |
1,348.7 |
1,242.2 |
106.5 |
8.0% |
24.7 |
1.9% |
87% |
True |
False |
161,067 |
| 20 |
1,348.7 |
1,179.4 |
169.3 |
12.7% |
30.7 |
2.3% |
92% |
True |
False |
186,126 |
| 40 |
1,423.3 |
1,179.4 |
243.9 |
18.3% |
28.6 |
2.1% |
64% |
False |
False |
169,634 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
23.2% |
29.6 |
2.2% |
50% |
False |
False |
119,652 |
| 80 |
1,604.0 |
1,179.4 |
424.6 |
31.8% |
32.3 |
2.4% |
37% |
False |
False |
91,421 |
| 100 |
1,619.3 |
1,179.4 |
439.9 |
33.0% |
28.6 |
2.1% |
35% |
False |
False |
74,038 |
| 120 |
1,686.4 |
1,179.4 |
507.0 |
38.0% |
27.2 |
2.0% |
31% |
False |
False |
62,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.9 |
|
2.618 |
1,409.2 |
|
1.618 |
1,386.1 |
|
1.000 |
1,371.8 |
|
0.618 |
1,363.0 |
|
HIGH |
1,348.7 |
|
0.618 |
1,339.9 |
|
0.500 |
1,337.2 |
|
0.382 |
1,334.4 |
|
LOW |
1,325.6 |
|
0.618 |
1,311.3 |
|
1.000 |
1,302.5 |
|
1.618 |
1,288.2 |
|
2.618 |
1,265.1 |
|
4.250 |
1,227.4 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.2 |
1,328.2 |
| PP |
1,336.3 |
1,321.6 |
| S1 |
1,335.5 |
1,315.1 |
|