| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,579.0 |
2,649.0 |
70.0 |
2.7% |
2,598.0 |
| High |
2,584.0 |
2,659.0 |
75.0 |
2.9% |
2,659.0 |
| Low |
2,535.0 |
2,591.0 |
56.0 |
2.2% |
2,535.0 |
| Close |
2,570.0 |
2,598.0 |
28.0 |
1.1% |
2,598.0 |
| Range |
49.0 |
68.0 |
19.0 |
38.8% |
124.0 |
| ATR |
55.3 |
57.7 |
2.4 |
4.4% |
0.0 |
| Volume |
863,110 |
844,259 |
-18,851 |
-2.2% |
3,557,734 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.0 |
2,777.0 |
2,635.4 |
|
| R3 |
2,752.0 |
2,709.0 |
2,616.7 |
|
| R2 |
2,684.0 |
2,684.0 |
2,610.5 |
|
| R1 |
2,641.0 |
2,641.0 |
2,604.2 |
2,628.5 |
| PP |
2,616.0 |
2,616.0 |
2,616.0 |
2,609.8 |
| S1 |
2,573.0 |
2,573.0 |
2,591.8 |
2,560.5 |
| S2 |
2,548.0 |
2,548.0 |
2,585.5 |
|
| S3 |
2,480.0 |
2,505.0 |
2,579.3 |
|
| S4 |
2,412.0 |
2,437.0 |
2,560.6 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,907.7 |
2,666.2 |
|
| R3 |
2,845.3 |
2,783.7 |
2,632.1 |
|
| R2 |
2,721.3 |
2,721.3 |
2,620.7 |
|
| R1 |
2,659.7 |
2,659.7 |
2,609.4 |
2,660.0 |
| PP |
2,597.3 |
2,597.3 |
2,597.3 |
2,597.5 |
| S1 |
2,535.7 |
2,535.7 |
2,586.6 |
2,536.0 |
| S2 |
2,473.3 |
2,473.3 |
2,575.3 |
|
| S3 |
2,349.3 |
2,411.7 |
2,563.9 |
|
| S4 |
2,225.3 |
2,287.7 |
2,529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,659.0 |
2,535.0 |
124.0 |
4.8% |
53.6 |
2.1% |
51% |
True |
False |
875,394 |
| 10 |
2,659.0 |
2,488.0 |
171.0 |
6.6% |
56.9 |
2.2% |
64% |
True |
False |
1,035,136 |
| 20 |
2,729.0 |
2,488.0 |
241.0 |
9.3% |
54.5 |
2.1% |
46% |
False |
False |
870,146 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.6% |
47.4 |
1.8% |
31% |
False |
False |
442,791 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
45.0 |
1.7% |
34% |
False |
False |
296,132 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
44.0 |
1.7% |
34% |
False |
False |
222,518 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
41.5 |
1.6% |
34% |
False |
False |
178,229 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
37.3 |
1.4% |
34% |
False |
False |
148,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.0 |
|
2.618 |
2,837.0 |
|
1.618 |
2,769.0 |
|
1.000 |
2,727.0 |
|
0.618 |
2,701.0 |
|
HIGH |
2,659.0 |
|
0.618 |
2,633.0 |
|
0.500 |
2,625.0 |
|
0.382 |
2,617.0 |
|
LOW |
2,591.0 |
|
0.618 |
2,549.0 |
|
1.000 |
2,523.0 |
|
1.618 |
2,481.0 |
|
2.618 |
2,413.0 |
|
4.250 |
2,302.0 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.0 |
2,597.7 |
| PP |
2,616.0 |
2,597.3 |
| S1 |
2,607.0 |
2,597.0 |
|