| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,649.0 |
2,615.0 |
-34.0 |
-1.3% |
2,598.0 |
| High |
2,659.0 |
2,663.0 |
4.0 |
0.2% |
2,659.0 |
| Low |
2,591.0 |
2,609.0 |
18.0 |
0.7% |
2,535.0 |
| Close |
2,598.0 |
2,647.0 |
49.0 |
1.9% |
2,598.0 |
| Range |
68.0 |
54.0 |
-14.0 |
-20.6% |
124.0 |
| ATR |
57.7 |
58.2 |
0.5 |
0.9% |
0.0 |
| Volume |
844,259 |
727,817 |
-116,442 |
-13.8% |
3,557,734 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.7 |
2,778.3 |
2,676.7 |
|
| R3 |
2,747.7 |
2,724.3 |
2,661.9 |
|
| R2 |
2,693.7 |
2,693.7 |
2,656.9 |
|
| R1 |
2,670.3 |
2,670.3 |
2,652.0 |
2,682.0 |
| PP |
2,639.7 |
2,639.7 |
2,639.7 |
2,645.5 |
| S1 |
2,616.3 |
2,616.3 |
2,642.1 |
2,628.0 |
| S2 |
2,585.7 |
2,585.7 |
2,637.1 |
|
| S3 |
2,531.7 |
2,562.3 |
2,632.2 |
|
| S4 |
2,477.7 |
2,508.3 |
2,617.3 |
|
|
| 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 |
2,663.0 |
2,535.0 |
128.0 |
4.8% |
54.8 |
2.1% |
88% |
True |
False |
857,110 |
| 10 |
2,663.0 |
2,488.0 |
175.0 |
6.6% |
55.1 |
2.1% |
91% |
True |
False |
944,678 |
| 20 |
2,728.0 |
2,488.0 |
240.0 |
9.1% |
53.6 |
2.0% |
66% |
False |
False |
902,574 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.4% |
48.3 |
1.8% |
45% |
False |
False |
460,984 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.9% |
44.9 |
1.7% |
47% |
False |
False |
308,260 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.9% |
44.5 |
1.7% |
47% |
False |
False |
231,569 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.9% |
41.9 |
1.6% |
47% |
False |
False |
185,507 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.9% |
37.6 |
1.4% |
47% |
False |
False |
154,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.5 |
|
2.618 |
2,804.4 |
|
1.618 |
2,750.4 |
|
1.000 |
2,717.0 |
|
0.618 |
2,696.4 |
|
HIGH |
2,663.0 |
|
0.618 |
2,642.4 |
|
0.500 |
2,636.0 |
|
0.382 |
2,629.6 |
|
LOW |
2,609.0 |
|
0.618 |
2,575.6 |
|
1.000 |
2,555.0 |
|
1.618 |
2,521.6 |
|
2.618 |
2,467.6 |
|
4.250 |
2,379.5 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.3 |
2,631.0 |
| PP |
2,639.7 |
2,615.0 |
| S1 |
2,636.0 |
2,599.0 |
|