| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,615.0 |
2,663.0 |
48.0 |
1.8% |
2,598.0 |
| High |
2,663.0 |
2,673.0 |
10.0 |
0.4% |
2,659.0 |
| Low |
2,609.0 |
2,651.0 |
42.0 |
1.6% |
2,535.0 |
| Close |
2,647.0 |
2,662.0 |
15.0 |
0.6% |
2,598.0 |
| Range |
54.0 |
22.0 |
-32.0 |
-59.3% |
124.0 |
| ATR |
58.2 |
55.9 |
-2.3 |
-4.0% |
0.0 |
| Volume |
727,817 |
672,219 |
-55,598 |
-7.6% |
3,557,734 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.0 |
2,717.0 |
2,674.1 |
|
| R3 |
2,706.0 |
2,695.0 |
2,668.1 |
|
| R2 |
2,684.0 |
2,684.0 |
2,666.0 |
|
| R1 |
2,673.0 |
2,673.0 |
2,664.0 |
2,667.5 |
| PP |
2,662.0 |
2,662.0 |
2,662.0 |
2,659.3 |
| S1 |
2,651.0 |
2,651.0 |
2,660.0 |
2,645.5 |
| S2 |
2,640.0 |
2,640.0 |
2,658.0 |
|
| S3 |
2,618.0 |
2,629.0 |
2,656.0 |
|
| S4 |
2,596.0 |
2,607.0 |
2,649.9 |
|
|
| 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 |
2,673.0 |
2,535.0 |
138.0 |
5.2% |
49.6 |
1.9% |
92% |
True |
False |
830,342 |
| 10 |
2,673.0 |
2,513.0 |
160.0 |
6.0% |
50.8 |
1.9% |
93% |
True |
False |
892,821 |
| 20 |
2,713.0 |
2,488.0 |
225.0 |
8.5% |
53.5 |
2.0% |
77% |
False |
False |
930,530 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.3% |
48.1 |
1.8% |
49% |
False |
False |
477,455 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
44.7 |
1.7% |
51% |
False |
False |
319,462 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
44.5 |
1.7% |
51% |
False |
False |
239,932 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.1 |
1.6% |
51% |
False |
False |
192,229 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
37.7 |
1.4% |
51% |
False |
False |
160,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.5 |
|
2.618 |
2,730.6 |
|
1.618 |
2,708.6 |
|
1.000 |
2,695.0 |
|
0.618 |
2,686.6 |
|
HIGH |
2,673.0 |
|
0.618 |
2,664.6 |
|
0.500 |
2,662.0 |
|
0.382 |
2,659.4 |
|
LOW |
2,651.0 |
|
0.618 |
2,637.4 |
|
1.000 |
2,629.0 |
|
1.618 |
2,615.4 |
|
2.618 |
2,593.4 |
|
4.250 |
2,557.5 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.0 |
2,652.0 |
| PP |
2,662.0 |
2,642.0 |
| S1 |
2,662.0 |
2,632.0 |
|