| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,695.0 |
38.0 |
1.4% |
2,598.0 |
| High |
2,670.0 |
2,705.0 |
35.0 |
1.3% |
2,659.0 |
| Low |
2,637.0 |
2,669.0 |
32.0 |
1.2% |
2,535.0 |
| Close |
2,654.0 |
2,679.0 |
25.0 |
0.9% |
2,598.0 |
| Range |
33.0 |
36.0 |
3.0 |
9.1% |
124.0 |
| ATR |
54.3 |
54.0 |
-0.2 |
-0.4% |
0.0 |
| Volume |
897,601 |
677,916 |
-219,685 |
-24.5% |
3,557,734 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.3 |
2,771.7 |
2,698.8 |
|
| R3 |
2,756.3 |
2,735.7 |
2,688.9 |
|
| R2 |
2,720.3 |
2,720.3 |
2,685.6 |
|
| R1 |
2,699.7 |
2,699.7 |
2,682.3 |
2,692.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,680.5 |
| S1 |
2,663.7 |
2,663.7 |
2,675.7 |
2,656.0 |
| S2 |
2,648.3 |
2,648.3 |
2,672.4 |
|
| S3 |
2,612.3 |
2,627.7 |
2,669.1 |
|
| S4 |
2,576.3 |
2,591.7 |
2,659.2 |
|
|
| 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 |
2,705.0 |
2,591.0 |
114.0 |
4.3% |
42.6 |
1.6% |
77% |
True |
False |
763,962 |
| 10 |
2,705.0 |
2,535.0 |
170.0 |
6.3% |
46.1 |
1.7% |
85% |
True |
False |
837,924 |
| 20 |
2,713.0 |
2,488.0 |
225.0 |
8.4% |
51.5 |
1.9% |
85% |
False |
False |
978,902 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.2% |
48.2 |
1.8% |
54% |
False |
False |
516,837 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.5 |
1.7% |
56% |
False |
False |
345,688 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.7 |
1.7% |
56% |
False |
False |
259,387 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
42.6 |
1.6% |
56% |
False |
False |
207,984 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
38.0 |
1.4% |
56% |
False |
False |
173,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.0 |
|
2.618 |
2,799.2 |
|
1.618 |
2,763.2 |
|
1.000 |
2,741.0 |
|
0.618 |
2,727.2 |
|
HIGH |
2,705.0 |
|
0.618 |
2,691.2 |
|
0.500 |
2,687.0 |
|
0.382 |
2,682.8 |
|
LOW |
2,669.0 |
|
0.618 |
2,646.8 |
|
1.000 |
2,633.0 |
|
1.618 |
2,610.8 |
|
2.618 |
2,574.8 |
|
4.250 |
2,516.0 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.0 |
2,676.3 |
| PP |
2,684.3 |
2,673.7 |
| S1 |
2,681.7 |
2,671.0 |
|