| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,695.0 |
2,684.0 |
-11.0 |
-0.4% |
2,615.0 |
| High |
2,705.0 |
2,698.0 |
-7.0 |
-0.3% |
2,705.0 |
| Low |
2,669.0 |
2,664.0 |
-5.0 |
-0.2% |
2,609.0 |
| Close |
2,679.0 |
2,670.0 |
-9.0 |
-0.3% |
2,670.0 |
| Range |
36.0 |
34.0 |
-2.0 |
-5.6% |
96.0 |
| ATR |
54.0 |
52.6 |
-1.4 |
-2.6% |
0.0 |
| Volume |
677,916 |
518,143 |
-159,773 |
-23.6% |
3,493,696 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.3 |
2,758.7 |
2,688.7 |
|
| R3 |
2,745.3 |
2,724.7 |
2,679.4 |
|
| R2 |
2,711.3 |
2,711.3 |
2,676.2 |
|
| R1 |
2,690.7 |
2,690.7 |
2,673.1 |
2,684.0 |
| PP |
2,677.3 |
2,677.3 |
2,677.3 |
2,674.0 |
| S1 |
2,656.7 |
2,656.7 |
2,666.9 |
2,650.0 |
| S2 |
2,643.3 |
2,643.3 |
2,663.8 |
|
| S3 |
2,609.3 |
2,622.7 |
2,660.7 |
|
| S4 |
2,575.3 |
2,588.7 |
2,651.3 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,905.7 |
2,722.8 |
|
| R3 |
2,853.3 |
2,809.7 |
2,696.4 |
|
| R2 |
2,757.3 |
2,757.3 |
2,687.6 |
|
| R1 |
2,713.7 |
2,713.7 |
2,678.8 |
2,735.5 |
| PP |
2,661.3 |
2,661.3 |
2,661.3 |
2,672.3 |
| S1 |
2,617.7 |
2,617.7 |
2,661.2 |
2,639.5 |
| S2 |
2,565.3 |
2,565.3 |
2,652.4 |
|
| S3 |
2,469.3 |
2,521.7 |
2,643.6 |
|
| S4 |
2,373.3 |
2,425.7 |
2,617.2 |
|
|
| 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 |
2,609.0 |
96.0 |
3.6% |
35.8 |
1.3% |
64% |
False |
False |
698,739 |
| 10 |
2,705.0 |
2,535.0 |
170.0 |
6.4% |
44.7 |
1.7% |
79% |
False |
False |
787,067 |
| 20 |
2,713.0 |
2,488.0 |
225.0 |
8.4% |
49.7 |
1.9% |
81% |
False |
False |
990,471 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.3% |
48.3 |
1.8% |
51% |
False |
False |
529,628 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.6 |
1.7% |
53% |
False |
False |
354,308 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.7 |
1.7% |
53% |
False |
False |
265,807 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
42.7 |
1.6% |
53% |
False |
False |
213,166 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
38.3 |
1.4% |
53% |
False |
False |
177,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.5 |
|
2.618 |
2,787.0 |
|
1.618 |
2,753.0 |
|
1.000 |
2,732.0 |
|
0.618 |
2,719.0 |
|
HIGH |
2,698.0 |
|
0.618 |
2,685.0 |
|
0.500 |
2,681.0 |
|
0.382 |
2,677.0 |
|
LOW |
2,664.0 |
|
0.618 |
2,643.0 |
|
1.000 |
2,630.0 |
|
1.618 |
2,609.0 |
|
2.618 |
2,575.0 |
|
4.250 |
2,519.5 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,681.0 |
2,671.0 |
| PP |
2,677.3 |
2,670.7 |
| S1 |
2,673.7 |
2,670.3 |
|