| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,684.0 |
2,682.0 |
-2.0 |
-0.1% |
2,615.0 |
| High |
2,698.0 |
2,699.0 |
1.0 |
0.0% |
2,705.0 |
| Low |
2,664.0 |
2,676.0 |
12.0 |
0.5% |
2,609.0 |
| Close |
2,670.0 |
2,685.0 |
15.0 |
0.6% |
2,670.0 |
| Range |
34.0 |
23.0 |
-11.0 |
-32.4% |
96.0 |
| ATR |
52.6 |
50.9 |
-1.7 |
-3.2% |
0.0 |
| Volume |
518,143 |
597,342 |
79,199 |
15.3% |
3,493,696 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.7 |
2,743.3 |
2,697.7 |
|
| R3 |
2,732.7 |
2,720.3 |
2,691.3 |
|
| R2 |
2,709.7 |
2,709.7 |
2,689.2 |
|
| R1 |
2,697.3 |
2,697.3 |
2,687.1 |
2,703.5 |
| PP |
2,686.7 |
2,686.7 |
2,686.7 |
2,689.8 |
| S1 |
2,674.3 |
2,674.3 |
2,682.9 |
2,680.5 |
| S2 |
2,663.7 |
2,663.7 |
2,680.8 |
|
| S3 |
2,640.7 |
2,651.3 |
2,678.7 |
|
| S4 |
2,617.7 |
2,628.3 |
2,672.4 |
|
|
| 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 |
2,637.0 |
68.0 |
2.5% |
29.6 |
1.1% |
71% |
False |
False |
672,644 |
| 10 |
2,705.0 |
2,535.0 |
170.0 |
6.3% |
42.2 |
1.6% |
88% |
False |
False |
764,877 |
| 20 |
2,713.0 |
2,488.0 |
225.0 |
8.4% |
48.9 |
1.8% |
88% |
False |
False |
981,093 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.2% |
48.2 |
1.8% |
56% |
False |
False |
544,509 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
43.6 |
1.6% |
57% |
False |
False |
364,258 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.1 |
1.6% |
57% |
False |
False |
273,268 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
42.7 |
1.6% |
57% |
False |
False |
219,139 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
38.5 |
1.4% |
57% |
False |
False |
182,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.8 |
|
2.618 |
2,759.2 |
|
1.618 |
2,736.2 |
|
1.000 |
2,722.0 |
|
0.618 |
2,713.2 |
|
HIGH |
2,699.0 |
|
0.618 |
2,690.2 |
|
0.500 |
2,687.5 |
|
0.382 |
2,684.8 |
|
LOW |
2,676.0 |
|
0.618 |
2,661.8 |
|
1.000 |
2,653.0 |
|
1.618 |
2,638.8 |
|
2.618 |
2,615.8 |
|
4.250 |
2,578.3 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.5 |
2,684.8 |
| PP |
2,686.7 |
2,684.7 |
| S1 |
2,685.8 |
2,684.5 |
|