| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,682.0 |
2,690.0 |
8.0 |
0.3% |
2,615.0 |
| High |
2,699.0 |
2,694.0 |
-5.0 |
-0.2% |
2,705.0 |
| Low |
2,676.0 |
2,662.0 |
-14.0 |
-0.5% |
2,609.0 |
| Close |
2,685.0 |
2,668.0 |
-17.0 |
-0.6% |
2,670.0 |
| Range |
23.0 |
32.0 |
9.0 |
39.1% |
96.0 |
| ATR |
50.9 |
49.6 |
-1.4 |
-2.7% |
0.0 |
| Volume |
597,342 |
882,643 |
285,301 |
47.8% |
3,493,696 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.7 |
2,751.3 |
2,685.6 |
|
| R3 |
2,738.7 |
2,719.3 |
2,676.8 |
|
| R2 |
2,706.7 |
2,706.7 |
2,673.9 |
|
| R1 |
2,687.3 |
2,687.3 |
2,670.9 |
2,681.0 |
| PP |
2,674.7 |
2,674.7 |
2,674.7 |
2,671.5 |
| S1 |
2,655.3 |
2,655.3 |
2,665.1 |
2,649.0 |
| S2 |
2,642.7 |
2,642.7 |
2,662.1 |
|
| S3 |
2,610.7 |
2,623.3 |
2,659.2 |
|
| S4 |
2,578.7 |
2,591.3 |
2,650.4 |
|
|
| 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% |
31.6 |
1.2% |
46% |
False |
False |
714,729 |
| 10 |
2,705.0 |
2,535.0 |
170.0 |
6.4% |
40.6 |
1.5% |
78% |
False |
False |
772,535 |
| 20 |
2,705.0 |
2,488.0 |
217.0 |
8.1% |
47.8 |
1.8% |
83% |
False |
False |
966,343 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.3% |
47.9 |
1.8% |
51% |
False |
False |
566,572 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.3% |
43.5 |
1.6% |
51% |
False |
False |
378,967 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
43.9 |
1.6% |
53% |
False |
False |
284,299 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.7 |
1.6% |
53% |
False |
False |
227,965 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
38.5 |
1.4% |
53% |
False |
False |
189,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.0 |
|
2.618 |
2,777.8 |
|
1.618 |
2,745.8 |
|
1.000 |
2,726.0 |
|
0.618 |
2,713.8 |
|
HIGH |
2,694.0 |
|
0.618 |
2,681.8 |
|
0.500 |
2,678.0 |
|
0.382 |
2,674.2 |
|
LOW |
2,662.0 |
|
0.618 |
2,642.2 |
|
1.000 |
2,630.0 |
|
1.618 |
2,610.2 |
|
2.618 |
2,578.2 |
|
4.250 |
2,526.0 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,678.0 |
2,680.5 |
| PP |
2,674.7 |
2,676.3 |
| S1 |
2,671.3 |
2,672.2 |
|