| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,674.0 |
2,705.0 |
31.0 |
1.2% |
2,682.0 |
| High |
2,720.0 |
2,719.0 |
-1.0 |
0.0% |
2,720.0 |
| Low |
2,668.0 |
2,698.0 |
30.0 |
1.1% |
2,645.0 |
| Close |
2,714.0 |
2,717.0 |
3.0 |
0.1% |
2,717.0 |
| Range |
52.0 |
21.0 |
-31.0 |
-59.6% |
75.0 |
| ATR |
49.6 |
47.5 |
-2.0 |
-4.1% |
0.0 |
| Volume |
836,105 |
582,879 |
-253,226 |
-30.3% |
3,821,610 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.3 |
2,766.7 |
2,728.6 |
|
| R3 |
2,753.3 |
2,745.7 |
2,722.8 |
|
| R2 |
2,732.3 |
2,732.3 |
2,720.9 |
|
| R1 |
2,724.7 |
2,724.7 |
2,718.9 |
2,728.5 |
| PP |
2,711.3 |
2,711.3 |
2,711.3 |
2,713.3 |
| S1 |
2,703.7 |
2,703.7 |
2,715.1 |
2,707.5 |
| S2 |
2,690.3 |
2,690.3 |
2,713.2 |
|
| S3 |
2,669.3 |
2,682.7 |
2,711.2 |
|
| S4 |
2,648.3 |
2,661.7 |
2,705.5 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,893.0 |
2,758.3 |
|
| R3 |
2,844.0 |
2,818.0 |
2,737.6 |
|
| R2 |
2,769.0 |
2,769.0 |
2,730.8 |
|
| R1 |
2,743.0 |
2,743.0 |
2,723.9 |
2,756.0 |
| PP |
2,694.0 |
2,694.0 |
2,694.0 |
2,700.5 |
| S1 |
2,668.0 |
2,668.0 |
2,710.1 |
2,681.0 |
| S2 |
2,619.0 |
2,619.0 |
2,703.3 |
|
| S3 |
2,544.0 |
2,593.0 |
2,696.4 |
|
| S4 |
2,469.0 |
2,518.0 |
2,675.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.0 |
2,645.0 |
75.0 |
2.8% |
35.0 |
1.3% |
96% |
False |
False |
764,322 |
| 10 |
2,720.0 |
2,609.0 |
111.0 |
4.1% |
35.4 |
1.3% |
97% |
False |
False |
731,530 |
| 20 |
2,720.0 |
2,488.0 |
232.0 |
8.5% |
46.2 |
1.7% |
99% |
False |
False |
883,333 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
48.4 |
1.8% |
65% |
False |
False |
625,099 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
43.1 |
1.6% |
65% |
False |
False |
417,985 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
44.2 |
1.6% |
66% |
False |
False |
313,563 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
42.9 |
1.6% |
66% |
False |
False |
251,380 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.2 |
1.4% |
66% |
False |
False |
209,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.3 |
|
2.618 |
2,774.0 |
|
1.618 |
2,753.0 |
|
1.000 |
2,740.0 |
|
0.618 |
2,732.0 |
|
HIGH |
2,719.0 |
|
0.618 |
2,711.0 |
|
0.500 |
2,708.5 |
|
0.382 |
2,706.0 |
|
LOW |
2,698.0 |
|
0.618 |
2,685.0 |
|
1.000 |
2,677.0 |
|
1.618 |
2,664.0 |
|
2.618 |
2,643.0 |
|
4.250 |
2,608.8 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.2 |
2,705.5 |
| PP |
2,711.3 |
2,694.0 |
| S1 |
2,708.5 |
2,682.5 |
|