| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,705.0 |
2,724.0 |
19.0 |
0.7% |
2,682.0 |
| High |
2,719.0 |
2,736.0 |
17.0 |
0.6% |
2,720.0 |
| Low |
2,698.0 |
2,712.0 |
14.0 |
0.5% |
2,645.0 |
| Close |
2,717.0 |
2,726.0 |
9.0 |
0.3% |
2,717.0 |
| Range |
21.0 |
24.0 |
3.0 |
14.3% |
75.0 |
| ATR |
47.5 |
45.9 |
-1.7 |
-3.5% |
0.0 |
| Volume |
582,879 |
651,401 |
68,522 |
11.8% |
3,821,610 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.7 |
2,785.3 |
2,739.2 |
|
| R3 |
2,772.7 |
2,761.3 |
2,732.6 |
|
| R2 |
2,748.7 |
2,748.7 |
2,730.4 |
|
| R1 |
2,737.3 |
2,737.3 |
2,728.2 |
2,743.0 |
| PP |
2,724.7 |
2,724.7 |
2,724.7 |
2,727.5 |
| S1 |
2,713.3 |
2,713.3 |
2,723.8 |
2,719.0 |
| S2 |
2,700.7 |
2,700.7 |
2,721.6 |
|
| S3 |
2,676.7 |
2,689.3 |
2,719.4 |
|
| S4 |
2,652.7 |
2,665.3 |
2,712.8 |
|
|
| 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 |
2,736.0 |
2,645.0 |
91.0 |
3.3% |
35.2 |
1.3% |
89% |
True |
False |
775,133 |
| 10 |
2,736.0 |
2,637.0 |
99.0 |
3.6% |
32.4 |
1.2% |
90% |
True |
False |
723,889 |
| 20 |
2,736.0 |
2,488.0 |
248.0 |
9.1% |
43.8 |
1.6% |
96% |
True |
False |
834,283 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
48.2 |
1.8% |
67% |
False |
False |
641,367 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
42.7 |
1.6% |
67% |
False |
False |
428,839 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
43.3 |
1.6% |
68% |
False |
False |
321,701 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
42.2 |
1.5% |
68% |
False |
False |
257,894 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.3 |
1.4% |
68% |
False |
False |
214,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.0 |
|
2.618 |
2,798.8 |
|
1.618 |
2,774.8 |
|
1.000 |
2,760.0 |
|
0.618 |
2,750.8 |
|
HIGH |
2,736.0 |
|
0.618 |
2,726.8 |
|
0.500 |
2,724.0 |
|
0.382 |
2,721.2 |
|
LOW |
2,712.0 |
|
0.618 |
2,697.2 |
|
1.000 |
2,688.0 |
|
1.618 |
2,673.2 |
|
2.618 |
2,649.2 |
|
4.250 |
2,610.0 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.3 |
2,718.0 |
| PP |
2,724.7 |
2,710.0 |
| S1 |
2,724.0 |
2,702.0 |
|