| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.0 |
2,735.0 |
11.0 |
0.4% |
2,682.0 |
| High |
2,736.0 |
2,744.0 |
8.0 |
0.3% |
2,720.0 |
| Low |
2,712.0 |
2,722.0 |
10.0 |
0.4% |
2,645.0 |
| Close |
2,726.0 |
2,724.0 |
-2.0 |
-0.1% |
2,717.0 |
| Range |
24.0 |
22.0 |
-2.0 |
-8.3% |
75.0 |
| ATR |
45.9 |
44.2 |
-1.7 |
-3.7% |
0.0 |
| Volume |
651,401 |
961,383 |
309,982 |
47.6% |
3,821,610 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.0 |
2,782.0 |
2,736.1 |
|
| R3 |
2,774.0 |
2,760.0 |
2,730.1 |
|
| R2 |
2,752.0 |
2,752.0 |
2,728.0 |
|
| R1 |
2,738.0 |
2,738.0 |
2,726.0 |
2,734.0 |
| PP |
2,730.0 |
2,730.0 |
2,730.0 |
2,728.0 |
| S1 |
2,716.0 |
2,716.0 |
2,722.0 |
2,712.0 |
| S2 |
2,708.0 |
2,708.0 |
2,720.0 |
|
| S3 |
2,686.0 |
2,694.0 |
2,718.0 |
|
| S4 |
2,664.0 |
2,672.0 |
2,711.9 |
|
|
| 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 |
2,744.0 |
2,645.0 |
99.0 |
3.6% |
33.2 |
1.2% |
80% |
True |
False |
790,881 |
| 10 |
2,744.0 |
2,637.0 |
107.0 |
3.9% |
32.4 |
1.2% |
81% |
True |
False |
752,805 |
| 20 |
2,744.0 |
2,513.0 |
231.0 |
8.5% |
41.6 |
1.5% |
91% |
True |
False |
822,813 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
47.7 |
1.7% |
67% |
False |
False |
665,392 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
42.8 |
1.6% |
67% |
False |
False |
444,856 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
43.2 |
1.6% |
68% |
False |
False |
333,717 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
42.2 |
1.5% |
68% |
False |
False |
267,507 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.4 |
1.4% |
68% |
False |
False |
222,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.5 |
|
2.618 |
2,801.6 |
|
1.618 |
2,779.6 |
|
1.000 |
2,766.0 |
|
0.618 |
2,757.6 |
|
HIGH |
2,744.0 |
|
0.618 |
2,735.6 |
|
0.500 |
2,733.0 |
|
0.382 |
2,730.4 |
|
LOW |
2,722.0 |
|
0.618 |
2,708.4 |
|
1.000 |
2,700.0 |
|
1.618 |
2,686.4 |
|
2.618 |
2,664.4 |
|
4.250 |
2,628.5 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.0 |
2,723.0 |
| PP |
2,730.0 |
2,722.0 |
| S1 |
2,727.0 |
2,721.0 |
|