| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,735.0 |
2,724.0 |
-11.0 |
-0.4% |
2,682.0 |
| High |
2,744.0 |
2,761.0 |
17.0 |
0.6% |
2,720.0 |
| Low |
2,722.0 |
2,723.0 |
1.0 |
0.0% |
2,645.0 |
| Close |
2,724.0 |
2,751.0 |
27.0 |
1.0% |
2,717.0 |
| Range |
22.0 |
38.0 |
16.0 |
72.7% |
75.0 |
| ATR |
44.2 |
43.7 |
-0.4 |
-1.0% |
0.0 |
| Volume |
961,383 |
770,022 |
-191,361 |
-19.9% |
3,821,610 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.0 |
2,843.0 |
2,771.9 |
|
| R3 |
2,821.0 |
2,805.0 |
2,761.5 |
|
| R2 |
2,783.0 |
2,783.0 |
2,758.0 |
|
| R1 |
2,767.0 |
2,767.0 |
2,754.5 |
2,775.0 |
| PP |
2,745.0 |
2,745.0 |
2,745.0 |
2,749.0 |
| S1 |
2,729.0 |
2,729.0 |
2,747.5 |
2,737.0 |
| S2 |
2,707.0 |
2,707.0 |
2,744.0 |
|
| S3 |
2,669.0 |
2,691.0 |
2,740.6 |
|
| S4 |
2,631.0 |
2,653.0 |
2,730.1 |
|
|
| 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 |
2,761.0 |
2,668.0 |
93.0 |
3.4% |
31.4 |
1.1% |
89% |
True |
False |
760,358 |
| 10 |
2,761.0 |
2,645.0 |
116.0 |
4.2% |
32.9 |
1.2% |
91% |
True |
False |
740,047 |
| 20 |
2,761.0 |
2,533.0 |
228.0 |
8.3% |
41.4 |
1.5% |
96% |
True |
False |
803,382 |
| 40 |
2,818.0 |
2,488.0 |
330.0 |
12.0% |
47.4 |
1.7% |
80% |
False |
False |
684,623 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.9% |
43.0 |
1.6% |
74% |
False |
False |
457,689 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
42.9 |
1.6% |
75% |
False |
False |
343,340 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
42.0 |
1.5% |
75% |
False |
False |
275,204 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
39.5 |
1.4% |
75% |
False |
False |
229,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.5 |
|
2.618 |
2,860.5 |
|
1.618 |
2,822.5 |
|
1.000 |
2,799.0 |
|
0.618 |
2,784.5 |
|
HIGH |
2,761.0 |
|
0.618 |
2,746.5 |
|
0.500 |
2,742.0 |
|
0.382 |
2,737.5 |
|
LOW |
2,723.0 |
|
0.618 |
2,699.5 |
|
1.000 |
2,685.0 |
|
1.618 |
2,661.5 |
|
2.618 |
2,623.5 |
|
4.250 |
2,561.5 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,746.2 |
| PP |
2,745.0 |
2,741.3 |
| S1 |
2,742.0 |
2,736.5 |
|