| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.0 |
2,754.0 |
30.0 |
1.1% |
2,682.0 |
| High |
2,761.0 |
2,759.0 |
-2.0 |
-0.1% |
2,720.0 |
| Low |
2,723.0 |
2,720.0 |
-3.0 |
-0.1% |
2,645.0 |
| Close |
2,751.0 |
2,740.0 |
-11.0 |
-0.4% |
2,717.0 |
| Range |
38.0 |
39.0 |
1.0 |
2.6% |
75.0 |
| ATR |
43.7 |
43.4 |
-0.3 |
-0.8% |
0.0 |
| Volume |
770,022 |
745,775 |
-24,247 |
-3.1% |
3,821,610 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.7 |
2,837.3 |
2,761.5 |
|
| R3 |
2,817.7 |
2,798.3 |
2,750.7 |
|
| R2 |
2,778.7 |
2,778.7 |
2,747.2 |
|
| R1 |
2,759.3 |
2,759.3 |
2,743.6 |
2,749.5 |
| PP |
2,739.7 |
2,739.7 |
2,739.7 |
2,734.8 |
| S1 |
2,720.3 |
2,720.3 |
2,736.4 |
2,710.5 |
| S2 |
2,700.7 |
2,700.7 |
2,732.9 |
|
| S3 |
2,661.7 |
2,681.3 |
2,729.3 |
|
| S4 |
2,622.7 |
2,642.3 |
2,718.6 |
|
|
| 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 |
2,698.0 |
63.0 |
2.3% |
28.8 |
1.1% |
67% |
False |
False |
742,292 |
| 10 |
2,761.0 |
2,645.0 |
116.0 |
4.2% |
33.2 |
1.2% |
82% |
False |
False |
746,833 |
| 20 |
2,761.0 |
2,535.0 |
226.0 |
8.2% |
39.7 |
1.4% |
91% |
False |
False |
792,379 |
| 40 |
2,805.0 |
2,488.0 |
317.0 |
11.6% |
47.3 |
1.7% |
79% |
False |
False |
703,124 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.9% |
43.0 |
1.6% |
71% |
False |
False |
469,552 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
42.9 |
1.6% |
72% |
False |
False |
352,659 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
42.1 |
1.5% |
72% |
False |
False |
282,657 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
39.7 |
1.4% |
72% |
False |
False |
235,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.8 |
|
2.618 |
2,861.1 |
|
1.618 |
2,822.1 |
|
1.000 |
2,798.0 |
|
0.618 |
2,783.1 |
|
HIGH |
2,759.0 |
|
0.618 |
2,744.1 |
|
0.500 |
2,739.5 |
|
0.382 |
2,734.9 |
|
LOW |
2,720.0 |
|
0.618 |
2,695.9 |
|
1.000 |
2,681.0 |
|
1.618 |
2,656.9 |
|
2.618 |
2,617.9 |
|
4.250 |
2,554.3 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.8 |
2,740.5 |
| PP |
2,739.7 |
2,740.3 |
| S1 |
2,739.5 |
2,740.2 |
|