| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,760.0 |
7.0 |
0.3% |
2,724.0 |
| High |
2,767.0 |
2,776.0 |
9.0 |
0.3% |
2,769.0 |
| Low |
2,744.0 |
2,749.0 |
5.0 |
0.2% |
2,712.0 |
| Close |
2,761.0 |
2,756.0 |
-5.0 |
-0.2% |
2,744.0 |
| Range |
23.0 |
27.0 |
4.0 |
17.4% |
57.0 |
| ATR |
40.8 |
39.8 |
-1.0 |
-2.4% |
0.0 |
| Volume |
892,113 |
847,263 |
-44,850 |
-5.0% |
3,640,413 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.3 |
2,825.7 |
2,770.9 |
|
| R3 |
2,814.3 |
2,798.7 |
2,763.4 |
|
| R2 |
2,787.3 |
2,787.3 |
2,761.0 |
|
| R1 |
2,771.7 |
2,771.7 |
2,758.5 |
2,766.0 |
| PP |
2,760.3 |
2,760.3 |
2,760.3 |
2,757.5 |
| S1 |
2,744.7 |
2,744.7 |
2,753.5 |
2,739.0 |
| S2 |
2,733.3 |
2,733.3 |
2,751.1 |
|
| S3 |
2,706.3 |
2,717.7 |
2,748.6 |
|
| S4 |
2,679.3 |
2,690.7 |
2,741.2 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,885.3 |
2,775.4 |
|
| R3 |
2,855.7 |
2,828.3 |
2,759.7 |
|
| R2 |
2,798.7 |
2,798.7 |
2,754.5 |
|
| R1 |
2,771.3 |
2,771.3 |
2,749.2 |
2,785.0 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,748.5 |
| S1 |
2,714.3 |
2,714.3 |
2,738.8 |
2,728.0 |
| S2 |
2,684.7 |
2,684.7 |
2,733.6 |
|
| S3 |
2,627.7 |
2,657.3 |
2,728.3 |
|
| S4 |
2,570.7 |
2,600.3 |
2,712.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,776.0 |
2,720.0 |
56.0 |
2.0% |
30.6 |
1.1% |
64% |
True |
False |
724,386 |
| 10 |
2,776.0 |
2,668.0 |
108.0 |
3.9% |
31.0 |
1.1% |
81% |
True |
False |
742,372 |
| 20 |
2,776.0 |
2,535.0 |
241.0 |
8.7% |
35.4 |
1.3% |
92% |
True |
False |
751,370 |
| 40 |
2,776.0 |
2,488.0 |
288.0 |
10.4% |
45.2 |
1.6% |
93% |
True |
False |
771,497 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.8% |
42.3 |
1.5% |
76% |
False |
False |
517,211 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
41.7 |
1.5% |
77% |
False |
False |
388,601 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
41.7 |
1.5% |
77% |
False |
False |
311,313 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
39.6 |
1.4% |
77% |
False |
False |
259,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.8 |
|
2.618 |
2,846.7 |
|
1.618 |
2,819.7 |
|
1.000 |
2,803.0 |
|
0.618 |
2,792.7 |
|
HIGH |
2,776.0 |
|
0.618 |
2,765.7 |
|
0.500 |
2,762.5 |
|
0.382 |
2,759.3 |
|
LOW |
2,749.0 |
|
0.618 |
2,732.3 |
|
1.000 |
2,722.0 |
|
1.618 |
2,705.3 |
|
2.618 |
2,678.3 |
|
4.250 |
2,634.3 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.5 |
2,756.0 |
| PP |
2,760.3 |
2,756.0 |
| S1 |
2,758.2 |
2,756.0 |
|