| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,181.5 |
8,234.0 |
52.5 |
0.6% |
7,869.5 |
| High |
8,245.0 |
8,273.5 |
28.5 |
0.3% |
8,245.0 |
| Low |
8,176.5 |
8,213.0 |
36.5 |
0.4% |
7,846.5 |
| Close |
8,206.5 |
8,228.5 |
22.0 |
0.3% |
8,206.5 |
| Range |
68.5 |
60.5 |
-8.0 |
-11.7% |
398.5 |
| ATR |
148.4 |
142.6 |
-5.8 |
-3.9% |
0.0 |
| Volume |
63,265 |
73,718 |
10,453 |
16.5% |
421,219 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,419.8 |
8,384.7 |
8,261.8 |
|
| R3 |
8,359.3 |
8,324.2 |
8,245.1 |
|
| R2 |
8,298.8 |
8,298.8 |
8,239.6 |
|
| R1 |
8,263.7 |
8,263.7 |
8,234.0 |
8,251.0 |
| PP |
8,238.3 |
8,238.3 |
8,238.3 |
8,232.0 |
| S1 |
8,203.2 |
8,203.2 |
8,223.0 |
8,190.5 |
| S2 |
8,177.8 |
8,177.8 |
8,217.4 |
|
| S3 |
8,117.3 |
8,142.7 |
8,211.9 |
|
| S4 |
8,056.8 |
8,082.2 |
8,195.2 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,294.8 |
9,149.2 |
8,425.7 |
|
| R3 |
8,896.3 |
8,750.7 |
8,316.1 |
|
| R2 |
8,497.8 |
8,497.8 |
8,279.6 |
|
| R1 |
8,352.2 |
8,352.2 |
8,243.0 |
8,425.0 |
| PP |
8,099.3 |
8,099.3 |
8,099.3 |
8,135.8 |
| S1 |
7,953.7 |
7,953.7 |
8,170.0 |
8,026.5 |
| S2 |
7,700.8 |
7,700.8 |
8,133.4 |
|
| S3 |
7,302.3 |
7,555.2 |
8,096.9 |
|
| S4 |
6,903.8 |
7,156.7 |
7,987.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,273.5 |
7,996.5 |
277.0 |
3.4% |
78.9 |
1.0% |
84% |
True |
False |
79,709 |
| 10 |
8,273.5 |
7,735.0 |
538.5 |
6.5% |
122.6 |
1.5% |
92% |
True |
False |
91,968 |
| 20 |
8,291.0 |
7,660.0 |
631.0 |
7.7% |
135.1 |
1.6% |
90% |
False |
False |
102,150 |
| 40 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
132.8 |
1.6% |
63% |
False |
False |
53,987 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
121.2 |
1.5% |
70% |
False |
False |
36,139 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
119.8 |
1.5% |
70% |
False |
False |
27,168 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.5 |
1.4% |
70% |
False |
False |
22,078 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
108.8 |
1.3% |
70% |
False |
False |
18,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,530.6 |
|
2.618 |
8,431.9 |
|
1.618 |
8,371.4 |
|
1.000 |
8,334.0 |
|
0.618 |
8,310.9 |
|
HIGH |
8,273.5 |
|
0.618 |
8,250.4 |
|
0.500 |
8,243.3 |
|
0.382 |
8,236.1 |
|
LOW |
8,213.0 |
|
0.618 |
8,175.6 |
|
1.000 |
8,152.5 |
|
1.618 |
8,115.1 |
|
2.618 |
8,054.6 |
|
4.250 |
7,955.9 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,243.3 |
8,219.8 |
| PP |
8,238.3 |
8,211.0 |
| S1 |
8,233.4 |
8,202.3 |
|