| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,234.0 |
8,240.0 |
6.0 |
0.1% |
7,869.5 |
| High |
8,273.5 |
8,262.5 |
-11.0 |
-0.1% |
8,245.0 |
| Low |
8,213.0 |
8,179.0 |
-34.0 |
-0.4% |
7,846.5 |
| Close |
8,228.5 |
8,210.0 |
-18.5 |
-0.2% |
8,206.5 |
| Range |
60.5 |
83.5 |
23.0 |
38.0% |
398.5 |
| ATR |
142.6 |
138.3 |
-4.2 |
-3.0% |
0.0 |
| Volume |
73,718 |
99,949 |
26,231 |
35.6% |
421,219 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,467.7 |
8,422.3 |
8,255.9 |
|
| R3 |
8,384.2 |
8,338.8 |
8,233.0 |
|
| R2 |
8,300.7 |
8,300.7 |
8,225.3 |
|
| R1 |
8,255.3 |
8,255.3 |
8,217.7 |
8,236.3 |
| PP |
8,217.2 |
8,217.2 |
8,217.2 |
8,207.6 |
| S1 |
8,171.8 |
8,171.8 |
8,202.3 |
8,152.8 |
| S2 |
8,133.7 |
8,133.7 |
8,194.7 |
|
| S3 |
8,050.2 |
8,088.3 |
8,187.0 |
|
| S4 |
7,966.7 |
8,004.8 |
8,164.1 |
|
|
| 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% |
78.5 |
1.0% |
77% |
False |
False |
82,493 |
| 10 |
8,273.5 |
7,735.0 |
538.5 |
6.6% |
117.4 |
1.4% |
88% |
False |
False |
90,617 |
| 20 |
8,291.0 |
7,660.0 |
631.0 |
7.7% |
133.1 |
1.6% |
87% |
False |
False |
104,615 |
| 40 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
133.6 |
1.6% |
61% |
False |
False |
56,482 |
| 60 |
8,568.0 |
7,460.0 |
1,108.0 |
13.5% |
120.9 |
1.5% |
68% |
False |
False |
37,798 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
120.3 |
1.5% |
68% |
False |
False |
28,412 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
114.7 |
1.4% |
68% |
False |
False |
23,077 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
109.3 |
1.3% |
68% |
False |
False |
19,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,617.4 |
|
2.618 |
8,481.1 |
|
1.618 |
8,397.6 |
|
1.000 |
8,346.0 |
|
0.618 |
8,314.1 |
|
HIGH |
8,262.5 |
|
0.618 |
8,230.6 |
|
0.500 |
8,220.8 |
|
0.382 |
8,210.9 |
|
LOW |
8,179.0 |
|
0.618 |
8,127.4 |
|
1.000 |
8,095.5 |
|
1.618 |
8,043.9 |
|
2.618 |
7,960.4 |
|
4.250 |
7,824.1 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,220.8 |
8,225.0 |
| PP |
8,217.2 |
8,220.0 |
| S1 |
8,213.6 |
8,215.0 |
|