| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,240.0 |
8,211.5 |
-28.5 |
-0.3% |
7,869.5 |
| High |
8,262.5 |
8,272.0 |
9.5 |
0.1% |
8,245.0 |
| Low |
8,179.0 |
8,140.0 |
-39.0 |
-0.5% |
7,846.5 |
| Close |
8,210.0 |
8,251.5 |
41.5 |
0.5% |
8,206.5 |
| Range |
83.5 |
132.0 |
48.5 |
58.1% |
398.5 |
| ATR |
138.3 |
137.9 |
-0.5 |
-0.3% |
0.0 |
| Volume |
99,949 |
90,438 |
-9,511 |
-9.5% |
421,219 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,617.2 |
8,566.3 |
8,324.1 |
|
| R3 |
8,485.2 |
8,434.3 |
8,287.8 |
|
| R2 |
8,353.2 |
8,353.2 |
8,275.7 |
|
| R1 |
8,302.3 |
8,302.3 |
8,263.6 |
8,327.8 |
| PP |
8,221.2 |
8,221.2 |
8,221.2 |
8,233.9 |
| S1 |
8,170.3 |
8,170.3 |
8,239.4 |
8,195.8 |
| S2 |
8,089.2 |
8,089.2 |
8,227.3 |
|
| S3 |
7,957.2 |
8,038.3 |
8,215.2 |
|
| S4 |
7,825.2 |
7,906.3 |
8,178.9 |
|
|
| 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 |
8,131.0 |
142.5 |
1.7% |
84.3 |
1.0% |
85% |
False |
False |
81,816 |
| 10 |
8,273.5 |
7,735.0 |
538.5 |
6.5% |
115.7 |
1.4% |
96% |
False |
False |
87,480 |
| 20 |
8,291.0 |
7,660.0 |
631.0 |
7.6% |
136.2 |
1.7% |
94% |
False |
False |
105,578 |
| 40 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
134.6 |
1.6% |
65% |
False |
False |
58,732 |
| 60 |
8,568.0 |
7,461.5 |
1,106.5 |
13.4% |
121.7 |
1.5% |
71% |
False |
False |
39,302 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
120.6 |
1.5% |
72% |
False |
False |
29,540 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.8 |
1.4% |
72% |
False |
False |
23,980 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
109.7 |
1.3% |
72% |
False |
False |
19,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,833.0 |
|
2.618 |
8,617.6 |
|
1.618 |
8,485.6 |
|
1.000 |
8,404.0 |
|
0.618 |
8,353.6 |
|
HIGH |
8,272.0 |
|
0.618 |
8,221.6 |
|
0.500 |
8,206.0 |
|
0.382 |
8,190.4 |
|
LOW |
8,140.0 |
|
0.618 |
8,058.4 |
|
1.000 |
8,008.0 |
|
1.618 |
7,926.4 |
|
2.618 |
7,794.4 |
|
4.250 |
7,579.0 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,236.3 |
8,236.6 |
| PP |
8,221.2 |
8,221.7 |
| S1 |
8,206.0 |
8,206.8 |
|