| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,294.5 |
8,362.0 |
67.5 |
0.8% |
8,234.0 |
| High |
8,341.5 |
8,380.5 |
39.0 |
0.5% |
8,341.5 |
| Low |
8,287.5 |
8,311.5 |
24.0 |
0.3% |
8,140.0 |
| Close |
8,336.5 |
8,331.5 |
-5.0 |
-0.1% |
8,336.5 |
| Range |
54.0 |
69.0 |
15.0 |
27.8% |
201.5 |
| ATR |
130.8 |
126.4 |
-4.4 |
-3.4% |
0.0 |
| Volume |
72,809 |
70,795 |
-2,014 |
-2.8% |
420,935 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,548.2 |
8,508.8 |
8,369.5 |
|
| R3 |
8,479.2 |
8,439.8 |
8,350.5 |
|
| R2 |
8,410.2 |
8,410.2 |
8,344.2 |
|
| R1 |
8,370.8 |
8,370.8 |
8,337.8 |
8,356.0 |
| PP |
8,341.2 |
8,341.2 |
8,341.2 |
8,333.8 |
| S1 |
8,301.8 |
8,301.8 |
8,325.2 |
8,287.0 |
| S2 |
8,272.2 |
8,272.2 |
8,318.9 |
|
| S3 |
8,203.2 |
8,232.8 |
8,312.5 |
|
| S4 |
8,134.2 |
8,163.8 |
8,293.6 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,877.2 |
8,808.3 |
8,447.3 |
|
| R3 |
8,675.7 |
8,606.8 |
8,391.9 |
|
| R2 |
8,474.2 |
8,474.2 |
8,373.4 |
|
| R1 |
8,405.3 |
8,405.3 |
8,355.0 |
8,439.8 |
| PP |
8,272.7 |
8,272.7 |
8,272.7 |
8,289.9 |
| S1 |
8,203.8 |
8,203.8 |
8,318.0 |
8,238.3 |
| S2 |
8,071.2 |
8,071.2 |
8,299.6 |
|
| S3 |
7,869.7 |
8,002.3 |
8,281.1 |
|
| S4 |
7,668.2 |
7,800.8 |
8,225.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,380.5 |
8,140.0 |
240.5 |
2.9% |
91.9 |
1.1% |
80% |
True |
False |
83,602 |
| 10 |
8,380.5 |
7,996.5 |
384.0 |
4.6% |
85.4 |
1.0% |
87% |
True |
False |
81,655 |
| 20 |
8,380.5 |
7,660.0 |
720.5 |
8.6% |
120.0 |
1.4% |
93% |
True |
False |
95,994 |
| 40 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
131.3 |
1.6% |
77% |
False |
False |
64,395 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
118.3 |
1.4% |
74% |
False |
False |
43,060 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
120.0 |
1.4% |
79% |
False |
False |
32,377 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
113.7 |
1.4% |
79% |
False |
False |
26,249 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
109.9 |
1.3% |
79% |
False |
False |
21,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,673.8 |
|
2.618 |
8,561.1 |
|
1.618 |
8,492.1 |
|
1.000 |
8,449.5 |
|
0.618 |
8,423.1 |
|
HIGH |
8,380.5 |
|
0.618 |
8,354.1 |
|
0.500 |
8,346.0 |
|
0.382 |
8,337.9 |
|
LOW |
8,311.5 |
|
0.618 |
8,268.9 |
|
1.000 |
8,242.5 |
|
1.618 |
8,199.9 |
|
2.618 |
8,130.9 |
|
4.250 |
8,018.3 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,346.0 |
8,321.1 |
| PP |
8,341.2 |
8,310.7 |
| S1 |
8,336.3 |
8,300.3 |
|