| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,405.0 |
6,417.5 |
12.5 |
0.2% |
6,164.5 |
| High |
6,429.5 |
6,484.5 |
55.0 |
0.9% |
6,453.0 |
| Low |
6,363.0 |
6,407.0 |
44.0 |
0.7% |
6,130.0 |
| Close |
6,403.0 |
6,475.0 |
72.0 |
1.1% |
6,346.5 |
| Range |
66.5 |
77.5 |
11.0 |
16.5% |
323.0 |
| ATR |
108.2 |
106.3 |
-1.9 |
-1.8% |
0.0 |
| Volume |
91,447 |
90,962 |
-485 |
-0.5% |
497,714 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,688.0 |
6,659.0 |
6,517.5 |
|
| R3 |
6,610.5 |
6,581.5 |
6,496.5 |
|
| R2 |
6,533.0 |
6,533.0 |
6,489.0 |
|
| R1 |
6,504.0 |
6,504.0 |
6,482.0 |
6,518.5 |
| PP |
6,455.5 |
6,455.5 |
6,455.5 |
6,463.0 |
| S1 |
6,426.5 |
6,426.5 |
6,468.0 |
6,441.0 |
| S2 |
6,378.0 |
6,378.0 |
6,461.0 |
|
| S3 |
6,300.5 |
6,349.0 |
6,453.5 |
|
| S4 |
6,223.0 |
6,271.5 |
6,432.5 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,279.0 |
7,135.5 |
6,524.0 |
|
| R3 |
6,956.0 |
6,812.5 |
6,435.5 |
|
| R2 |
6,633.0 |
6,633.0 |
6,405.5 |
|
| R1 |
6,489.5 |
6,489.5 |
6,376.0 |
6,561.0 |
| PP |
6,310.0 |
6,310.0 |
6,310.0 |
6,345.5 |
| S1 |
6,166.5 |
6,166.5 |
6,317.0 |
6,238.0 |
| S2 |
5,987.0 |
5,987.0 |
6,287.5 |
|
| S3 |
5,664.0 |
5,843.5 |
6,257.5 |
|
| S4 |
5,341.0 |
5,520.5 |
6,169.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,484.5 |
6,130.0 |
354.5 |
5.5% |
118.0 |
1.8% |
97% |
True |
False |
102,337 |
| 10 |
6,484.5 |
6,040.0 |
444.5 |
6.9% |
104.0 |
1.6% |
98% |
True |
False |
97,280 |
| 20 |
6,484.5 |
5,955.5 |
529.0 |
8.2% |
108.5 |
1.7% |
98% |
True |
False |
119,286 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
94.5 |
1.5% |
60% |
False |
False |
62,198 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
74.0 |
1.1% |
60% |
False |
False |
41,532 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
62.5 |
1.0% |
60% |
False |
False |
31,161 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
50.5 |
0.8% |
60% |
False |
False |
24,934 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
42.5 |
0.7% |
60% |
False |
False |
20,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,814.0 |
|
2.618 |
6,687.5 |
|
1.618 |
6,610.0 |
|
1.000 |
6,562.0 |
|
0.618 |
6,532.5 |
|
HIGH |
6,484.5 |
|
0.618 |
6,455.0 |
|
0.500 |
6,446.0 |
|
0.382 |
6,436.5 |
|
LOW |
6,407.0 |
|
0.618 |
6,359.0 |
|
1.000 |
6,329.5 |
|
1.618 |
6,281.5 |
|
2.618 |
6,204.0 |
|
4.250 |
6,077.5 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,465.0 |
6,450.0 |
| PP |
6,455.5 |
6,425.0 |
| S1 |
6,446.0 |
6,400.0 |
|