| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,476.0 |
6,523.0 |
47.0 |
0.7% |
6,164.5 |
| High |
6,490.0 |
6,604.0 |
114.0 |
1.8% |
6,453.0 |
| Low |
6,424.0 |
6,477.0 |
53.0 |
0.8% |
6,130.0 |
| Close |
6,447.5 |
6,504.5 |
57.0 |
0.9% |
6,346.5 |
| Range |
66.0 |
127.0 |
61.0 |
92.4% |
323.0 |
| ATR |
103.4 |
107.2 |
3.8 |
3.7% |
0.0 |
| Volume |
93,014 |
60,984 |
-32,030 |
-34.4% |
497,714 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,909.5 |
6,834.0 |
6,574.5 |
|
| R3 |
6,782.5 |
6,707.0 |
6,539.5 |
|
| R2 |
6,655.5 |
6,655.5 |
6,528.0 |
|
| R1 |
6,580.0 |
6,580.0 |
6,516.0 |
6,554.0 |
| PP |
6,528.5 |
6,528.5 |
6,528.5 |
6,515.5 |
| S1 |
6,453.0 |
6,453.0 |
6,493.0 |
6,427.0 |
| S2 |
6,401.5 |
6,401.5 |
6,481.0 |
|
| S3 |
6,274.5 |
6,326.0 |
6,469.5 |
|
| S4 |
6,147.5 |
6,199.0 |
6,434.5 |
|
|
| 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 |
6,604.0 |
6,315.5 |
288.5 |
4.4% |
95.0 |
1.5% |
66% |
True |
False |
84,949 |
| 10 |
6,604.0 |
6,130.0 |
474.0 |
7.3% |
102.5 |
1.6% |
79% |
True |
False |
93,199 |
| 20 |
6,604.0 |
5,955.5 |
648.5 |
10.0% |
106.0 |
1.6% |
85% |
True |
False |
119,734 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
96.5 |
1.5% |
64% |
False |
False |
66,014 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
76.0 |
1.2% |
64% |
False |
False |
44,098 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
65.0 |
1.0% |
64% |
False |
False |
33,086 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
52.5 |
0.8% |
64% |
False |
False |
26,473 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
44.0 |
0.7% |
64% |
False |
False |
22,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,144.0 |
|
2.618 |
6,936.5 |
|
1.618 |
6,809.5 |
|
1.000 |
6,731.0 |
|
0.618 |
6,682.5 |
|
HIGH |
6,604.0 |
|
0.618 |
6,555.5 |
|
0.500 |
6,540.5 |
|
0.382 |
6,525.5 |
|
LOW |
6,477.0 |
|
0.618 |
6,398.5 |
|
1.000 |
6,350.0 |
|
1.618 |
6,271.5 |
|
2.618 |
6,144.5 |
|
4.250 |
5,937.0 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,540.5 |
6,505.5 |
| PP |
6,528.5 |
6,505.0 |
| S1 |
6,516.5 |
6,505.0 |
|