| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,523.0 |
6,513.5 |
-9.5 |
-0.1% |
6,405.0 |
| High |
6,604.0 |
6,537.0 |
-67.0 |
-1.0% |
6,604.0 |
| Low |
6,477.0 |
6,490.5 |
13.5 |
0.2% |
6,363.0 |
| Close |
6,504.5 |
6,499.0 |
-5.5 |
-0.1% |
6,499.0 |
| Range |
127.0 |
46.5 |
-80.5 |
-63.4% |
241.0 |
| ATR |
107.2 |
102.9 |
-4.3 |
-4.0% |
0.0 |
| Volume |
60,984 |
62,245 |
1,261 |
2.1% |
398,652 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,648.5 |
6,620.0 |
6,524.5 |
|
| R3 |
6,602.0 |
6,573.5 |
6,512.0 |
|
| R2 |
6,555.5 |
6,555.5 |
6,507.5 |
|
| R1 |
6,527.0 |
6,527.0 |
6,503.5 |
6,518.0 |
| PP |
6,509.0 |
6,509.0 |
6,509.0 |
6,504.0 |
| S1 |
6,480.5 |
6,480.5 |
6,494.5 |
6,471.5 |
| S2 |
6,462.5 |
6,462.5 |
6,490.5 |
|
| S3 |
6,416.0 |
6,434.0 |
6,486.0 |
|
| S4 |
6,369.5 |
6,387.5 |
6,473.5 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,211.5 |
7,096.5 |
6,631.5 |
|
| R3 |
6,970.5 |
6,855.5 |
6,565.5 |
|
| R2 |
6,729.5 |
6,729.5 |
6,543.0 |
|
| R1 |
6,614.5 |
6,614.5 |
6,521.0 |
6,672.0 |
| PP |
6,488.5 |
6,488.5 |
6,488.5 |
6,517.5 |
| S1 |
6,373.5 |
6,373.5 |
6,477.0 |
6,431.0 |
| S2 |
6,247.5 |
6,247.5 |
6,455.0 |
|
| S3 |
6,006.5 |
6,132.5 |
6,432.5 |
|
| S4 |
5,765.5 |
5,891.5 |
6,366.5 |
|
|
| 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 |
6,363.0 |
241.0 |
3.7% |
76.5 |
1.2% |
56% |
False |
False |
79,730 |
| 10 |
6,604.0 |
6,130.0 |
474.0 |
7.3% |
100.5 |
1.5% |
78% |
False |
False |
89,636 |
| 20 |
6,604.0 |
5,955.5 |
648.5 |
10.0% |
105.0 |
1.6% |
84% |
False |
False |
113,275 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
96.5 |
1.5% |
63% |
False |
False |
67,561 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
76.5 |
1.2% |
63% |
False |
False |
45,133 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
65.5 |
1.0% |
63% |
False |
False |
33,864 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
53.0 |
0.8% |
63% |
False |
False |
27,095 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
44.5 |
0.7% |
63% |
False |
False |
22,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,734.5 |
|
2.618 |
6,658.5 |
|
1.618 |
6,612.0 |
|
1.000 |
6,583.5 |
|
0.618 |
6,565.5 |
|
HIGH |
6,537.0 |
|
0.618 |
6,519.0 |
|
0.500 |
6,514.0 |
|
0.382 |
6,508.5 |
|
LOW |
6,490.5 |
|
0.618 |
6,462.0 |
|
1.000 |
6,444.0 |
|
1.618 |
6,415.5 |
|
2.618 |
6,369.0 |
|
4.250 |
6,293.0 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,514.0 |
6,514.0 |
| PP |
6,509.0 |
6,509.0 |
| S1 |
6,504.0 |
6,504.0 |
|