| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,513.5 |
6,508.0 |
-5.5 |
-0.1% |
6,405.0 |
| High |
6,537.0 |
6,560.0 |
23.0 |
0.4% |
6,604.0 |
| Low |
6,490.5 |
6,501.0 |
10.5 |
0.2% |
6,363.0 |
| Close |
6,499.0 |
6,533.5 |
34.5 |
0.5% |
6,499.0 |
| Range |
46.5 |
59.0 |
12.5 |
26.9% |
241.0 |
| ATR |
102.9 |
99.9 |
-3.0 |
-2.9% |
0.0 |
| Volume |
62,245 |
84,240 |
21,995 |
35.3% |
398,652 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,708.5 |
6,680.0 |
6,566.0 |
|
| R3 |
6,649.5 |
6,621.0 |
6,549.5 |
|
| R2 |
6,590.5 |
6,590.5 |
6,544.5 |
|
| R1 |
6,562.0 |
6,562.0 |
6,539.0 |
6,576.0 |
| PP |
6,531.5 |
6,531.5 |
6,531.5 |
6,538.5 |
| S1 |
6,503.0 |
6,503.0 |
6,528.0 |
6,517.0 |
| S2 |
6,472.5 |
6,472.5 |
6,522.5 |
|
| S3 |
6,413.5 |
6,444.0 |
6,517.5 |
|
| S4 |
6,354.5 |
6,385.0 |
6,501.0 |
|
|
| 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 |
6,407.0 |
197.0 |
3.0% |
75.0 |
1.2% |
64% |
False |
False |
78,289 |
| 10 |
6,604.0 |
6,130.0 |
474.0 |
7.3% |
95.0 |
1.5% |
85% |
False |
False |
90,349 |
| 20 |
6,604.0 |
5,955.5 |
648.5 |
9.9% |
104.0 |
1.6% |
89% |
False |
False |
103,072 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
96.0 |
1.5% |
67% |
False |
False |
69,646 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
77.5 |
1.2% |
67% |
False |
False |
46,536 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
65.5 |
1.0% |
67% |
False |
False |
34,917 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
53.5 |
0.8% |
67% |
False |
False |
27,938 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
45.0 |
0.7% |
67% |
False |
False |
23,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.0 |
|
2.618 |
6,714.5 |
|
1.618 |
6,655.5 |
|
1.000 |
6,619.0 |
|
0.618 |
6,596.5 |
|
HIGH |
6,560.0 |
|
0.618 |
6,537.5 |
|
0.500 |
6,530.5 |
|
0.382 |
6,523.5 |
|
LOW |
6,501.0 |
|
0.618 |
6,464.5 |
|
1.000 |
6,442.0 |
|
1.618 |
6,405.5 |
|
2.618 |
6,346.5 |
|
4.250 |
6,250.0 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,532.5 |
6,540.5 |
| PP |
6,531.5 |
6,538.0 |
| S1 |
6,530.5 |
6,536.0 |
|