| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,508.0 |
6,538.0 |
30.0 |
0.5% |
6,405.0 |
| High |
6,560.0 |
6,561.0 |
1.0 |
0.0% |
6,604.0 |
| Low |
6,501.0 |
6,500.0 |
-1.0 |
0.0% |
6,363.0 |
| Close |
6,533.5 |
6,518.0 |
-15.5 |
-0.2% |
6,499.0 |
| Range |
59.0 |
61.0 |
2.0 |
3.4% |
241.0 |
| ATR |
99.9 |
97.1 |
-2.8 |
-2.8% |
0.0 |
| Volume |
84,240 |
97,536 |
13,296 |
15.8% |
398,652 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,709.5 |
6,674.5 |
6,551.5 |
|
| R3 |
6,648.5 |
6,613.5 |
6,535.0 |
|
| R2 |
6,587.5 |
6,587.5 |
6,529.0 |
|
| R1 |
6,552.5 |
6,552.5 |
6,523.5 |
6,539.5 |
| PP |
6,526.5 |
6,526.5 |
6,526.5 |
6,520.0 |
| S1 |
6,491.5 |
6,491.5 |
6,512.5 |
6,478.5 |
| S2 |
6,465.5 |
6,465.5 |
6,507.0 |
|
| S3 |
6,404.5 |
6,430.5 |
6,501.0 |
|
| S4 |
6,343.5 |
6,369.5 |
6,484.5 |
|
|
| 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 |
6,424.0 |
180.0 |
2.8% |
72.0 |
1.1% |
52% |
False |
False |
79,603 |
| 10 |
6,604.0 |
6,130.0 |
474.0 |
7.3% |
95.0 |
1.5% |
82% |
False |
False |
90,970 |
| 20 |
6,604.0 |
5,955.5 |
648.5 |
9.9% |
103.0 |
1.6% |
87% |
False |
False |
99,835 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
96.5 |
1.5% |
65% |
False |
False |
72,057 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
77.5 |
1.2% |
65% |
False |
False |
48,161 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
66.0 |
1.0% |
65% |
False |
False |
36,136 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
54.0 |
0.8% |
65% |
False |
False |
28,913 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
45.5 |
0.7% |
65% |
False |
False |
24,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,820.0 |
|
2.618 |
6,720.5 |
|
1.618 |
6,659.5 |
|
1.000 |
6,622.0 |
|
0.618 |
6,598.5 |
|
HIGH |
6,561.0 |
|
0.618 |
6,537.5 |
|
0.500 |
6,530.5 |
|
0.382 |
6,523.5 |
|
LOW |
6,500.0 |
|
0.618 |
6,462.5 |
|
1.000 |
6,439.0 |
|
1.618 |
6,401.5 |
|
2.618 |
6,340.5 |
|
4.250 |
6,241.0 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.5 |
6,526.0 |
| PP |
6,526.5 |
6,523.0 |
| S1 |
6,522.0 |
6,520.5 |
|