| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,538.0 |
6,514.5 |
-23.5 |
-0.4% |
6,405.0 |
| High |
6,561.0 |
6,550.5 |
-10.5 |
-0.2% |
6,604.0 |
| Low |
6,500.0 |
6,468.0 |
-32.0 |
-0.5% |
6,363.0 |
| Close |
6,518.0 |
6,524.5 |
6.5 |
0.1% |
6,499.0 |
| Range |
61.0 |
82.5 |
21.5 |
35.2% |
241.0 |
| ATR |
97.1 |
96.1 |
-1.0 |
-1.1% |
0.0 |
| Volume |
97,536 |
102,984 |
5,448 |
5.6% |
398,652 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.0 |
6,725.5 |
6,570.0 |
|
| R3 |
6,679.5 |
6,643.0 |
6,547.0 |
|
| R2 |
6,597.0 |
6,597.0 |
6,539.5 |
|
| R1 |
6,560.5 |
6,560.5 |
6,532.0 |
6,579.0 |
| PP |
6,514.5 |
6,514.5 |
6,514.5 |
6,523.5 |
| S1 |
6,478.0 |
6,478.0 |
6,517.0 |
6,496.0 |
| S2 |
6,432.0 |
6,432.0 |
6,509.5 |
|
| S3 |
6,349.5 |
6,395.5 |
6,502.0 |
|
| S4 |
6,267.0 |
6,313.0 |
6,479.0 |
|
|
| 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 |
6,468.0 |
136.0 |
2.1% |
75.0 |
1.2% |
42% |
False |
True |
81,597 |
| 10 |
6,604.0 |
6,184.0 |
420.0 |
6.4% |
92.5 |
1.4% |
81% |
False |
False |
91,697 |
| 20 |
6,604.0 |
5,955.5 |
648.5 |
9.9% |
103.0 |
1.6% |
88% |
False |
False |
98,269 |
| 40 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
97.0 |
1.5% |
66% |
False |
False |
74,630 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
78.0 |
1.2% |
66% |
False |
False |
49,877 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
67.0 |
1.0% |
66% |
False |
False |
37,421 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
55.0 |
0.8% |
66% |
False |
False |
29,942 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
46.0 |
0.7% |
66% |
False |
False |
24,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,901.0 |
|
2.618 |
6,766.5 |
|
1.618 |
6,684.0 |
|
1.000 |
6,633.0 |
|
0.618 |
6,601.5 |
|
HIGH |
6,550.5 |
|
0.618 |
6,519.0 |
|
0.500 |
6,509.0 |
|
0.382 |
6,499.5 |
|
LOW |
6,468.0 |
|
0.618 |
6,417.0 |
|
1.000 |
6,385.5 |
|
1.618 |
6,334.5 |
|
2.618 |
6,252.0 |
|
4.250 |
6,117.5 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,519.5 |
6,521.0 |
| PP |
6,514.5 |
6,518.0 |
| S1 |
6,509.0 |
6,514.5 |
|