| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,514.5 |
6,520.0 |
5.5 |
0.1% |
6,405.0 |
| High |
6,550.5 |
6,612.5 |
62.0 |
0.9% |
6,604.0 |
| Low |
6,468.0 |
6,507.0 |
39.0 |
0.6% |
6,363.0 |
| Close |
6,524.5 |
6,584.5 |
60.0 |
0.9% |
6,499.0 |
| Range |
82.5 |
105.5 |
23.0 |
27.9% |
241.0 |
| ATR |
96.1 |
96.7 |
0.7 |
0.7% |
0.0 |
| Volume |
102,984 |
81,090 |
-21,894 |
-21.3% |
398,652 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.5 |
6,840.0 |
6,642.5 |
|
| R3 |
6,779.0 |
6,734.5 |
6,613.5 |
|
| R2 |
6,673.5 |
6,673.5 |
6,604.0 |
|
| R1 |
6,629.0 |
6,629.0 |
6,594.0 |
6,651.0 |
| PP |
6,568.0 |
6,568.0 |
6,568.0 |
6,579.0 |
| S1 |
6,523.5 |
6,523.5 |
6,575.0 |
6,546.0 |
| S2 |
6,462.5 |
6,462.5 |
6,565.0 |
|
| S3 |
6,357.0 |
6,418.0 |
6,555.5 |
|
| S4 |
6,251.5 |
6,312.5 |
6,526.5 |
|
|
| 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 |
6,612.5 |
6,468.0 |
144.5 |
2.2% |
71.0 |
1.1% |
81% |
True |
False |
85,619 |
| 10 |
6,612.5 |
6,315.5 |
297.0 |
4.5% |
83.0 |
1.3% |
91% |
True |
False |
85,284 |
| 20 |
6,612.5 |
5,955.5 |
657.0 |
10.0% |
99.0 |
1.5% |
96% |
True |
False |
94,169 |
| 40 |
6,726.0 |
5,955.5 |
770.5 |
11.7% |
97.0 |
1.5% |
82% |
False |
False |
76,648 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
79.5 |
1.2% |
73% |
False |
False |
51,228 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
68.0 |
1.0% |
73% |
False |
False |
38,434 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
56.0 |
0.8% |
73% |
False |
False |
30,753 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
47.0 |
0.7% |
73% |
False |
False |
25,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,061.0 |
|
2.618 |
6,888.5 |
|
1.618 |
6,783.0 |
|
1.000 |
6,718.0 |
|
0.618 |
6,677.5 |
|
HIGH |
6,612.5 |
|
0.618 |
6,572.0 |
|
0.500 |
6,560.0 |
|
0.382 |
6,547.5 |
|
LOW |
6,507.0 |
|
0.618 |
6,442.0 |
|
1.000 |
6,401.5 |
|
1.618 |
6,336.5 |
|
2.618 |
6,231.0 |
|
4.250 |
6,058.5 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,576.0 |
6,570.0 |
| PP |
6,568.0 |
6,555.0 |
| S1 |
6,560.0 |
6,540.0 |
|