| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,520.0 |
6,580.0 |
60.0 |
0.9% |
6,508.0 |
| High |
6,612.5 |
6,590.0 |
-22.5 |
-0.3% |
6,612.5 |
| Low |
6,507.0 |
6,544.0 |
37.0 |
0.6% |
6,468.0 |
| Close |
6,584.5 |
6,586.5 |
2.0 |
0.0% |
6,586.5 |
| Range |
105.5 |
46.0 |
-59.5 |
-56.4% |
144.5 |
| ATR |
96.7 |
93.1 |
-3.6 |
-3.7% |
0.0 |
| Volume |
81,090 |
74,432 |
-6,658 |
-8.2% |
440,282 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,711.5 |
6,695.0 |
6,612.0 |
|
| R3 |
6,665.5 |
6,649.0 |
6,599.0 |
|
| R2 |
6,619.5 |
6,619.5 |
6,595.0 |
|
| R1 |
6,603.0 |
6,603.0 |
6,590.5 |
6,611.0 |
| PP |
6,573.5 |
6,573.5 |
6,573.5 |
6,577.5 |
| S1 |
6,557.0 |
6,557.0 |
6,582.5 |
6,565.0 |
| S2 |
6,527.5 |
6,527.5 |
6,578.0 |
|
| S3 |
6,481.5 |
6,511.0 |
6,574.0 |
|
| S4 |
6,435.5 |
6,465.0 |
6,561.0 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,989.0 |
6,932.5 |
6,666.0 |
|
| R3 |
6,844.5 |
6,788.0 |
6,626.0 |
|
| R2 |
6,700.0 |
6,700.0 |
6,613.0 |
|
| R1 |
6,643.5 |
6,643.5 |
6,599.5 |
6,672.0 |
| PP |
6,555.5 |
6,555.5 |
6,555.5 |
6,570.0 |
| S1 |
6,499.0 |
6,499.0 |
6,573.5 |
6,527.0 |
| S2 |
6,411.0 |
6,411.0 |
6,560.0 |
|
| S3 |
6,266.5 |
6,354.5 |
6,547.0 |
|
| S4 |
6,122.0 |
6,210.0 |
6,507.0 |
|
|
| 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% |
82% |
False |
False |
88,056 |
| 10 |
6,612.5 |
6,363.0 |
249.5 |
3.8% |
74.0 |
1.1% |
90% |
False |
False |
83,893 |
| 20 |
6,612.5 |
5,955.5 |
657.0 |
10.0% |
94.0 |
1.4% |
96% |
False |
False |
91,271 |
| 40 |
6,726.0 |
5,955.5 |
770.5 |
11.7% |
95.5 |
1.5% |
82% |
False |
False |
78,477 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
79.5 |
1.2% |
73% |
False |
False |
52,465 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
68.5 |
1.0% |
73% |
False |
False |
39,364 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
56.5 |
0.9% |
73% |
False |
False |
31,497 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
47.5 |
0.7% |
73% |
False |
False |
26,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,785.5 |
|
2.618 |
6,710.5 |
|
1.618 |
6,664.5 |
|
1.000 |
6,636.0 |
|
0.618 |
6,618.5 |
|
HIGH |
6,590.0 |
|
0.618 |
6,572.5 |
|
0.500 |
6,567.0 |
|
0.382 |
6,561.5 |
|
LOW |
6,544.0 |
|
0.618 |
6,515.5 |
|
1.000 |
6,498.0 |
|
1.618 |
6,469.5 |
|
2.618 |
6,423.5 |
|
4.250 |
6,348.5 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,580.0 |
6,571.0 |
| PP |
6,573.5 |
6,555.5 |
| S1 |
6,567.0 |
6,540.0 |
|