| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,580.0 |
6,590.5 |
10.5 |
0.2% |
6,508.0 |
| High |
6,590.0 |
6,606.5 |
16.5 |
0.3% |
6,612.5 |
| Low |
6,544.0 |
6,560.0 |
16.0 |
0.2% |
6,468.0 |
| Close |
6,586.5 |
6,577.0 |
-9.5 |
-0.1% |
6,586.5 |
| Range |
46.0 |
46.5 |
0.5 |
1.1% |
144.5 |
| ATR |
93.1 |
89.8 |
-3.3 |
-3.6% |
0.0 |
| Volume |
74,432 |
95,269 |
20,837 |
28.0% |
440,282 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,720.5 |
6,695.5 |
6,602.5 |
|
| R3 |
6,674.0 |
6,649.0 |
6,590.0 |
|
| R2 |
6,627.5 |
6,627.5 |
6,585.5 |
|
| R1 |
6,602.5 |
6,602.5 |
6,581.5 |
6,592.0 |
| PP |
6,581.0 |
6,581.0 |
6,581.0 |
6,576.0 |
| S1 |
6,556.0 |
6,556.0 |
6,572.5 |
6,545.0 |
| S2 |
6,534.5 |
6,534.5 |
6,568.5 |
|
| S3 |
6,488.0 |
6,509.5 |
6,564.0 |
|
| S4 |
6,441.5 |
6,463.0 |
6,551.5 |
|
|
| 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% |
68.5 |
1.0% |
75% |
False |
False |
90,262 |
| 10 |
6,612.5 |
6,407.0 |
205.5 |
3.1% |
72.0 |
1.1% |
83% |
False |
False |
84,275 |
| 20 |
6,612.5 |
5,955.5 |
657.0 |
10.0% |
90.5 |
1.4% |
95% |
False |
False |
90,916 |
| 40 |
6,726.0 |
5,955.5 |
770.5 |
11.7% |
95.5 |
1.4% |
81% |
False |
False |
80,832 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
80.0 |
1.2% |
72% |
False |
False |
54,053 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
68.5 |
1.0% |
72% |
False |
False |
40,555 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
57.0 |
0.9% |
72% |
False |
False |
32,449 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
47.5 |
0.7% |
72% |
False |
False |
27,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,804.0 |
|
2.618 |
6,728.0 |
|
1.618 |
6,681.5 |
|
1.000 |
6,653.0 |
|
0.618 |
6,635.0 |
|
HIGH |
6,606.5 |
|
0.618 |
6,588.5 |
|
0.500 |
6,583.0 |
|
0.382 |
6,578.0 |
|
LOW |
6,560.0 |
|
0.618 |
6,531.5 |
|
1.000 |
6,513.5 |
|
1.618 |
6,485.0 |
|
2.618 |
6,438.5 |
|
4.250 |
6,362.5 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,583.0 |
6,571.0 |
| PP |
6,581.0 |
6,565.5 |
| S1 |
6,579.0 |
6,560.0 |
|