| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,590.5 |
6,575.5 |
-15.0 |
-0.2% |
6,508.0 |
| High |
6,606.5 |
6,612.0 |
5.5 |
0.1% |
6,612.5 |
| Low |
6,560.0 |
6,545.5 |
-14.5 |
-0.2% |
6,468.0 |
| Close |
6,577.0 |
6,565.0 |
-12.0 |
-0.2% |
6,586.5 |
| Range |
46.5 |
66.5 |
20.0 |
43.0% |
144.5 |
| ATR |
89.8 |
88.1 |
-1.7 |
-1.9% |
0.0 |
| Volume |
95,269 |
84,908 |
-10,361 |
-10.9% |
440,282 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,773.5 |
6,736.0 |
6,601.5 |
|
| R3 |
6,707.0 |
6,669.5 |
6,583.5 |
|
| R2 |
6,640.5 |
6,640.5 |
6,577.0 |
|
| R1 |
6,603.0 |
6,603.0 |
6,571.0 |
6,588.5 |
| PP |
6,574.0 |
6,574.0 |
6,574.0 |
6,567.0 |
| S1 |
6,536.5 |
6,536.5 |
6,559.0 |
6,522.0 |
| S2 |
6,507.5 |
6,507.5 |
6,553.0 |
|
| S3 |
6,441.0 |
6,470.0 |
6,546.5 |
|
| S4 |
6,374.5 |
6,403.5 |
6,528.5 |
|
|
| 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% |
69.5 |
1.1% |
67% |
False |
False |
87,736 |
| 10 |
6,612.5 |
6,424.0 |
188.5 |
2.9% |
70.5 |
1.1% |
75% |
False |
False |
83,670 |
| 20 |
6,612.5 |
6,040.0 |
572.5 |
8.7% |
87.0 |
1.3% |
92% |
False |
False |
90,475 |
| 40 |
6,668.5 |
5,955.5 |
713.0 |
10.9% |
95.0 |
1.4% |
85% |
False |
False |
82,936 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
80.0 |
1.2% |
71% |
False |
False |
55,468 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
68.5 |
1.0% |
71% |
False |
False |
41,613 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
57.5 |
0.9% |
71% |
False |
False |
33,298 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
48.0 |
0.7% |
71% |
False |
False |
27,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,894.5 |
|
2.618 |
6,786.0 |
|
1.618 |
6,719.5 |
|
1.000 |
6,678.5 |
|
0.618 |
6,653.0 |
|
HIGH |
6,612.0 |
|
0.618 |
6,586.5 |
|
0.500 |
6,579.0 |
|
0.382 |
6,571.0 |
|
LOW |
6,545.5 |
|
0.618 |
6,504.5 |
|
1.000 |
6,479.0 |
|
1.618 |
6,438.0 |
|
2.618 |
6,371.5 |
|
4.250 |
6,263.0 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,579.0 |
6,578.0 |
| PP |
6,574.0 |
6,573.5 |
| S1 |
6,569.5 |
6,569.5 |
|