| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,575.5 |
6,562.0 |
-13.5 |
-0.2% |
6,508.0 |
| High |
6,612.0 |
6,616.5 |
4.5 |
0.1% |
6,612.5 |
| Low |
6,545.5 |
6,533.0 |
-12.5 |
-0.2% |
6,468.0 |
| Close |
6,565.0 |
6,573.5 |
8.5 |
0.1% |
6,586.5 |
| Range |
66.5 |
83.5 |
17.0 |
25.6% |
144.5 |
| ATR |
88.1 |
87.8 |
-0.3 |
-0.4% |
0.0 |
| Volume |
84,908 |
92,404 |
7,496 |
8.8% |
440,282 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,825.0 |
6,782.5 |
6,619.5 |
|
| R3 |
6,741.5 |
6,699.0 |
6,596.5 |
|
| R2 |
6,658.0 |
6,658.0 |
6,589.0 |
|
| R1 |
6,615.5 |
6,615.5 |
6,581.0 |
6,637.0 |
| PP |
6,574.5 |
6,574.5 |
6,574.5 |
6,585.0 |
| S1 |
6,532.0 |
6,532.0 |
6,566.0 |
6,553.0 |
| S2 |
6,491.0 |
6,491.0 |
6,558.0 |
|
| S3 |
6,407.5 |
6,448.5 |
6,550.5 |
|
| S4 |
6,324.0 |
6,365.0 |
6,527.5 |
|
|
| 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 |
6,616.5 |
6,507.0 |
109.5 |
1.7% |
69.5 |
1.1% |
61% |
True |
False |
85,620 |
| 10 |
6,616.5 |
6,468.0 |
148.5 |
2.3% |
72.5 |
1.1% |
71% |
True |
False |
83,609 |
| 20 |
6,616.5 |
6,121.0 |
495.5 |
7.5% |
86.0 |
1.3% |
91% |
True |
False |
91,004 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.1% |
94.5 |
1.4% |
93% |
True |
False |
85,244 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
80.5 |
1.2% |
72% |
False |
False |
56,998 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
69.5 |
1.1% |
72% |
False |
False |
42,767 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
58.0 |
0.9% |
72% |
False |
False |
34,221 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
49.0 |
0.7% |
72% |
False |
False |
28,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,971.5 |
|
2.618 |
6,835.0 |
|
1.618 |
6,751.5 |
|
1.000 |
6,700.0 |
|
0.618 |
6,668.0 |
|
HIGH |
6,616.5 |
|
0.618 |
6,584.5 |
|
0.500 |
6,575.0 |
|
0.382 |
6,565.0 |
|
LOW |
6,533.0 |
|
0.618 |
6,481.5 |
|
1.000 |
6,449.5 |
|
1.618 |
6,398.0 |
|
2.618 |
6,314.5 |
|
4.250 |
6,178.0 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,575.0 |
6,575.0 |
| PP |
6,574.5 |
6,574.5 |
| S1 |
6,574.0 |
6,574.0 |
|