| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,562.0 |
6,574.0 |
12.0 |
0.2% |
6,508.0 |
| High |
6,616.5 |
6,581.0 |
-35.5 |
-0.5% |
6,612.5 |
| Low |
6,533.0 |
6,491.0 |
-42.0 |
-0.6% |
6,468.0 |
| Close |
6,573.5 |
6,539.0 |
-34.5 |
-0.5% |
6,586.5 |
| Range |
83.5 |
90.0 |
6.5 |
7.8% |
144.5 |
| ATR |
87.8 |
88.0 |
0.2 |
0.2% |
0.0 |
| Volume |
92,404 |
65,917 |
-26,487 |
-28.7% |
440,282 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,807.0 |
6,763.0 |
6,588.5 |
|
| R3 |
6,717.0 |
6,673.0 |
6,564.0 |
|
| R2 |
6,627.0 |
6,627.0 |
6,555.5 |
|
| R1 |
6,583.0 |
6,583.0 |
6,547.0 |
6,560.0 |
| PP |
6,537.0 |
6,537.0 |
6,537.0 |
6,525.5 |
| S1 |
6,493.0 |
6,493.0 |
6,531.0 |
6,470.0 |
| S2 |
6,447.0 |
6,447.0 |
6,522.5 |
|
| S3 |
6,357.0 |
6,403.0 |
6,514.0 |
|
| S4 |
6,267.0 |
6,313.0 |
6,489.5 |
|
|
| 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 |
6,491.0 |
125.5 |
1.9% |
66.5 |
1.0% |
38% |
False |
True |
82,586 |
| 10 |
6,616.5 |
6,468.0 |
148.5 |
2.3% |
68.5 |
1.1% |
48% |
False |
False |
84,102 |
| 20 |
6,616.5 |
6,130.0 |
486.5 |
7.4% |
85.5 |
1.3% |
84% |
False |
False |
88,650 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.1% |
95.5 |
1.5% |
88% |
False |
False |
86,886 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
82.0 |
1.3% |
68% |
False |
False |
58,087 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
70.0 |
1.1% |
68% |
False |
False |
43,591 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
59.0 |
0.9% |
68% |
False |
False |
34,879 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
49.5 |
0.8% |
68% |
False |
False |
29,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,963.5 |
|
2.618 |
6,816.5 |
|
1.618 |
6,726.5 |
|
1.000 |
6,671.0 |
|
0.618 |
6,636.5 |
|
HIGH |
6,581.0 |
|
0.618 |
6,546.5 |
|
0.500 |
6,536.0 |
|
0.382 |
6,525.5 |
|
LOW |
6,491.0 |
|
0.618 |
6,435.5 |
|
1.000 |
6,401.0 |
|
1.618 |
6,345.5 |
|
2.618 |
6,255.5 |
|
4.250 |
6,108.5 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,538.0 |
6,554.0 |
| PP |
6,537.0 |
6,549.0 |
| S1 |
6,536.0 |
6,544.0 |
|