| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,574.0 |
6,561.5 |
-12.5 |
-0.2% |
6,590.5 |
| High |
6,581.0 |
6,584.0 |
3.0 |
0.0% |
6,616.5 |
| Low |
6,491.0 |
6,485.5 |
-5.5 |
-0.1% |
6,485.5 |
| Close |
6,539.0 |
6,507.5 |
-31.5 |
-0.5% |
6,507.5 |
| Range |
90.0 |
98.5 |
8.5 |
9.4% |
131.0 |
| ATR |
88.0 |
88.7 |
0.8 |
0.9% |
0.0 |
| Volume |
65,917 |
60,410 |
-5,507 |
-8.4% |
398,908 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,821.0 |
6,763.0 |
6,561.5 |
|
| R3 |
6,722.5 |
6,664.5 |
6,534.5 |
|
| R2 |
6,624.0 |
6,624.0 |
6,525.5 |
|
| R1 |
6,566.0 |
6,566.0 |
6,516.5 |
6,546.0 |
| PP |
6,525.5 |
6,525.5 |
6,525.5 |
6,515.5 |
| S1 |
6,467.5 |
6,467.5 |
6,498.5 |
6,447.0 |
| S2 |
6,427.0 |
6,427.0 |
6,489.5 |
|
| S3 |
6,328.5 |
6,369.0 |
6,480.5 |
|
| S4 |
6,230.0 |
6,270.5 |
6,453.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.5 |
6,849.5 |
6,579.5 |
|
| R3 |
6,798.5 |
6,718.5 |
6,543.5 |
|
| R2 |
6,667.5 |
6,667.5 |
6,531.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,519.5 |
6,562.0 |
| PP |
6,536.5 |
6,536.5 |
6,536.5 |
6,524.0 |
| S1 |
6,456.5 |
6,456.5 |
6,495.5 |
6,431.0 |
| S2 |
6,405.5 |
6,405.5 |
6,483.5 |
|
| S3 |
6,274.5 |
6,325.5 |
6,471.5 |
|
| S4 |
6,143.5 |
6,194.5 |
6,435.5 |
|
|
| 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 |
6,485.5 |
131.0 |
2.0% |
77.0 |
1.2% |
17% |
False |
True |
79,781 |
| 10 |
6,616.5 |
6,468.0 |
148.5 |
2.3% |
74.0 |
1.1% |
27% |
False |
False |
83,919 |
| 20 |
6,616.5 |
6,130.0 |
486.5 |
7.5% |
87.0 |
1.3% |
78% |
False |
False |
86,777 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.2% |
95.0 |
1.5% |
84% |
False |
False |
88,163 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
83.0 |
1.3% |
64% |
False |
False |
59,093 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
70.5 |
1.1% |
64% |
False |
False |
44,346 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
60.0 |
0.9% |
64% |
False |
False |
35,483 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
50.5 |
0.8% |
64% |
False |
False |
29,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,002.5 |
|
2.618 |
6,842.0 |
|
1.618 |
6,743.5 |
|
1.000 |
6,682.5 |
|
0.618 |
6,645.0 |
|
HIGH |
6,584.0 |
|
0.618 |
6,546.5 |
|
0.500 |
6,535.0 |
|
0.382 |
6,523.0 |
|
LOW |
6,485.5 |
|
0.618 |
6,424.5 |
|
1.000 |
6,387.0 |
|
1.618 |
6,326.0 |
|
2.618 |
6,227.5 |
|
4.250 |
6,067.0 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,535.0 |
6,551.0 |
| PP |
6,525.5 |
6,536.5 |
| S1 |
6,516.5 |
6,522.0 |
|