| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,561.5 |
6,542.5 |
-19.0 |
-0.3% |
6,590.5 |
| High |
6,584.0 |
6,561.0 |
-23.0 |
-0.3% |
6,616.5 |
| Low |
6,485.5 |
6,495.0 |
9.5 |
0.1% |
6,485.5 |
| Close |
6,507.5 |
6,507.0 |
-0.5 |
0.0% |
6,507.5 |
| Range |
98.5 |
66.0 |
-32.5 |
-33.0% |
131.0 |
| ATR |
88.7 |
87.1 |
-1.6 |
-1.8% |
0.0 |
| Volume |
60,410 |
68,280 |
7,870 |
13.0% |
398,908 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,719.0 |
6,679.0 |
6,543.5 |
|
| R3 |
6,653.0 |
6,613.0 |
6,525.0 |
|
| R2 |
6,587.0 |
6,587.0 |
6,519.0 |
|
| R1 |
6,547.0 |
6,547.0 |
6,513.0 |
6,534.0 |
| PP |
6,521.0 |
6,521.0 |
6,521.0 |
6,514.5 |
| S1 |
6,481.0 |
6,481.0 |
6,501.0 |
6,468.0 |
| S2 |
6,455.0 |
6,455.0 |
6,495.0 |
|
| S3 |
6,389.0 |
6,415.0 |
6,489.0 |
|
| S4 |
6,323.0 |
6,349.0 |
6,470.5 |
|
|
| 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% |
81.0 |
1.2% |
16% |
False |
False |
74,383 |
| 10 |
6,616.5 |
6,468.0 |
148.5 |
2.3% |
74.5 |
1.1% |
26% |
False |
False |
82,323 |
| 20 |
6,616.5 |
6,130.0 |
486.5 |
7.5% |
84.5 |
1.3% |
77% |
False |
False |
86,336 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.2% |
95.0 |
1.5% |
83% |
False |
False |
89,730 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
82.5 |
1.3% |
64% |
False |
False |
60,220 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
69.5 |
1.1% |
64% |
False |
False |
45,199 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
60.5 |
0.9% |
64% |
False |
False |
36,166 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
51.0 |
0.8% |
64% |
False |
False |
30,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,841.5 |
|
2.618 |
6,734.0 |
|
1.618 |
6,668.0 |
|
1.000 |
6,627.0 |
|
0.618 |
6,602.0 |
|
HIGH |
6,561.0 |
|
0.618 |
6,536.0 |
|
0.500 |
6,528.0 |
|
0.382 |
6,520.0 |
|
LOW |
6,495.0 |
|
0.618 |
6,454.0 |
|
1.000 |
6,429.0 |
|
1.618 |
6,388.0 |
|
2.618 |
6,322.0 |
|
4.250 |
6,214.5 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,528.0 |
6,535.0 |
| PP |
6,521.0 |
6,525.5 |
| S1 |
6,514.0 |
6,516.0 |
|