| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,542.5 |
6,528.0 |
-14.5 |
-0.2% |
6,590.5 |
| High |
6,561.0 |
6,555.0 |
-6.0 |
-0.1% |
6,616.5 |
| Low |
6,495.0 |
6,505.0 |
10.0 |
0.2% |
6,485.5 |
| Close |
6,507.0 |
6,523.0 |
16.0 |
0.2% |
6,507.5 |
| Range |
66.0 |
50.0 |
-16.0 |
-24.2% |
131.0 |
| ATR |
87.1 |
84.4 |
-2.6 |
-3.0% |
0.0 |
| Volume |
68,280 |
131,660 |
63,380 |
92.8% |
398,908 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,677.5 |
6,650.5 |
6,550.5 |
|
| R3 |
6,627.5 |
6,600.5 |
6,537.0 |
|
| R2 |
6,577.5 |
6,577.5 |
6,532.0 |
|
| R1 |
6,550.5 |
6,550.5 |
6,527.5 |
6,539.0 |
| PP |
6,527.5 |
6,527.5 |
6,527.5 |
6,522.0 |
| S1 |
6,500.5 |
6,500.5 |
6,518.5 |
6,489.0 |
| S2 |
6,477.5 |
6,477.5 |
6,514.0 |
|
| S3 |
6,427.5 |
6,450.5 |
6,509.0 |
|
| S4 |
6,377.5 |
6,400.5 |
6,495.5 |
|
|
| 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% |
77.5 |
1.2% |
29% |
False |
False |
83,734 |
| 10 |
6,616.5 |
6,468.0 |
148.5 |
2.3% |
73.5 |
1.1% |
37% |
False |
False |
85,735 |
| 20 |
6,616.5 |
6,130.0 |
486.5 |
7.5% |
84.0 |
1.3% |
81% |
False |
False |
88,353 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.1% |
95.0 |
1.5% |
86% |
False |
False |
92,970 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
83.5 |
1.3% |
66% |
False |
False |
62,412 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
70.0 |
1.1% |
66% |
False |
False |
46,841 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
61.0 |
0.9% |
66% |
False |
False |
37,483 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.2% |
51.5 |
0.8% |
66% |
False |
False |
31,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,767.5 |
|
2.618 |
6,686.0 |
|
1.618 |
6,636.0 |
|
1.000 |
6,605.0 |
|
0.618 |
6,586.0 |
|
HIGH |
6,555.0 |
|
0.618 |
6,536.0 |
|
0.500 |
6,530.0 |
|
0.382 |
6,524.0 |
|
LOW |
6,505.0 |
|
0.618 |
6,474.0 |
|
1.000 |
6,455.0 |
|
1.618 |
6,424.0 |
|
2.618 |
6,374.0 |
|
4.250 |
6,292.5 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.0 |
6,535.0 |
| PP |
6,527.5 |
6,531.0 |
| S1 |
6,525.5 |
6,527.0 |
|