| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,028.3 |
1,031.3 |
3.0 |
0.3% |
1,003.3 |
| High |
1,036.9 |
1,042.7 |
5.8 |
0.6% |
1,036.9 |
| Low |
1,027.1 |
1,031.3 |
4.2 |
0.4% |
1,002.6 |
| Close |
1,032.4 |
1,042.1 |
9.7 |
0.9% |
1,032.4 |
| Range |
9.8 |
11.4 |
1.6 |
16.3% |
34.3 |
| ATR |
14.3 |
14.1 |
-0.2 |
-1.4% |
0.0 |
| Volume |
84,540 |
73,309 |
-11,231 |
-13.3% |
458,069 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,073.0 |
1,069.0 |
1,048.3 |
|
| R3 |
1,061.5 |
1,057.5 |
1,045.3 |
|
| R2 |
1,050.0 |
1,050.0 |
1,044.3 |
|
| R1 |
1,046.0 |
1,046.0 |
1,043.3 |
1,048.0 |
| PP |
1,038.8 |
1,038.8 |
1,038.8 |
1,039.8 |
| S1 |
1,034.8 |
1,034.8 |
1,041.0 |
1,036.8 |
| S2 |
1,027.3 |
1,027.3 |
1,040.0 |
|
| S3 |
1,016.0 |
1,023.3 |
1,039.0 |
|
| S4 |
1,004.5 |
1,012.0 |
1,035.8 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.8 |
1,114.0 |
1,051.3 |
|
| R3 |
1,092.5 |
1,079.8 |
1,041.8 |
|
| R2 |
1,058.3 |
1,058.3 |
1,038.8 |
|
| R1 |
1,045.3 |
1,045.3 |
1,035.5 |
1,051.8 |
| PP |
1,024.0 |
1,024.0 |
1,024.0 |
1,027.3 |
| S1 |
1,011.0 |
1,011.0 |
1,029.3 |
1,017.5 |
| S2 |
989.8 |
989.8 |
1,026.0 |
|
| S3 |
955.3 |
976.8 |
1,023.0 |
|
| S4 |
921.0 |
942.5 |
1,013.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,042.7 |
1,006.6 |
36.1 |
3.5% |
10.0 |
1.0% |
98% |
True |
False |
87,142 |
| 10 |
1,042.7 |
970.6 |
72.1 |
6.9% |
12.3 |
1.2% |
99% |
True |
False |
94,568 |
| 20 |
1,042.7 |
938.0 |
104.7 |
10.0% |
15.0 |
1.5% |
99% |
True |
False |
129,952 |
| 40 |
1,042.7 |
938.0 |
104.7 |
10.0% |
14.0 |
1.3% |
99% |
True |
False |
72,263 |
| 60 |
1,042.7 |
909.0 |
133.7 |
12.8% |
10.0 |
1.0% |
100% |
True |
False |
48,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,091.3 |
|
2.618 |
1,072.5 |
|
1.618 |
1,061.3 |
|
1.000 |
1,054.0 |
|
0.618 |
1,049.8 |
|
HIGH |
1,042.8 |
|
0.618 |
1,038.3 |
|
0.500 |
1,037.0 |
|
0.382 |
1,035.8 |
|
LOW |
1,031.3 |
|
0.618 |
1,024.3 |
|
1.000 |
1,020.0 |
|
1.618 |
1,012.8 |
|
2.618 |
1,001.5 |
|
4.250 |
982.8 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,040.5 |
1,039.3 |
| PP |
1,038.8 |
1,036.5 |
| S1 |
1,037.0 |
1,033.8 |
|