| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,037.4 |
1,040.1 |
2.7 |
0.3% |
1,003.3 |
| High |
1,045.3 |
1,051.9 |
6.6 |
0.6% |
1,036.9 |
| Low |
1,034.4 |
1,038.4 |
4.0 |
0.4% |
1,002.6 |
| Close |
1,041.1 |
1,045.9 |
4.8 |
0.5% |
1,032.4 |
| Range |
10.9 |
13.5 |
2.6 |
23.9% |
34.3 |
| ATR |
13.5 |
13.5 |
0.0 |
0.0% |
0.0 |
| Volume |
86,962 |
78,783 |
-8,179 |
-9.4% |
458,069 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.0 |
1,079.5 |
1,053.3 |
|
| R3 |
1,072.5 |
1,066.0 |
1,049.5 |
|
| R2 |
1,059.0 |
1,059.0 |
1,048.5 |
|
| R1 |
1,052.5 |
1,052.5 |
1,047.3 |
1,055.8 |
| PP |
1,045.5 |
1,045.5 |
1,045.5 |
1,047.0 |
| S1 |
1,039.0 |
1,039.0 |
1,044.8 |
1,042.3 |
| S2 |
1,032.0 |
1,032.0 |
1,043.5 |
|
| S3 |
1,018.5 |
1,025.5 |
1,042.3 |
|
| S4 |
1,005.0 |
1,012.0 |
1,038.5 |
|
|
| 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 |
1,051.9 |
1,027.1 |
24.8 |
2.4% |
11.0 |
1.0% |
76% |
True |
False |
79,846 |
| 10 |
1,051.9 |
988.3 |
63.6 |
6.1% |
10.8 |
1.0% |
91% |
True |
False |
86,862 |
| 20 |
1,051.9 |
938.0 |
113.9 |
10.9% |
14.5 |
1.4% |
95% |
True |
False |
115,035 |
| 40 |
1,051.9 |
938.0 |
113.9 |
10.9% |
14.0 |
1.3% |
95% |
True |
False |
78,294 |
| 60 |
1,051.9 |
915.8 |
136.1 |
13.0% |
10.5 |
1.0% |
96% |
True |
False |
52,224 |
| 80 |
1,051.9 |
893.4 |
158.5 |
15.2% |
8.0 |
0.8% |
96% |
True |
False |
39,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,109.3 |
|
2.618 |
1,087.3 |
|
1.618 |
1,073.8 |
|
1.000 |
1,065.5 |
|
0.618 |
1,060.3 |
|
HIGH |
1,052.0 |
|
0.618 |
1,046.8 |
|
0.500 |
1,045.3 |
|
0.382 |
1,043.5 |
|
LOW |
1,038.5 |
|
0.618 |
1,030.0 |
|
1.000 |
1,025.0 |
|
1.618 |
1,016.5 |
|
2.618 |
1,003.0 |
|
4.250 |
981.0 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,045.8 |
1,045.0 |
| PP |
1,045.5 |
1,044.0 |
| S1 |
1,045.3 |
1,043.0 |
|