| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,050.0 |
1,053.2 |
3.2 |
0.3% |
1,031.3 |
| High |
1,053.5 |
1,057.0 |
3.5 |
0.3% |
1,051.9 |
| Low |
1,047.1 |
1,048.5 |
1.4 |
0.1% |
1,031.3 |
| Close |
1,052.7 |
1,051.5 |
-1.2 |
-0.1% |
1,049.6 |
| Range |
6.4 |
8.5 |
2.1 |
32.8% |
20.6 |
| ATR |
12.6 |
12.3 |
-0.3 |
-2.3% |
0.0 |
| Volume |
62,607 |
64,650 |
2,043 |
3.3% |
383,909 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.8 |
1,073.3 |
1,056.3 |
|
| R3 |
1,069.3 |
1,064.8 |
1,053.8 |
|
| R2 |
1,060.8 |
1,060.8 |
1,053.0 |
|
| R1 |
1,056.3 |
1,056.3 |
1,052.3 |
1,054.3 |
| PP |
1,052.3 |
1,052.3 |
1,052.3 |
1,051.5 |
| S1 |
1,047.8 |
1,047.8 |
1,050.8 |
1,045.8 |
| S2 |
1,043.8 |
1,043.8 |
1,050.0 |
|
| S3 |
1,035.3 |
1,039.3 |
1,049.3 |
|
| S4 |
1,026.8 |
1,030.8 |
1,046.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.0 |
1,098.5 |
1,061.0 |
|
| R3 |
1,085.5 |
1,077.8 |
1,055.3 |
|
| R2 |
1,064.8 |
1,064.8 |
1,053.5 |
|
| R1 |
1,057.3 |
1,057.3 |
1,051.5 |
1,061.0 |
| PP |
1,044.3 |
1,044.3 |
1,044.3 |
1,046.3 |
| S1 |
1,036.8 |
1,036.8 |
1,047.8 |
1,040.5 |
| S2 |
1,023.8 |
1,023.8 |
1,045.8 |
|
| S3 |
1,003.0 |
1,016.0 |
1,044.0 |
|
| S4 |
982.5 |
995.5 |
1,038.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,057.0 |
1,034.4 |
22.6 |
2.1% |
9.5 |
0.9% |
76% |
True |
False |
72,443 |
| 10 |
1,057.0 |
1,012.8 |
44.2 |
4.2% |
9.5 |
0.9% |
88% |
True |
False |
78,636 |
| 20 |
1,057.0 |
942.1 |
114.9 |
10.9% |
12.3 |
1.2% |
95% |
True |
False |
93,049 |
| 40 |
1,057.0 |
938.0 |
119.0 |
11.3% |
14.0 |
1.3% |
95% |
True |
False |
83,199 |
| 60 |
1,057.0 |
915.8 |
141.2 |
13.4% |
10.8 |
1.0% |
96% |
True |
False |
55,498 |
| 80 |
1,057.0 |
893.4 |
163.6 |
15.6% |
8.3 |
0.8% |
97% |
True |
False |
41,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,093.0 |
|
2.618 |
1,079.3 |
|
1.618 |
1,070.8 |
|
1.000 |
1,065.5 |
|
0.618 |
1,062.3 |
|
HIGH |
1,057.0 |
|
0.618 |
1,053.8 |
|
0.500 |
1,052.8 |
|
0.382 |
1,051.8 |
|
LOW |
1,048.5 |
|
0.618 |
1,043.3 |
|
1.000 |
1,040.0 |
|
1.618 |
1,034.8 |
|
2.618 |
1,026.3 |
|
4.250 |
1,012.5 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.8 |
1,051.0 |
| PP |
1,052.3 |
1,050.3 |
| S1 |
1,052.0 |
1,049.8 |
|