| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,051.9 |
1,044.0 |
-7.9 |
-0.8% |
1,031.3 |
| High |
1,056.6 |
1,052.8 |
-3.8 |
-0.4% |
1,051.9 |
| Low |
1,040.3 |
1,035.8 |
-4.5 |
-0.4% |
1,031.3 |
| Close |
1,044.0 |
1,051.1 |
7.1 |
0.7% |
1,049.6 |
| Range |
16.3 |
17.0 |
0.7 |
4.3% |
20.6 |
| ATR |
12.6 |
12.9 |
0.3 |
2.5% |
0.0 |
| Volume |
93,008 |
106,724 |
13,716 |
14.7% |
383,909 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,097.5 |
1,091.3 |
1,060.5 |
|
| R3 |
1,080.5 |
1,074.3 |
1,055.8 |
|
| R2 |
1,063.5 |
1,063.5 |
1,054.3 |
|
| R1 |
1,057.3 |
1,057.3 |
1,052.8 |
1,060.5 |
| PP |
1,046.5 |
1,046.5 |
1,046.5 |
1,048.0 |
| S1 |
1,040.3 |
1,040.3 |
1,049.5 |
1,043.5 |
| S2 |
1,029.5 |
1,029.5 |
1,048.0 |
|
| S3 |
1,012.5 |
1,023.3 |
1,046.5 |
|
| S4 |
995.5 |
1,006.3 |
1,041.8 |
|
|
| 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 |
1,035.8 |
21.2 |
2.0% |
11.3 |
1.1% |
72% |
False |
True |
79,240 |
| 10 |
1,057.0 |
1,027.1 |
29.9 |
2.8% |
11.0 |
1.1% |
80% |
False |
False |
79,543 |
| 20 |
1,057.0 |
959.1 |
97.9 |
9.3% |
12.5 |
1.2% |
94% |
False |
False |
91,665 |
| 40 |
1,057.0 |
938.0 |
119.0 |
11.3% |
14.3 |
1.4% |
95% |
False |
False |
88,187 |
| 60 |
1,057.0 |
915.8 |
141.2 |
13.4% |
11.5 |
1.1% |
96% |
False |
False |
58,827 |
| 80 |
1,057.0 |
893.4 |
163.6 |
15.6% |
8.8 |
0.8% |
96% |
False |
False |
44,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,125.0 |
|
2.618 |
1,097.3 |
|
1.618 |
1,080.3 |
|
1.000 |
1,069.8 |
|
0.618 |
1,063.3 |
|
HIGH |
1,052.8 |
|
0.618 |
1,046.3 |
|
0.500 |
1,044.3 |
|
0.382 |
1,042.3 |
|
LOW |
1,035.8 |
|
0.618 |
1,025.3 |
|
1.000 |
1,018.8 |
|
1.618 |
1,008.3 |
|
2.618 |
991.3 |
|
4.250 |
963.5 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,048.8 |
1,049.5 |
| PP |
1,046.5 |
1,048.0 |
| S1 |
1,044.3 |
1,046.5 |
|