| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,044.0 |
1,051.4 |
7.4 |
0.7% |
1,050.0 |
| High |
1,052.8 |
1,054.3 |
1.5 |
0.1% |
1,057.0 |
| Low |
1,035.8 |
1,039.5 |
3.7 |
0.4% |
1,035.8 |
| Close |
1,051.1 |
1,046.7 |
-4.4 |
-0.4% |
1,046.7 |
| Range |
17.0 |
14.8 |
-2.2 |
-12.9% |
21.2 |
| ATR |
12.9 |
13.1 |
0.1 |
1.0% |
0.0 |
| Volume |
106,724 |
72,437 |
-34,287 |
-32.1% |
399,426 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.3 |
1,083.8 |
1,054.8 |
|
| R3 |
1,076.5 |
1,069.0 |
1,050.8 |
|
| R2 |
1,061.8 |
1,061.8 |
1,049.5 |
|
| R1 |
1,054.3 |
1,054.3 |
1,048.0 |
1,050.5 |
| PP |
1,046.8 |
1,046.8 |
1,046.8 |
1,045.0 |
| S1 |
1,039.3 |
1,039.3 |
1,045.3 |
1,035.8 |
| S2 |
1,032.0 |
1,032.0 |
1,044.0 |
|
| S3 |
1,017.3 |
1,024.5 |
1,042.8 |
|
| S4 |
1,002.5 |
1,009.8 |
1,038.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,110.0 |
1,099.5 |
1,058.3 |
|
| R3 |
1,089.0 |
1,078.5 |
1,052.5 |
|
| R2 |
1,067.8 |
1,067.8 |
1,050.5 |
|
| R1 |
1,057.3 |
1,057.3 |
1,048.8 |
1,051.8 |
| PP |
1,046.5 |
1,046.5 |
1,046.5 |
1,043.8 |
| S1 |
1,036.0 |
1,036.0 |
1,044.8 |
1,030.8 |
| S2 |
1,025.3 |
1,025.3 |
1,042.8 |
|
| S3 |
1,004.0 |
1,014.8 |
1,040.8 |
|
| S4 |
983.0 |
993.5 |
1,035.0 |
|
|
| 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% |
12.5 |
1.2% |
51% |
False |
False |
79,885 |
| 10 |
1,057.0 |
1,031.3 |
25.7 |
2.5% |
11.5 |
1.1% |
60% |
False |
False |
78,333 |
| 20 |
1,057.0 |
963.7 |
93.3 |
8.9% |
12.3 |
1.2% |
89% |
False |
False |
89,861 |
| 40 |
1,057.0 |
938.0 |
119.0 |
11.4% |
14.5 |
1.4% |
91% |
False |
False |
89,990 |
| 60 |
1,057.0 |
938.0 |
119.0 |
11.4% |
11.5 |
1.1% |
91% |
False |
False |
60,034 |
| 80 |
1,057.0 |
893.4 |
163.6 |
15.6% |
8.8 |
0.8% |
94% |
False |
False |
45,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,117.3 |
|
2.618 |
1,093.0 |
|
1.618 |
1,078.3 |
|
1.000 |
1,069.0 |
|
0.618 |
1,063.5 |
|
HIGH |
1,054.3 |
|
0.618 |
1,048.8 |
|
0.500 |
1,047.0 |
|
0.382 |
1,045.3 |
|
LOW |
1,039.5 |
|
0.618 |
1,030.3 |
|
1.000 |
1,024.8 |
|
1.618 |
1,015.5 |
|
2.618 |
1,000.8 |
|
4.250 |
976.5 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,047.0 |
1,046.5 |
| PP |
1,046.8 |
1,046.3 |
| S1 |
1,046.8 |
1,046.3 |
|