| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,047.1 |
1,040.1 |
-7.0 |
-0.7% |
1,050.0 |
| High |
1,048.6 |
1,044.8 |
-3.8 |
-0.4% |
1,057.0 |
| Low |
1,035.8 |
1,037.0 |
1.2 |
0.1% |
1,035.8 |
| Close |
1,040.4 |
1,043.6 |
3.2 |
0.3% |
1,046.7 |
| Range |
12.8 |
7.8 |
-5.0 |
-39.1% |
21.2 |
| ATR |
13.0 |
12.7 |
-0.4 |
-2.9% |
0.0 |
| Volume |
78,705 |
77,274 |
-1,431 |
-1.8% |
399,426 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,065.3 |
1,062.3 |
1,048.0 |
|
| R3 |
1,057.5 |
1,054.5 |
1,045.8 |
|
| R2 |
1,049.5 |
1,049.5 |
1,045.0 |
|
| R1 |
1,046.5 |
1,046.5 |
1,044.3 |
1,048.0 |
| PP |
1,041.8 |
1,041.8 |
1,041.8 |
1,042.5 |
| S1 |
1,038.8 |
1,038.8 |
1,043.0 |
1,040.3 |
| S2 |
1,034.0 |
1,034.0 |
1,042.3 |
|
| S3 |
1,026.3 |
1,031.0 |
1,041.5 |
|
| S4 |
1,018.5 |
1,023.3 |
1,039.3 |
|
|
| 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 |
1,056.6 |
1,035.8 |
20.8 |
2.0% |
13.8 |
1.3% |
38% |
False |
False |
85,629 |
| 10 |
1,057.0 |
1,034.4 |
22.6 |
2.2% |
11.5 |
1.1% |
41% |
False |
False |
79,036 |
| 20 |
1,057.0 |
977.8 |
79.2 |
7.6% |
11.3 |
1.1% |
83% |
False |
False |
84,502 |
| 40 |
1,057.0 |
938.0 |
119.0 |
11.4% |
14.5 |
1.4% |
89% |
False |
False |
93,866 |
| 60 |
1,057.0 |
938.0 |
119.0 |
11.4% |
11.8 |
1.1% |
89% |
False |
False |
62,634 |
| 80 |
1,057.0 |
893.4 |
163.6 |
15.7% |
9.0 |
0.9% |
92% |
False |
False |
46,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,078.0 |
|
2.618 |
1,065.3 |
|
1.618 |
1,057.5 |
|
1.000 |
1,052.5 |
|
0.618 |
1,049.5 |
|
HIGH |
1,044.8 |
|
0.618 |
1,041.8 |
|
0.500 |
1,041.0 |
|
0.382 |
1,040.0 |
|
LOW |
1,037.0 |
|
0.618 |
1,032.3 |
|
1.000 |
1,029.3 |
|
1.618 |
1,024.5 |
|
2.618 |
1,016.5 |
|
4.250 |
1,003.8 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,042.8 |
1,045.0 |
| PP |
1,041.8 |
1,044.5 |
| S1 |
1,041.0 |
1,044.0 |
|