| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,923.25 |
2,944.75 |
21.50 |
0.7% |
2,902.75 |
| High |
2,949.00 |
2,971.25 |
22.25 |
0.8% |
2,971.25 |
| Low |
2,897.00 |
2,927.75 |
30.75 |
1.1% |
2,894.25 |
| Close |
2,936.50 |
2,956.50 |
20.00 |
0.7% |
2,956.50 |
| Range |
52.00 |
43.50 |
-8.50 |
-16.3% |
77.00 |
| ATR |
43.57 |
43.56 |
0.00 |
0.0% |
0.00 |
| Volume |
152,053 |
228,913 |
76,860 |
50.5% |
784,473 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.25 |
3,063.00 |
2,980.50 |
|
| R3 |
3,038.75 |
3,019.50 |
2,968.50 |
|
| R2 |
2,995.25 |
2,995.25 |
2,964.50 |
|
| R1 |
2,976.00 |
2,976.00 |
2,960.50 |
2,985.50 |
| PP |
2,951.75 |
2,951.75 |
2,951.75 |
2,956.75 |
| S1 |
2,932.50 |
2,932.50 |
2,952.50 |
2,942.00 |
| S2 |
2,908.25 |
2,908.25 |
2,948.50 |
|
| S3 |
2,864.75 |
2,889.00 |
2,944.50 |
|
| S4 |
2,821.25 |
2,845.50 |
2,932.50 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.75 |
3,141.00 |
2,998.75 |
|
| R3 |
3,094.75 |
3,064.00 |
2,977.75 |
|
| R2 |
3,017.75 |
3,017.75 |
2,970.50 |
|
| R1 |
2,987.00 |
2,987.00 |
2,963.50 |
3,002.50 |
| PP |
2,940.75 |
2,940.75 |
2,940.75 |
2,948.25 |
| S1 |
2,910.00 |
2,910.00 |
2,949.50 |
2,925.50 |
| S2 |
2,863.75 |
2,863.75 |
2,942.50 |
|
| S3 |
2,786.75 |
2,833.00 |
2,935.25 |
|
| S4 |
2,709.75 |
2,756.00 |
2,914.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,971.25 |
2,884.25 |
87.00 |
2.9% |
44.00 |
1.5% |
83% |
True |
False |
204,739 |
| 10 |
2,971.25 |
2,817.75 |
153.50 |
5.2% |
45.25 |
1.5% |
90% |
True |
False |
240,938 |
| 20 |
2,999.00 |
2,817.75 |
181.25 |
6.1% |
46.25 |
1.6% |
77% |
False |
False |
204,243 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.7% |
39.50 |
1.3% |
61% |
False |
False |
102,576 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
35.75 |
1.2% |
72% |
False |
False |
68,415 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
32.25 |
1.1% |
72% |
False |
False |
51,314 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
27.25 |
0.9% |
75% |
False |
False |
41,052 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
23.75 |
0.8% |
75% |
False |
False |
34,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.00 |
|
2.618 |
3,085.25 |
|
1.618 |
3,041.75 |
|
1.000 |
3,014.75 |
|
0.618 |
2,998.25 |
|
HIGH |
2,971.25 |
|
0.618 |
2,954.75 |
|
0.500 |
2,949.50 |
|
0.382 |
2,944.25 |
|
LOW |
2,927.75 |
|
0.618 |
2,900.75 |
|
1.000 |
2,884.25 |
|
1.618 |
2,857.25 |
|
2.618 |
2,813.75 |
|
4.250 |
2,743.00 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,954.25 |
2,949.00 |
| PP |
2,951.75 |
2,941.50 |
| S1 |
2,949.50 |
2,934.00 |
|