| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,944.75 |
2,961.50 |
16.75 |
0.6% |
2,902.75 |
| High |
2,971.25 |
2,978.25 |
7.00 |
0.2% |
2,971.25 |
| Low |
2,927.75 |
2,948.75 |
21.00 |
0.7% |
2,894.25 |
| Close |
2,956.50 |
2,958.75 |
2.25 |
0.1% |
2,956.50 |
| Range |
43.50 |
29.50 |
-14.00 |
-32.2% |
77.00 |
| ATR |
43.56 |
42.56 |
-1.00 |
-2.3% |
0.00 |
| Volume |
228,913 |
200,400 |
-28,513 |
-12.5% |
784,473 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.50 |
3,034.00 |
2,975.00 |
|
| R3 |
3,021.00 |
3,004.50 |
2,966.75 |
|
| R2 |
2,991.50 |
2,991.50 |
2,964.25 |
|
| R1 |
2,975.00 |
2,975.00 |
2,961.50 |
2,968.50 |
| PP |
2,962.00 |
2,962.00 |
2,962.00 |
2,958.50 |
| S1 |
2,945.50 |
2,945.50 |
2,956.00 |
2,939.00 |
| S2 |
2,932.50 |
2,932.50 |
2,953.25 |
|
| S3 |
2,903.00 |
2,916.00 |
2,950.75 |
|
| S4 |
2,873.50 |
2,886.50 |
2,942.50 |
|
|
| 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 |
2,978.25 |
2,894.25 |
84.00 |
2.8% |
42.25 |
1.4% |
77% |
True |
False |
196,974 |
| 10 |
2,978.25 |
2,817.75 |
160.50 |
5.4% |
42.75 |
1.4% |
88% |
True |
False |
221,058 |
| 20 |
2,999.00 |
2,817.75 |
181.25 |
6.1% |
45.50 |
1.5% |
78% |
False |
False |
214,118 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.6% |
39.75 |
1.3% |
62% |
False |
False |
107,586 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
36.25 |
1.2% |
73% |
False |
False |
71,755 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
32.50 |
1.1% |
73% |
False |
False |
53,819 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
27.50 |
0.9% |
76% |
False |
False |
43,056 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
24.00 |
0.8% |
76% |
False |
False |
35,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.50 |
|
2.618 |
3,055.50 |
|
1.618 |
3,026.00 |
|
1.000 |
3,007.75 |
|
0.618 |
2,996.50 |
|
HIGH |
2,978.25 |
|
0.618 |
2,967.00 |
|
0.500 |
2,963.50 |
|
0.382 |
2,960.00 |
|
LOW |
2,948.75 |
|
0.618 |
2,930.50 |
|
1.000 |
2,919.25 |
|
1.618 |
2,901.00 |
|
2.618 |
2,871.50 |
|
4.250 |
2,823.50 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.50 |
2,951.75 |
| PP |
2,962.00 |
2,944.75 |
| S1 |
2,960.25 |
2,937.50 |
|