| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,961.50 |
2,961.00 |
-0.50 |
0.0% |
2,902.75 |
| High |
2,978.25 |
2,985.00 |
6.75 |
0.2% |
2,971.25 |
| Low |
2,948.75 |
2,959.00 |
10.25 |
0.3% |
2,894.25 |
| Close |
2,958.75 |
2,974.25 |
15.50 |
0.5% |
2,956.50 |
| Range |
29.50 |
26.00 |
-3.50 |
-11.9% |
77.00 |
| ATR |
42.56 |
41.40 |
-1.17 |
-2.7% |
0.00 |
| Volume |
200,400 |
162,518 |
-37,882 |
-18.9% |
784,473 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.75 |
3,038.50 |
2,988.50 |
|
| R3 |
3,024.75 |
3,012.50 |
2,981.50 |
|
| R2 |
2,998.75 |
2,998.75 |
2,979.00 |
|
| R1 |
2,986.50 |
2,986.50 |
2,976.75 |
2,992.50 |
| PP |
2,972.75 |
2,972.75 |
2,972.75 |
2,975.75 |
| S1 |
2,960.50 |
2,960.50 |
2,971.75 |
2,966.50 |
| S2 |
2,946.75 |
2,946.75 |
2,969.50 |
|
| S3 |
2,920.75 |
2,934.50 |
2,967.00 |
|
| S4 |
2,894.75 |
2,908.50 |
2,960.00 |
|
|
| 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 |
2,985.00 |
2,897.00 |
88.00 |
3.0% |
37.00 |
1.2% |
88% |
True |
False |
189,353 |
| 10 |
2,985.00 |
2,830.75 |
154.25 |
5.2% |
40.00 |
1.3% |
93% |
True |
False |
201,429 |
| 20 |
2,999.00 |
2,817.75 |
181.25 |
6.1% |
45.50 |
1.5% |
86% |
False |
False |
221,997 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.6% |
40.25 |
1.3% |
69% |
False |
False |
111,636 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
36.50 |
1.2% |
78% |
False |
False |
74,463 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
32.75 |
1.1% |
78% |
False |
False |
55,851 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
27.75 |
0.9% |
80% |
False |
False |
44,681 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
24.00 |
0.8% |
80% |
False |
False |
37,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.50 |
|
2.618 |
3,053.00 |
|
1.618 |
3,027.00 |
|
1.000 |
3,011.00 |
|
0.618 |
3,001.00 |
|
HIGH |
2,985.00 |
|
0.618 |
2,975.00 |
|
0.500 |
2,972.00 |
|
0.382 |
2,969.00 |
|
LOW |
2,959.00 |
|
0.618 |
2,943.00 |
|
1.000 |
2,933.00 |
|
1.618 |
2,917.00 |
|
2.618 |
2,891.00 |
|
4.250 |
2,848.50 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.50 |
2,968.25 |
| PP |
2,972.75 |
2,962.25 |
| S1 |
2,972.00 |
2,956.50 |
|