| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,961.00 |
2,977.25 |
16.25 |
0.5% |
2,902.75 |
| High |
2,985.00 |
3,014.00 |
29.00 |
1.0% |
2,971.25 |
| Low |
2,959.00 |
2,969.00 |
10.00 |
0.3% |
2,894.25 |
| Close |
2,974.25 |
2,996.25 |
22.00 |
0.7% |
2,956.50 |
| Range |
26.00 |
45.00 |
19.00 |
73.1% |
77.00 |
| ATR |
41.40 |
41.65 |
0.26 |
0.6% |
0.00 |
| Volume |
162,518 |
198,676 |
36,158 |
22.2% |
784,473 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.00 |
3,107.25 |
3,021.00 |
|
| R3 |
3,083.00 |
3,062.25 |
3,008.50 |
|
| R2 |
3,038.00 |
3,038.00 |
3,004.50 |
|
| R1 |
3,017.25 |
3,017.25 |
3,000.50 |
3,027.50 |
| PP |
2,993.00 |
2,993.00 |
2,993.00 |
2,998.25 |
| S1 |
2,972.25 |
2,972.25 |
2,992.00 |
2,982.50 |
| S2 |
2,948.00 |
2,948.00 |
2,988.00 |
|
| S3 |
2,903.00 |
2,927.25 |
2,984.00 |
|
| S4 |
2,858.00 |
2,882.25 |
2,971.50 |
|
|
| 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 |
3,014.00 |
2,897.00 |
117.00 |
3.9% |
39.25 |
1.3% |
85% |
True |
False |
188,512 |
| 10 |
3,014.00 |
2,845.75 |
168.25 |
5.6% |
40.25 |
1.3% |
89% |
True |
False |
195,511 |
| 20 |
3,014.00 |
2,817.75 |
196.25 |
6.5% |
46.00 |
1.5% |
91% |
True |
False |
231,433 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.6% |
40.75 |
1.4% |
79% |
False |
False |
116,594 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
36.25 |
1.2% |
85% |
False |
False |
77,774 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
33.25 |
1.1% |
85% |
False |
False |
58,334 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
28.25 |
0.9% |
86% |
False |
False |
46,668 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
24.50 |
0.8% |
86% |
False |
False |
38,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.25 |
|
2.618 |
3,131.75 |
|
1.618 |
3,086.75 |
|
1.000 |
3,059.00 |
|
0.618 |
3,041.75 |
|
HIGH |
3,014.00 |
|
0.618 |
2,996.75 |
|
0.500 |
2,991.50 |
|
0.382 |
2,986.25 |
|
LOW |
2,969.00 |
|
0.618 |
2,941.25 |
|
1.000 |
2,924.00 |
|
1.618 |
2,896.25 |
|
2.618 |
2,851.25 |
|
4.250 |
2,777.75 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,994.75 |
2,991.25 |
| PP |
2,993.00 |
2,986.25 |
| S1 |
2,991.50 |
2,981.50 |
|