| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,977.25 |
3,011.50 |
34.25 |
1.2% |
2,902.75 |
| High |
3,014.00 |
3,058.00 |
44.00 |
1.5% |
2,971.25 |
| Low |
2,969.00 |
3,011.50 |
42.50 |
1.4% |
2,894.25 |
| Close |
2,996.25 |
3,055.00 |
58.75 |
2.0% |
2,956.50 |
| Range |
45.00 |
46.50 |
1.50 |
3.3% |
77.00 |
| ATR |
41.65 |
43.09 |
1.44 |
3.4% |
0.00 |
| Volume |
198,676 |
200,923 |
2,247 |
1.1% |
784,473 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.00 |
3,164.50 |
3,080.50 |
|
| R3 |
3,134.50 |
3,118.00 |
3,067.75 |
|
| R2 |
3,088.00 |
3,088.00 |
3,063.50 |
|
| R1 |
3,071.50 |
3,071.50 |
3,059.25 |
3,079.75 |
| PP |
3,041.50 |
3,041.50 |
3,041.50 |
3,045.50 |
| S1 |
3,025.00 |
3,025.00 |
3,050.75 |
3,033.25 |
| S2 |
2,995.00 |
2,995.00 |
3,046.50 |
|
| S3 |
2,948.50 |
2,978.50 |
3,042.25 |
|
| S4 |
2,902.00 |
2,932.00 |
3,029.50 |
|
|
| 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 |
3,058.00 |
2,927.75 |
130.25 |
4.3% |
38.00 |
1.2% |
98% |
True |
False |
198,286 |
| 10 |
3,058.00 |
2,882.25 |
175.75 |
5.8% |
40.25 |
1.3% |
98% |
True |
False |
195,968 |
| 20 |
3,058.00 |
2,817.75 |
240.25 |
7.9% |
45.50 |
1.5% |
99% |
True |
False |
239,571 |
| 40 |
3,058.00 |
2,817.75 |
240.25 |
7.9% |
41.00 |
1.3% |
99% |
True |
False |
121,613 |
| 60 |
3,058.00 |
2,733.00 |
325.00 |
10.6% |
36.25 |
1.2% |
99% |
True |
False |
81,122 |
| 80 |
3,058.00 |
2,733.00 |
325.00 |
10.6% |
33.25 |
1.1% |
99% |
True |
False |
60,846 |
| 100 |
3,058.00 |
2,690.50 |
367.50 |
12.0% |
28.75 |
0.9% |
99% |
True |
False |
48,677 |
| 120 |
3,058.00 |
2,690.50 |
367.50 |
12.0% |
25.00 |
0.8% |
99% |
True |
False |
40,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,255.50 |
|
2.618 |
3,179.75 |
|
1.618 |
3,133.25 |
|
1.000 |
3,104.50 |
|
0.618 |
3,086.75 |
|
HIGH |
3,058.00 |
|
0.618 |
3,040.25 |
|
0.500 |
3,034.75 |
|
0.382 |
3,029.25 |
|
LOW |
3,011.50 |
|
0.618 |
2,982.75 |
|
1.000 |
2,965.00 |
|
1.618 |
2,936.25 |
|
2.618 |
2,889.75 |
|
4.250 |
2,814.00 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,048.25 |
3,039.50 |
| PP |
3,041.50 |
3,024.00 |
| S1 |
3,034.75 |
3,008.50 |
|