| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,011.50 |
3,053.00 |
41.50 |
1.4% |
2,961.50 |
| High |
3,058.00 |
3,070.50 |
12.50 |
0.4% |
3,070.50 |
| Low |
3,011.50 |
3,049.25 |
37.75 |
1.3% |
2,948.75 |
| Close |
3,055.00 |
3,062.00 |
7.00 |
0.2% |
3,062.00 |
| Range |
46.50 |
21.25 |
-25.25 |
-54.3% |
121.75 |
| ATR |
43.09 |
41.53 |
-1.56 |
-3.6% |
0.00 |
| Volume |
200,923 |
148,453 |
-52,470 |
-26.1% |
910,970 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.25 |
3,114.50 |
3,073.75 |
|
| R3 |
3,103.00 |
3,093.25 |
3,067.75 |
|
| R2 |
3,081.75 |
3,081.75 |
3,066.00 |
|
| R1 |
3,072.00 |
3,072.00 |
3,064.00 |
3,077.00 |
| PP |
3,060.50 |
3,060.50 |
3,060.50 |
3,063.00 |
| S1 |
3,050.75 |
3,050.75 |
3,060.00 |
3,055.50 |
| S2 |
3,039.25 |
3,039.25 |
3,058.00 |
|
| S3 |
3,018.00 |
3,029.50 |
3,056.25 |
|
| S4 |
2,996.75 |
3,008.25 |
3,050.25 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.25 |
3,349.00 |
3,129.00 |
|
| R3 |
3,270.50 |
3,227.25 |
3,095.50 |
|
| R2 |
3,148.75 |
3,148.75 |
3,084.25 |
|
| R1 |
3,105.50 |
3,105.50 |
3,073.25 |
3,127.00 |
| PP |
3,027.00 |
3,027.00 |
3,027.00 |
3,038.00 |
| S1 |
2,983.75 |
2,983.75 |
3,050.75 |
3,005.50 |
| S2 |
2,905.25 |
2,905.25 |
3,039.75 |
|
| S3 |
2,783.50 |
2,862.00 |
3,028.50 |
|
| S4 |
2,661.75 |
2,740.25 |
2,995.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,070.50 |
2,948.75 |
121.75 |
4.0% |
33.75 |
1.1% |
93% |
True |
False |
182,194 |
| 10 |
3,070.50 |
2,884.25 |
186.25 |
6.1% |
38.75 |
1.3% |
95% |
True |
False |
193,466 |
| 20 |
3,070.50 |
2,817.75 |
252.75 |
8.3% |
42.75 |
1.4% |
97% |
True |
False |
242,975 |
| 40 |
3,070.50 |
2,817.75 |
252.75 |
8.3% |
41.00 |
1.3% |
97% |
True |
False |
125,315 |
| 60 |
3,070.50 |
2,733.00 |
337.50 |
11.0% |
35.25 |
1.2% |
97% |
True |
False |
83,596 |
| 80 |
3,070.50 |
2,733.00 |
337.50 |
11.0% |
33.00 |
1.1% |
97% |
True |
False |
62,701 |
| 100 |
3,070.50 |
2,690.50 |
380.00 |
12.4% |
28.75 |
0.9% |
98% |
True |
False |
50,162 |
| 120 |
3,070.50 |
2,690.50 |
380.00 |
12.4% |
25.00 |
0.8% |
98% |
True |
False |
41,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.75 |
|
2.618 |
3,126.25 |
|
1.618 |
3,105.00 |
|
1.000 |
3,091.75 |
|
0.618 |
3,083.75 |
|
HIGH |
3,070.50 |
|
0.618 |
3,062.50 |
|
0.500 |
3,060.00 |
|
0.382 |
3,057.25 |
|
LOW |
3,049.25 |
|
0.618 |
3,036.00 |
|
1.000 |
3,028.00 |
|
1.618 |
3,014.75 |
|
2.618 |
2,993.50 |
|
4.250 |
2,959.00 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,061.25 |
3,048.00 |
| PP |
3,060.50 |
3,033.75 |
| S1 |
3,060.00 |
3,019.75 |
|