| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,053.00 |
3,062.75 |
9.75 |
0.3% |
2,961.50 |
| High |
3,070.50 |
3,076.50 |
6.00 |
0.2% |
3,070.50 |
| Low |
3,049.25 |
3,062.75 |
13.50 |
0.4% |
2,948.75 |
| Close |
3,062.00 |
3,073.00 |
11.00 |
0.4% |
3,062.00 |
| Range |
21.25 |
13.75 |
-7.50 |
-35.3% |
121.75 |
| ATR |
41.53 |
39.60 |
-1.93 |
-4.6% |
0.00 |
| Volume |
148,453 |
112,409 |
-36,044 |
-24.3% |
910,970 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.00 |
3,106.25 |
3,080.50 |
|
| R3 |
3,098.25 |
3,092.50 |
3,076.75 |
|
| R2 |
3,084.50 |
3,084.50 |
3,075.50 |
|
| R1 |
3,078.75 |
3,078.75 |
3,074.25 |
3,081.50 |
| PP |
3,070.75 |
3,070.75 |
3,070.75 |
3,072.25 |
| S1 |
3,065.00 |
3,065.00 |
3,071.75 |
3,068.00 |
| S2 |
3,057.00 |
3,057.00 |
3,070.50 |
|
| S3 |
3,043.25 |
3,051.25 |
3,069.25 |
|
| S4 |
3,029.50 |
3,037.50 |
3,065.50 |
|
|
| 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 |
3,076.50 |
2,959.00 |
117.50 |
3.8% |
30.50 |
1.0% |
97% |
True |
False |
164,595 |
| 10 |
3,076.50 |
2,894.25 |
182.25 |
5.9% |
36.50 |
1.2% |
98% |
True |
False |
180,785 |
| 20 |
3,076.50 |
2,817.75 |
258.75 |
8.4% |
42.00 |
1.4% |
99% |
True |
False |
237,235 |
| 40 |
3,076.50 |
2,817.75 |
258.75 |
8.4% |
41.00 |
1.3% |
99% |
True |
False |
128,123 |
| 60 |
3,076.50 |
2,739.00 |
337.50 |
11.0% |
35.00 |
1.1% |
99% |
True |
False |
85,470 |
| 80 |
3,076.50 |
2,733.00 |
343.50 |
11.2% |
33.00 |
1.1% |
99% |
True |
False |
64,106 |
| 100 |
3,076.50 |
2,690.50 |
386.00 |
12.6% |
29.00 |
0.9% |
99% |
True |
False |
51,286 |
| 120 |
3,076.50 |
2,690.50 |
386.00 |
12.6% |
25.00 |
0.8% |
99% |
True |
False |
42,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.00 |
|
2.618 |
3,112.50 |
|
1.618 |
3,098.75 |
|
1.000 |
3,090.25 |
|
0.618 |
3,085.00 |
|
HIGH |
3,076.50 |
|
0.618 |
3,071.25 |
|
0.500 |
3,069.50 |
|
0.382 |
3,068.00 |
|
LOW |
3,062.75 |
|
0.618 |
3,054.25 |
|
1.000 |
3,049.00 |
|
1.618 |
3,040.50 |
|
2.618 |
3,026.75 |
|
4.250 |
3,004.25 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.00 |
3,063.25 |
| PP |
3,070.75 |
3,053.75 |
| S1 |
3,069.50 |
3,044.00 |
|