| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,062.75 |
3,074.00 |
11.25 |
0.4% |
2,961.50 |
| High |
3,076.50 |
3,080.25 |
3.75 |
0.1% |
3,070.50 |
| Low |
3,062.75 |
3,063.75 |
1.00 |
0.0% |
2,948.75 |
| Close |
3,073.00 |
3,070.75 |
-2.25 |
-0.1% |
3,062.00 |
| Range |
13.75 |
16.50 |
2.75 |
20.0% |
121.75 |
| ATR |
39.60 |
37.95 |
-1.65 |
-4.2% |
0.00 |
| Volume |
112,409 |
147,259 |
34,850 |
31.0% |
910,970 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.00 |
3,112.50 |
3,079.75 |
|
| R3 |
3,104.50 |
3,096.00 |
3,075.25 |
|
| R2 |
3,088.00 |
3,088.00 |
3,073.75 |
|
| R1 |
3,079.50 |
3,079.50 |
3,072.25 |
3,075.50 |
| PP |
3,071.50 |
3,071.50 |
3,071.50 |
3,069.50 |
| S1 |
3,063.00 |
3,063.00 |
3,069.25 |
3,059.00 |
| S2 |
3,055.00 |
3,055.00 |
3,067.75 |
|
| S3 |
3,038.50 |
3,046.50 |
3,066.25 |
|
| S4 |
3,022.00 |
3,030.00 |
3,061.75 |
|
|
| 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 |
3,080.25 |
2,969.00 |
111.25 |
3.6% |
28.50 |
0.9% |
91% |
True |
False |
161,544 |
| 10 |
3,080.25 |
2,897.00 |
183.25 |
6.0% |
32.75 |
1.1% |
95% |
True |
False |
175,448 |
| 20 |
3,080.25 |
2,817.75 |
262.50 |
8.5% |
40.50 |
1.3% |
96% |
True |
False |
229,253 |
| 40 |
3,080.25 |
2,817.75 |
262.50 |
8.5% |
40.75 |
1.3% |
96% |
True |
False |
131,793 |
| 60 |
3,080.25 |
2,778.75 |
301.50 |
9.8% |
34.50 |
1.1% |
97% |
True |
False |
87,924 |
| 80 |
3,080.25 |
2,733.00 |
347.25 |
11.3% |
33.00 |
1.1% |
97% |
True |
False |
65,947 |
| 100 |
3,080.25 |
2,690.50 |
389.75 |
12.7% |
29.25 |
0.9% |
98% |
True |
False |
52,758 |
| 120 |
3,080.25 |
2,690.50 |
389.75 |
12.7% |
25.00 |
0.8% |
98% |
True |
False |
43,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.50 |
|
2.618 |
3,123.50 |
|
1.618 |
3,107.00 |
|
1.000 |
3,096.75 |
|
0.618 |
3,090.50 |
|
HIGH |
3,080.25 |
|
0.618 |
3,074.00 |
|
0.500 |
3,072.00 |
|
0.382 |
3,070.00 |
|
LOW |
3,063.75 |
|
0.618 |
3,053.50 |
|
1.000 |
3,047.25 |
|
1.618 |
3,037.00 |
|
2.618 |
3,020.50 |
|
4.250 |
2,993.50 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.00 |
3,068.75 |
| PP |
3,071.50 |
3,066.75 |
| S1 |
3,071.25 |
3,064.75 |
|