| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,073.25 |
3,075.25 |
2.00 |
0.1% |
2,961.50 |
| High |
3,086.50 |
3,087.00 |
0.50 |
0.0% |
3,070.50 |
| Low |
3,065.50 |
3,046.00 |
-19.50 |
-0.6% |
2,948.75 |
| Close |
3,079.25 |
3,047.50 |
-31.75 |
-1.0% |
3,062.00 |
| Range |
21.00 |
41.00 |
20.00 |
95.2% |
121.75 |
| ATR |
36.74 |
37.04 |
0.30 |
0.8% |
0.00 |
| Volume |
186,222 |
179,562 |
-6,660 |
-3.6% |
910,970 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,183.25 |
3,156.25 |
3,070.00 |
|
| R3 |
3,142.25 |
3,115.25 |
3,058.75 |
|
| R2 |
3,101.25 |
3,101.25 |
3,055.00 |
|
| R1 |
3,074.25 |
3,074.25 |
3,051.25 |
3,067.25 |
| PP |
3,060.25 |
3,060.25 |
3,060.25 |
3,056.50 |
| S1 |
3,033.25 |
3,033.25 |
3,043.75 |
3,026.25 |
| S2 |
3,019.25 |
3,019.25 |
3,040.00 |
|
| S3 |
2,978.25 |
2,992.25 |
3,036.25 |
|
| S4 |
2,937.25 |
2,951.25 |
3,025.00 |
|
|
| 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 |
3,087.00 |
3,046.00 |
41.00 |
1.3% |
22.75 |
0.7% |
4% |
True |
True |
154,781 |
| 10 |
3,087.00 |
2,927.75 |
159.25 |
5.2% |
30.50 |
1.0% |
75% |
True |
False |
176,533 |
| 20 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
39.75 |
1.3% |
85% |
True |
False |
220,712 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
41.25 |
1.4% |
85% |
True |
False |
140,929 |
| 60 |
3,087.00 |
2,809.75 |
277.25 |
9.1% |
34.75 |
1.1% |
86% |
True |
False |
94,013 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
33.25 |
1.1% |
89% |
True |
False |
70,519 |
| 100 |
3,087.00 |
2,695.75 |
391.25 |
12.8% |
29.25 |
1.0% |
90% |
True |
False |
56,416 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
13.0% |
25.50 |
0.8% |
90% |
True |
False |
47,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.25 |
|
2.618 |
3,194.25 |
|
1.618 |
3,153.25 |
|
1.000 |
3,128.00 |
|
0.618 |
3,112.25 |
|
HIGH |
3,087.00 |
|
0.618 |
3,071.25 |
|
0.500 |
3,066.50 |
|
0.382 |
3,061.75 |
|
LOW |
3,046.00 |
|
0.618 |
3,020.75 |
|
1.000 |
3,005.00 |
|
1.618 |
2,979.75 |
|
2.618 |
2,938.75 |
|
4.250 |
2,871.75 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.50 |
3,066.50 |
| PP |
3,060.25 |
3,060.25 |
| S1 |
3,053.75 |
3,053.75 |
|