| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,075.25 |
3,049.00 |
-26.25 |
-0.9% |
3,062.75 |
| High |
3,087.00 |
3,049.00 |
-38.00 |
-1.2% |
3,087.00 |
| Low |
3,046.00 |
3,030.50 |
-15.50 |
-0.5% |
3,030.50 |
| Close |
3,047.50 |
3,040.75 |
-6.75 |
-0.2% |
3,040.75 |
| Range |
41.00 |
18.50 |
-22.50 |
-54.9% |
56.50 |
| ATR |
37.04 |
35.72 |
-1.32 |
-3.6% |
0.00 |
| Volume |
179,562 |
203,203 |
23,641 |
13.2% |
828,655 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.50 |
3,086.75 |
3,051.00 |
|
| R3 |
3,077.00 |
3,068.25 |
3,045.75 |
|
| R2 |
3,058.50 |
3,058.50 |
3,044.25 |
|
| R1 |
3,049.75 |
3,049.75 |
3,042.50 |
3,045.00 |
| PP |
3,040.00 |
3,040.00 |
3,040.00 |
3,037.75 |
| S1 |
3,031.25 |
3,031.25 |
3,039.00 |
3,026.50 |
| S2 |
3,021.50 |
3,021.50 |
3,037.25 |
|
| S3 |
3,003.00 |
3,012.75 |
3,035.75 |
|
| S4 |
2,984.50 |
2,994.25 |
3,030.50 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.25 |
3,188.00 |
3,071.75 |
|
| R3 |
3,165.75 |
3,131.50 |
3,056.25 |
|
| R2 |
3,109.25 |
3,109.25 |
3,051.00 |
|
| R1 |
3,075.00 |
3,075.00 |
3,046.00 |
3,064.00 |
| PP |
3,052.75 |
3,052.75 |
3,052.75 |
3,047.25 |
| S1 |
3,018.50 |
3,018.50 |
3,035.50 |
3,007.50 |
| S2 |
2,996.25 |
2,996.25 |
3,030.50 |
|
| S3 |
2,939.75 |
2,962.00 |
3,025.25 |
|
| S4 |
2,883.25 |
2,905.50 |
3,009.75 |
|
|
| 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 |
3,030.50 |
56.50 |
1.9% |
22.25 |
0.7% |
18% |
False |
True |
165,731 |
| 10 |
3,087.00 |
2,948.75 |
138.25 |
4.5% |
28.00 |
0.9% |
67% |
False |
False |
173,962 |
| 20 |
3,087.00 |
2,817.75 |
269.25 |
8.9% |
36.50 |
1.2% |
83% |
False |
False |
207,450 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.9% |
40.25 |
1.3% |
83% |
False |
False |
145,997 |
| 60 |
3,087.00 |
2,809.75 |
277.25 |
9.1% |
34.75 |
1.1% |
83% |
False |
False |
97,399 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
33.25 |
1.1% |
87% |
False |
False |
73,059 |
| 100 |
3,087.00 |
2,707.00 |
380.00 |
12.5% |
29.50 |
1.0% |
88% |
False |
False |
58,448 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
13.0% |
25.75 |
0.8% |
88% |
False |
False |
48,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,127.50 |
|
2.618 |
3,097.50 |
|
1.618 |
3,079.00 |
|
1.000 |
3,067.50 |
|
0.618 |
3,060.50 |
|
HIGH |
3,049.00 |
|
0.618 |
3,042.00 |
|
0.500 |
3,039.75 |
|
0.382 |
3,037.50 |
|
LOW |
3,030.50 |
|
0.618 |
3,019.00 |
|
1.000 |
3,012.00 |
|
1.618 |
3,000.50 |
|
2.618 |
2,982.00 |
|
4.250 |
2,952.00 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.50 |
3,058.75 |
| PP |
3,040.00 |
3,052.75 |
| S1 |
3,039.75 |
3,046.75 |
|