| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,043.75 |
3,049.25 |
5.50 |
0.2% |
3,062.75 |
| High |
3,055.25 |
3,060.00 |
4.75 |
0.2% |
3,087.00 |
| Low |
3,038.50 |
3,023.50 |
-15.00 |
-0.5% |
3,030.50 |
| Close |
3,047.50 |
3,026.00 |
-21.50 |
-0.7% |
3,040.75 |
| Range |
16.75 |
36.50 |
19.75 |
117.9% |
56.50 |
| ATR |
34.36 |
34.52 |
0.15 |
0.4% |
0.00 |
| Volume |
140,933 |
161,677 |
20,744 |
14.7% |
828,655 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.00 |
3,122.50 |
3,046.00 |
|
| R3 |
3,109.50 |
3,086.00 |
3,036.00 |
|
| R2 |
3,073.00 |
3,073.00 |
3,032.75 |
|
| R1 |
3,049.50 |
3,049.50 |
3,029.25 |
3,043.00 |
| PP |
3,036.50 |
3,036.50 |
3,036.50 |
3,033.25 |
| S1 |
3,013.00 |
3,013.00 |
3,022.75 |
3,006.50 |
| S2 |
3,000.00 |
3,000.00 |
3,019.25 |
|
| S3 |
2,963.50 |
2,976.50 |
3,016.00 |
|
| S4 |
2,927.00 |
2,940.00 |
3,006.00 |
|
|
| 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 |
3,023.50 |
63.50 |
2.1% |
26.75 |
0.9% |
4% |
False |
True |
174,319 |
| 10 |
3,087.00 |
2,969.00 |
118.00 |
3.9% |
27.75 |
0.9% |
48% |
False |
False |
167,931 |
| 20 |
3,087.00 |
2,830.75 |
256.25 |
8.5% |
34.00 |
1.1% |
76% |
False |
False |
184,680 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.9% |
39.50 |
1.3% |
77% |
False |
False |
153,525 |
| 60 |
3,087.00 |
2,817.75 |
269.25 |
8.9% |
35.00 |
1.2% |
77% |
False |
False |
102,441 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.7% |
33.25 |
1.1% |
83% |
False |
False |
76,841 |
| 100 |
3,087.00 |
2,724.00 |
363.00 |
12.0% |
29.75 |
1.0% |
83% |
False |
False |
61,474 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
13.1% |
26.00 |
0.9% |
85% |
False |
False |
51,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.00 |
|
2.618 |
3,155.50 |
|
1.618 |
3,119.00 |
|
1.000 |
3,096.50 |
|
0.618 |
3,082.50 |
|
HIGH |
3,060.00 |
|
0.618 |
3,046.00 |
|
0.500 |
3,041.75 |
|
0.382 |
3,037.50 |
|
LOW |
3,023.50 |
|
0.618 |
3,001.00 |
|
1.000 |
2,987.00 |
|
1.618 |
2,964.50 |
|
2.618 |
2,928.00 |
|
4.250 |
2,868.50 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,041.75 |
3,041.75 |
| PP |
3,036.50 |
3,036.50 |
| S1 |
3,031.25 |
3,031.25 |
|