| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,049.25 |
3,038.00 |
-11.25 |
-0.4% |
3,062.75 |
| High |
3,060.00 |
3,057.25 |
-2.75 |
-0.1% |
3,087.00 |
| Low |
3,023.50 |
3,028.75 |
5.25 |
0.2% |
3,030.50 |
| Close |
3,026.00 |
3,048.00 |
22.00 |
0.7% |
3,040.75 |
| Range |
36.50 |
28.50 |
-8.00 |
-21.9% |
56.50 |
| ATR |
34.52 |
34.28 |
-0.23 |
-0.7% |
0.00 |
| Volume |
161,677 |
314,733 |
153,056 |
94.7% |
828,655 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.25 |
3,117.50 |
3,063.75 |
|
| R3 |
3,101.75 |
3,089.00 |
3,055.75 |
|
| R2 |
3,073.25 |
3,073.25 |
3,053.25 |
|
| R1 |
3,060.50 |
3,060.50 |
3,050.50 |
3,067.00 |
| PP |
3,044.75 |
3,044.75 |
3,044.75 |
3,047.75 |
| S1 |
3,032.00 |
3,032.00 |
3,045.50 |
3,038.50 |
| S2 |
3,016.25 |
3,016.25 |
3,042.75 |
|
| S3 |
2,987.75 |
3,003.50 |
3,040.25 |
|
| S4 |
2,959.25 |
2,975.00 |
3,032.25 |
|
|
| 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% |
28.25 |
0.9% |
39% |
False |
False |
200,021 |
| 10 |
3,087.00 |
3,011.50 |
75.50 |
2.5% |
26.00 |
0.9% |
48% |
False |
False |
179,537 |
| 20 |
3,087.00 |
2,845.75 |
241.25 |
7.9% |
33.25 |
1.1% |
84% |
False |
False |
187,524 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
39.25 |
1.3% |
86% |
False |
False |
161,377 |
| 60 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
35.00 |
1.1% |
86% |
False |
False |
107,687 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
33.50 |
1.1% |
89% |
False |
False |
80,775 |
| 100 |
3,087.00 |
2,724.00 |
363.00 |
11.9% |
30.00 |
1.0% |
89% |
False |
False |
64,622 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
13.0% |
26.25 |
0.9% |
90% |
False |
False |
53,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.50 |
|
2.618 |
3,131.75 |
|
1.618 |
3,103.25 |
|
1.000 |
3,085.75 |
|
0.618 |
3,074.75 |
|
HIGH |
3,057.25 |
|
0.618 |
3,046.25 |
|
0.500 |
3,043.00 |
|
0.382 |
3,039.75 |
|
LOW |
3,028.75 |
|
0.618 |
3,011.25 |
|
1.000 |
3,000.25 |
|
1.618 |
2,982.75 |
|
2.618 |
2,954.25 |
|
4.250 |
2,907.50 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.25 |
3,046.00 |
| PP |
3,044.75 |
3,043.75 |
| S1 |
3,043.00 |
3,041.75 |
|