| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,038.00 |
3,052.50 |
14.50 |
0.5% |
3,062.75 |
| High |
3,057.25 |
3,058.25 |
1.00 |
0.0% |
3,087.00 |
| Low |
3,028.75 |
3,027.50 |
-1.25 |
0.0% |
3,030.50 |
| Close |
3,048.00 |
3,050.00 |
2.00 |
0.1% |
3,040.75 |
| Range |
28.50 |
30.75 |
2.25 |
7.9% |
56.50 |
| ATR |
34.28 |
34.03 |
-0.25 |
-0.7% |
0.00 |
| Volume |
314,733 |
214,945 |
-99,788 |
-31.7% |
828,655 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.50 |
3,124.50 |
3,067.00 |
|
| R3 |
3,106.75 |
3,093.75 |
3,058.50 |
|
| R2 |
3,076.00 |
3,076.00 |
3,055.75 |
|
| R1 |
3,063.00 |
3,063.00 |
3,052.75 |
3,054.00 |
| PP |
3,045.25 |
3,045.25 |
3,045.25 |
3,040.75 |
| S1 |
3,032.25 |
3,032.25 |
3,047.25 |
3,023.50 |
| S2 |
3,014.50 |
3,014.50 |
3,044.25 |
|
| S3 |
2,983.75 |
3,001.50 |
3,041.50 |
|
| S4 |
2,953.00 |
2,970.75 |
3,033.00 |
|
|
| 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 |
3,060.00 |
3,023.50 |
36.50 |
1.2% |
26.25 |
0.9% |
73% |
False |
False |
207,098 |
| 10 |
3,087.00 |
3,023.50 |
63.50 |
2.1% |
24.50 |
0.8% |
42% |
False |
False |
180,939 |
| 20 |
3,087.00 |
2,882.25 |
204.75 |
6.7% |
32.25 |
1.1% |
82% |
False |
False |
188,454 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
39.25 |
1.3% |
86% |
False |
False |
166,699 |
| 60 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
35.00 |
1.1% |
86% |
False |
False |
111,267 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
33.50 |
1.1% |
90% |
False |
False |
83,462 |
| 100 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
30.00 |
1.0% |
90% |
False |
False |
66,771 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
13.0% |
26.50 |
0.9% |
91% |
False |
False |
55,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.00 |
|
2.618 |
3,138.75 |
|
1.618 |
3,108.00 |
|
1.000 |
3,089.00 |
|
0.618 |
3,077.25 |
|
HIGH |
3,058.25 |
|
0.618 |
3,046.50 |
|
0.500 |
3,043.00 |
|
0.382 |
3,039.25 |
|
LOW |
3,027.50 |
|
0.618 |
3,008.50 |
|
1.000 |
2,996.75 |
|
1.618 |
2,977.75 |
|
2.618 |
2,947.00 |
|
4.250 |
2,896.75 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,047.50 |
3,047.25 |
| PP |
3,045.25 |
3,044.50 |
| S1 |
3,043.00 |
3,041.75 |
|