| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,066.00 |
3,082.50 |
16.50 |
0.5% |
3,043.75 |
| High |
3,094.75 |
3,105.00 |
10.25 |
0.3% |
3,073.50 |
| Low |
3,065.50 |
3,079.25 |
13.75 |
0.4% |
3,023.50 |
| Close |
3,085.50 |
3,083.00 |
-2.50 |
-0.1% |
3,070.50 |
| Range |
29.25 |
25.75 |
-3.50 |
-12.0% |
50.00 |
| ATR |
33.00 |
32.48 |
-0.52 |
-1.6% |
0.00 |
| Volume |
237,285 |
254,202 |
16,917 |
7.1% |
1,015,863 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.25 |
3,150.50 |
3,097.25 |
|
| R3 |
3,140.50 |
3,124.75 |
3,090.00 |
|
| R2 |
3,114.75 |
3,114.75 |
3,087.75 |
|
| R1 |
3,099.00 |
3,099.00 |
3,085.25 |
3,107.00 |
| PP |
3,089.00 |
3,089.00 |
3,089.00 |
3,093.00 |
| S1 |
3,073.25 |
3,073.25 |
3,080.75 |
3,081.00 |
| S2 |
3,063.25 |
3,063.25 |
3,078.25 |
|
| S3 |
3,037.50 |
3,047.50 |
3,076.00 |
|
| S4 |
3,011.75 |
3,021.75 |
3,068.75 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.75 |
3,188.25 |
3,098.00 |
|
| R3 |
3,155.75 |
3,138.25 |
3,084.25 |
|
| R2 |
3,105.75 |
3,105.75 |
3,079.75 |
|
| R1 |
3,088.25 |
3,088.25 |
3,075.00 |
3,097.00 |
| PP |
3,055.75 |
3,055.75 |
3,055.75 |
3,060.25 |
| S1 |
3,038.25 |
3,038.25 |
3,066.00 |
3,047.00 |
| S2 |
3,005.75 |
3,005.75 |
3,061.25 |
|
| S3 |
2,955.75 |
2,988.25 |
3,056.75 |
|
| S4 |
2,905.75 |
2,938.25 |
3,043.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,105.00 |
3,027.50 |
77.50 |
2.5% |
28.75 |
0.9% |
72% |
True |
False |
215,992 |
| 10 |
3,105.00 |
3,023.50 |
81.50 |
2.6% |
28.50 |
0.9% |
73% |
True |
False |
208,006 |
| 20 |
3,105.00 |
2,897.00 |
208.00 |
6.7% |
30.00 |
1.0% |
89% |
True |
False |
190,894 |
| 40 |
3,105.00 |
2,817.75 |
287.25 |
9.3% |
38.00 |
1.2% |
92% |
True |
False |
188,132 |
| 60 |
3,105.00 |
2,817.75 |
287.25 |
9.3% |
35.25 |
1.1% |
92% |
True |
False |
125,670 |
| 80 |
3,105.00 |
2,733.00 |
372.00 |
12.1% |
34.00 |
1.1% |
94% |
True |
False |
94,273 |
| 100 |
3,105.00 |
2,733.00 |
372.00 |
12.1% |
31.00 |
1.0% |
94% |
True |
False |
75,421 |
| 120 |
3,105.00 |
2,690.50 |
414.50 |
13.4% |
27.00 |
0.9% |
95% |
True |
False |
62,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.50 |
|
2.618 |
3,172.50 |
|
1.618 |
3,146.75 |
|
1.000 |
3,130.75 |
|
0.618 |
3,121.00 |
|
HIGH |
3,105.00 |
|
0.618 |
3,095.25 |
|
0.500 |
3,092.00 |
|
0.382 |
3,089.00 |
|
LOW |
3,079.25 |
|
0.618 |
3,063.25 |
|
1.000 |
3,053.50 |
|
1.618 |
3,037.50 |
|
2.618 |
3,011.75 |
|
4.250 |
2,969.75 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,092.00 |
3,082.25 |
| PP |
3,089.00 |
3,081.50 |
| S1 |
3,086.00 |
3,081.00 |
|