| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,236.4 |
1,251.7 |
15.3 |
1.2% |
1,236.4 |
| High |
1,260.7 |
1,267.4 |
6.7 |
0.5% |
1,269.0 |
| Low |
1,236.3 |
1,245.6 |
9.3 |
0.8% |
1,209.4 |
| Close |
1,248.2 |
1,249.6 |
1.4 |
0.1% |
1,215.0 |
| Range |
24.4 |
21.8 |
-2.6 |
-10.7% |
59.6 |
| ATR |
33.0 |
32.2 |
-0.8 |
-2.4% |
0.0 |
| Volume |
23,524 |
19,351 |
-4,173 |
-17.7% |
73,959 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.6 |
1,306.4 |
1,261.6 |
|
| R3 |
1,297.8 |
1,284.6 |
1,255.6 |
|
| R2 |
1,276.0 |
1,276.0 |
1,253.6 |
|
| R1 |
1,262.8 |
1,262.8 |
1,251.6 |
1,258.5 |
| PP |
1,254.2 |
1,254.2 |
1,254.2 |
1,252.1 |
| S1 |
1,241.0 |
1,241.0 |
1,247.6 |
1,236.7 |
| S2 |
1,232.4 |
1,232.4 |
1,245.6 |
|
| S3 |
1,210.6 |
1,219.2 |
1,243.6 |
|
| S4 |
1,188.8 |
1,197.4 |
1,237.6 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.9 |
1,372.1 |
1,247.8 |
|
| R3 |
1,350.3 |
1,312.5 |
1,231.4 |
|
| R2 |
1,290.7 |
1,290.7 |
1,225.9 |
|
| R1 |
1,252.9 |
1,252.9 |
1,220.5 |
1,242.0 |
| PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,225.7 |
| S1 |
1,193.3 |
1,193.3 |
1,209.5 |
1,182.4 |
| S2 |
1,171.5 |
1,171.5 |
1,204.1 |
|
| S3 |
1,111.9 |
1,133.7 |
1,198.6 |
|
| S4 |
1,052.3 |
1,074.1 |
1,182.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,267.4 |
1,209.4 |
58.0 |
4.6% |
27.8 |
2.2% |
69% |
True |
False |
20,063 |
| 10 |
1,279.5 |
1,182.6 |
96.9 |
7.8% |
36.1 |
2.9% |
69% |
False |
False |
18,030 |
| 20 |
1,396.5 |
1,182.6 |
213.9 |
17.1% |
31.3 |
2.5% |
31% |
False |
False |
11,272 |
| 40 |
1,447.1 |
1,182.6 |
264.5 |
21.2% |
31.4 |
2.5% |
25% |
False |
False |
8,671 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
24.6% |
31.2 |
2.5% |
22% |
False |
False |
7,492 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
35.1% |
30.4 |
2.4% |
15% |
False |
False |
6,326 |
| 100 |
1,641.6 |
1,182.6 |
459.0 |
36.7% |
28.2 |
2.3% |
15% |
False |
False |
5,475 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
41.8% |
25.9 |
2.1% |
13% |
False |
False |
4,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.1 |
|
2.618 |
1,324.5 |
|
1.618 |
1,302.7 |
|
1.000 |
1,289.2 |
|
0.618 |
1,280.9 |
|
HIGH |
1,267.4 |
|
0.618 |
1,259.1 |
|
0.500 |
1,256.5 |
|
0.382 |
1,253.9 |
|
LOW |
1,245.6 |
|
0.618 |
1,232.1 |
|
1.000 |
1,223.8 |
|
1.618 |
1,210.3 |
|
2.618 |
1,188.5 |
|
4.250 |
1,153.0 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.5 |
1,247.4 |
| PP |
1,254.2 |
1,245.2 |
| S1 |
1,251.9 |
1,243.0 |
|