| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,251.7 |
1,267.8 |
16.1 |
1.3% |
1,236.4 |
| High |
1,267.4 |
1,299.0 |
31.6 |
2.5% |
1,269.0 |
| Low |
1,245.6 |
1,265.8 |
20.2 |
1.6% |
1,209.4 |
| Close |
1,249.6 |
1,282.0 |
32.4 |
2.6% |
1,215.0 |
| Range |
21.8 |
33.2 |
11.4 |
52.3% |
59.6 |
| ATR |
32.2 |
33.5 |
1.2 |
3.8% |
0.0 |
| Volume |
19,351 |
29,610 |
10,259 |
53.0% |
73,959 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.9 |
1,365.1 |
1,300.3 |
|
| R3 |
1,348.7 |
1,331.9 |
1,291.1 |
|
| R2 |
1,315.5 |
1,315.5 |
1,288.1 |
|
| R1 |
1,298.7 |
1,298.7 |
1,285.0 |
1,307.1 |
| PP |
1,282.3 |
1,282.3 |
1,282.3 |
1,286.5 |
| S1 |
1,265.5 |
1,265.5 |
1,279.0 |
1,273.9 |
| S2 |
1,249.1 |
1,249.1 |
1,275.9 |
|
| S3 |
1,215.9 |
1,232.3 |
1,272.9 |
|
| S4 |
1,182.7 |
1,199.1 |
1,263.7 |
|
|
| 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 |
1,299.0 |
1,209.4 |
89.6 |
7.0% |
29.8 |
2.3% |
81% |
True |
False |
22,092 |
| 10 |
1,299.0 |
1,182.6 |
116.4 |
9.1% |
33.7 |
2.6% |
85% |
True |
False |
20,243 |
| 20 |
1,396.5 |
1,182.6 |
213.9 |
16.7% |
31.9 |
2.5% |
46% |
False |
False |
12,536 |
| 40 |
1,431.6 |
1,182.6 |
249.0 |
19.4% |
31.6 |
2.5% |
40% |
False |
False |
9,299 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
24.0% |
30.5 |
2.4% |
32% |
False |
False |
7,794 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
34.3% |
30.6 |
2.4% |
23% |
False |
False |
6,685 |
| 100 |
1,625.2 |
1,182.6 |
442.6 |
34.5% |
28.1 |
2.2% |
22% |
False |
False |
5,746 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
40.8% |
26.0 |
2.0% |
19% |
False |
False |
5,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.1 |
|
2.618 |
1,385.9 |
|
1.618 |
1,352.7 |
|
1.000 |
1,332.2 |
|
0.618 |
1,319.5 |
|
HIGH |
1,299.0 |
|
0.618 |
1,286.3 |
|
0.500 |
1,282.4 |
|
0.382 |
1,278.5 |
|
LOW |
1,265.8 |
|
0.618 |
1,245.3 |
|
1.000 |
1,232.6 |
|
1.618 |
1,212.1 |
|
2.618 |
1,178.9 |
|
4.250 |
1,124.7 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.4 |
1,277.2 |
| PP |
1,282.3 |
1,272.4 |
| S1 |
1,282.1 |
1,267.7 |
|