| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,267.8 |
1,287.2 |
19.4 |
1.5% |
1,223.9 |
| High |
1,299.0 |
1,289.1 |
-9.9 |
-0.8% |
1,299.0 |
| Low |
1,265.8 |
1,269.0 |
3.2 |
0.3% |
1,218.5 |
| Close |
1,282.0 |
1,279.6 |
-2.4 |
-0.2% |
1,279.6 |
| Range |
33.2 |
20.1 |
-13.1 |
-39.5% |
80.5 |
| ATR |
33.5 |
32.5 |
-1.0 |
-2.9% |
0.0 |
| Volume |
29,610 |
17,395 |
-12,215 |
-41.3% |
107,335 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.5 |
1,329.7 |
1,290.7 |
|
| R3 |
1,319.4 |
1,309.6 |
1,285.1 |
|
| R2 |
1,299.3 |
1,299.3 |
1,283.3 |
|
| R1 |
1,289.5 |
1,289.5 |
1,281.4 |
1,284.4 |
| PP |
1,279.2 |
1,279.2 |
1,279.2 |
1,276.7 |
| S1 |
1,269.4 |
1,269.4 |
1,277.8 |
1,264.3 |
| S2 |
1,259.1 |
1,259.1 |
1,275.9 |
|
| S3 |
1,239.0 |
1,249.3 |
1,274.1 |
|
| S4 |
1,218.9 |
1,229.2 |
1,268.5 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.2 |
1,473.9 |
1,323.9 |
|
| R3 |
1,426.7 |
1,393.4 |
1,301.7 |
|
| R2 |
1,346.2 |
1,346.2 |
1,294.4 |
|
| R1 |
1,312.9 |
1,312.9 |
1,287.0 |
1,329.6 |
| PP |
1,265.7 |
1,265.7 |
1,265.7 |
1,274.0 |
| S1 |
1,232.4 |
1,232.4 |
1,272.2 |
1,249.1 |
| S2 |
1,185.2 |
1,185.2 |
1,264.8 |
|
| S3 |
1,104.7 |
1,151.9 |
1,257.5 |
|
| S4 |
1,024.2 |
1,071.4 |
1,235.3 |
|
|
| 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 |
1,218.5 |
80.5 |
6.3% |
24.1 |
1.9% |
76% |
False |
False |
21,467 |
| 10 |
1,299.0 |
1,182.6 |
116.4 |
9.1% |
31.0 |
2.4% |
83% |
False |
False |
20,122 |
| 20 |
1,393.9 |
1,182.6 |
211.3 |
16.5% |
31.9 |
2.5% |
46% |
False |
False |
13,218 |
| 40 |
1,426.0 |
1,182.6 |
243.4 |
19.0% |
31.1 |
2.4% |
40% |
False |
False |
9,572 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
24.1% |
30.3 |
2.4% |
32% |
False |
False |
7,976 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
34.3% |
30.6 |
2.4% |
22% |
False |
False |
6,889 |
| 100 |
1,625.2 |
1,182.6 |
442.6 |
34.6% |
28.2 |
2.2% |
22% |
False |
False |
5,848 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
40.9% |
26.1 |
2.0% |
19% |
False |
False |
5,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.5 |
|
2.618 |
1,341.7 |
|
1.618 |
1,321.6 |
|
1.000 |
1,309.2 |
|
0.618 |
1,301.5 |
|
HIGH |
1,289.1 |
|
0.618 |
1,281.4 |
|
0.500 |
1,279.1 |
|
0.382 |
1,276.7 |
|
LOW |
1,269.0 |
|
0.618 |
1,256.6 |
|
1.000 |
1,248.9 |
|
1.618 |
1,236.5 |
|
2.618 |
1,216.4 |
|
4.250 |
1,183.6 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.4 |
1,277.2 |
| PP |
1,279.2 |
1,274.7 |
| S1 |
1,279.1 |
1,272.3 |
|