| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,284.0 |
1,291.5 |
7.5 |
0.6% |
1,223.9 |
| High |
1,296.4 |
1,301.1 |
4.7 |
0.4% |
1,299.0 |
| Low |
1,278.0 |
1,270.6 |
-7.4 |
-0.6% |
1,218.5 |
| Close |
1,292.0 |
1,278.8 |
-13.2 |
-1.0% |
1,279.6 |
| Range |
18.4 |
30.5 |
12.1 |
65.8% |
80.5 |
| ATR |
30.7 |
30.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
19,172 |
32,500 |
13,328 |
69.5% |
107,335 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.0 |
1,357.4 |
1,295.6 |
|
| R3 |
1,344.5 |
1,326.9 |
1,287.2 |
|
| R2 |
1,314.0 |
1,314.0 |
1,284.4 |
|
| R1 |
1,296.4 |
1,296.4 |
1,281.6 |
1,290.0 |
| PP |
1,283.5 |
1,283.5 |
1,283.5 |
1,280.3 |
| S1 |
1,265.9 |
1,265.9 |
1,276.0 |
1,259.5 |
| S2 |
1,253.0 |
1,253.0 |
1,273.2 |
|
| S3 |
1,222.5 |
1,235.4 |
1,270.4 |
|
| S4 |
1,192.0 |
1,204.9 |
1,262.0 |
|
|
| 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 |
1,301.1 |
1,265.8 |
35.3 |
2.8% |
24.6 |
1.9% |
37% |
True |
False |
24,143 |
| 10 |
1,301.1 |
1,209.4 |
91.7 |
7.2% |
26.2 |
2.0% |
76% |
True |
False |
22,103 |
| 20 |
1,378.0 |
1,182.6 |
195.4 |
15.3% |
32.9 |
2.6% |
49% |
False |
False |
16,478 |
| 40 |
1,426.0 |
1,182.6 |
243.4 |
19.0% |
29.7 |
2.3% |
40% |
False |
False |
11,112 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
24.1% |
29.3 |
2.3% |
31% |
False |
False |
9,041 |
| 80 |
1,618.0 |
1,182.6 |
435.4 |
34.0% |
31.1 |
2.4% |
22% |
False |
False |
7,745 |
| 100 |
1,625.2 |
1,182.6 |
442.6 |
34.6% |
27.9 |
2.2% |
22% |
False |
False |
6,471 |
| 120 |
1,694.3 |
1,182.6 |
511.7 |
40.0% |
26.3 |
2.1% |
19% |
False |
False |
5,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,430.7 |
|
2.618 |
1,380.9 |
|
1.618 |
1,350.4 |
|
1.000 |
1,331.6 |
|
0.618 |
1,319.9 |
|
HIGH |
1,301.1 |
|
0.618 |
1,289.4 |
|
0.500 |
1,285.9 |
|
0.382 |
1,282.3 |
|
LOW |
1,270.6 |
|
0.618 |
1,251.8 |
|
1.000 |
1,240.1 |
|
1.618 |
1,221.3 |
|
2.618 |
1,190.8 |
|
4.250 |
1,141.0 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.9 |
1,285.9 |
| PP |
1,283.5 |
1,283.5 |
| S1 |
1,281.2 |
1,281.2 |
|