| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,275.0 |
1,284.9 |
9.9 |
0.8% |
1,286.5 |
| High |
1,289.2 |
1,298.1 |
8.9 |
0.7% |
1,301.1 |
| Low |
1,275.0 |
1,283.8 |
8.8 |
0.7% |
1,270.6 |
| Close |
1,285.5 |
1,294.0 |
8.5 |
0.7% |
1,294.0 |
| Range |
14.2 |
14.3 |
0.1 |
0.7% |
30.5 |
| ATR |
29.5 |
28.4 |
-1.1 |
-3.7% |
0.0 |
| Volume |
15,918 |
30,112 |
14,194 |
89.2% |
119,743 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.9 |
1,328.7 |
1,301.9 |
|
| R3 |
1,320.6 |
1,314.4 |
1,297.9 |
|
| R2 |
1,306.3 |
1,306.3 |
1,296.6 |
|
| R1 |
1,300.1 |
1,300.1 |
1,295.3 |
1,303.2 |
| PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,293.5 |
| S1 |
1,285.8 |
1,285.8 |
1,292.7 |
1,288.9 |
| S2 |
1,277.7 |
1,277.7 |
1,291.4 |
|
| S3 |
1,263.4 |
1,271.5 |
1,290.1 |
|
| S4 |
1,249.1 |
1,257.2 |
1,286.1 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.1 |
1,367.5 |
1,310.8 |
|
| R3 |
1,349.6 |
1,337.0 |
1,302.4 |
|
| R2 |
1,319.1 |
1,319.1 |
1,299.6 |
|
| R1 |
1,306.5 |
1,306.5 |
1,296.8 |
1,312.8 |
| PP |
1,288.6 |
1,288.6 |
1,288.6 |
1,291.7 |
| S1 |
1,276.0 |
1,276.0 |
1,291.2 |
1,282.3 |
| S2 |
1,258.1 |
1,258.1 |
1,288.4 |
|
| S3 |
1,227.6 |
1,245.5 |
1,285.6 |
|
| S4 |
1,197.1 |
1,215.0 |
1,277.2 |
|
|
| 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 |
1,270.6 |
30.5 |
2.4% |
19.6 |
1.5% |
77% |
False |
False |
23,948 |
| 10 |
1,301.1 |
1,218.5 |
82.6 |
6.4% |
21.9 |
1.7% |
91% |
False |
False |
22,707 |
| 20 |
1,303.5 |
1,182.6 |
120.9 |
9.3% |
29.3 |
2.3% |
92% |
False |
False |
18,552 |
| 40 |
1,426.0 |
1,182.6 |
243.4 |
18.8% |
27.9 |
2.2% |
46% |
False |
False |
11,813 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
23.8% |
29.1 |
2.2% |
36% |
False |
False |
9,690 |
| 80 |
1,612.6 |
1,182.6 |
430.0 |
33.2% |
31.0 |
2.4% |
26% |
False |
False |
8,230 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
33.9% |
27.7 |
2.1% |
25% |
False |
False |
6,910 |
| 120 |
1,694.3 |
1,182.6 |
511.7 |
39.5% |
26.3 |
2.0% |
22% |
False |
False |
6,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.9 |
|
2.618 |
1,335.5 |
|
1.618 |
1,321.2 |
|
1.000 |
1,312.4 |
|
0.618 |
1,306.9 |
|
HIGH |
1,298.1 |
|
0.618 |
1,292.6 |
|
0.500 |
1,291.0 |
|
0.382 |
1,289.3 |
|
LOW |
1,283.8 |
|
0.618 |
1,275.0 |
|
1.000 |
1,269.5 |
|
1.618 |
1,260.7 |
|
2.618 |
1,246.4 |
|
4.250 |
1,223.0 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.0 |
1,291.3 |
| PP |
1,292.0 |
1,288.6 |
| S1 |
1,291.0 |
1,285.9 |
|