| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,284.9 |
1,297.3 |
12.4 |
1.0% |
1,286.5 |
| High |
1,298.1 |
1,340.5 |
42.4 |
3.3% |
1,301.1 |
| Low |
1,283.8 |
1,296.8 |
13.0 |
1.0% |
1,270.6 |
| Close |
1,294.0 |
1,337.3 |
43.3 |
3.3% |
1,294.0 |
| Range |
14.3 |
43.7 |
29.4 |
205.6% |
30.5 |
| ATR |
28.4 |
29.7 |
1.3 |
4.5% |
0.0 |
| Volume |
30,112 |
37,658 |
7,546 |
25.1% |
119,743 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.0 |
1,440.3 |
1,361.3 |
|
| R3 |
1,412.3 |
1,396.6 |
1,349.3 |
|
| R2 |
1,368.6 |
1,368.6 |
1,345.3 |
|
| R1 |
1,352.9 |
1,352.9 |
1,341.3 |
1,360.8 |
| PP |
1,324.9 |
1,324.9 |
1,324.9 |
1,328.8 |
| S1 |
1,309.2 |
1,309.2 |
1,333.3 |
1,317.1 |
| S2 |
1,281.2 |
1,281.2 |
1,329.3 |
|
| S3 |
1,237.5 |
1,265.5 |
1,325.3 |
|
| S4 |
1,193.8 |
1,221.8 |
1,313.3 |
|
|
| 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 |
1,340.5 |
1,270.6 |
69.9 |
5.2% |
24.2 |
1.8% |
95% |
True |
False |
27,072 |
| 10 |
1,340.5 |
1,236.3 |
104.2 |
7.8% |
24.1 |
1.8% |
97% |
True |
False |
24,728 |
| 20 |
1,340.5 |
1,182.6 |
157.9 |
11.8% |
29.9 |
2.2% |
98% |
True |
False |
19,901 |
| 40 |
1,426.0 |
1,182.6 |
243.4 |
18.2% |
28.0 |
2.1% |
64% |
False |
False |
12,469 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
23.0% |
29.1 |
2.2% |
50% |
False |
False |
10,291 |
| 80 |
1,612.5 |
1,182.6 |
429.9 |
32.1% |
31.4 |
2.3% |
36% |
False |
False |
8,681 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
32.8% |
28.0 |
2.1% |
35% |
False |
False |
7,279 |
| 120 |
1,694.3 |
1,182.6 |
511.7 |
38.3% |
26.7 |
2.0% |
30% |
False |
False |
6,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,526.2 |
|
2.618 |
1,454.9 |
|
1.618 |
1,411.2 |
|
1.000 |
1,384.2 |
|
0.618 |
1,367.5 |
|
HIGH |
1,340.5 |
|
0.618 |
1,323.8 |
|
0.500 |
1,318.7 |
|
0.382 |
1,313.5 |
|
LOW |
1,296.8 |
|
0.618 |
1,269.8 |
|
1.000 |
1,253.1 |
|
1.618 |
1,226.1 |
|
2.618 |
1,182.4 |
|
4.250 |
1,111.1 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.1 |
1,327.5 |
| PP |
1,324.9 |
1,317.6 |
| S1 |
1,318.7 |
1,307.8 |
|