| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,344.0 |
1,321.0 |
-23.0 |
-1.7% |
1,286.5 |
| High |
1,347.4 |
1,338.2 |
-9.2 |
-0.7% |
1,301.1 |
| Low |
1,313.5 |
1,308.9 |
-4.6 |
-0.4% |
1,270.6 |
| Close |
1,320.1 |
1,329.5 |
9.4 |
0.7% |
1,294.0 |
| Range |
33.9 |
29.3 |
-4.6 |
-13.6% |
30.5 |
| ATR |
29.6 |
29.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
35,580 |
53,156 |
17,576 |
49.4% |
119,743 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.4 |
1,400.8 |
1,345.6 |
|
| R3 |
1,384.1 |
1,371.5 |
1,337.6 |
|
| R2 |
1,354.8 |
1,354.8 |
1,334.9 |
|
| R1 |
1,342.2 |
1,342.2 |
1,332.2 |
1,348.5 |
| PP |
1,325.5 |
1,325.5 |
1,325.5 |
1,328.7 |
| S1 |
1,312.9 |
1,312.9 |
1,326.8 |
1,319.2 |
| S2 |
1,296.2 |
1,296.2 |
1,324.1 |
|
| S3 |
1,266.9 |
1,283.6 |
1,321.4 |
|
| S4 |
1,237.6 |
1,254.3 |
1,313.4 |
|
|
| 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 |
1,349.2 |
1,283.8 |
65.4 |
4.9% |
28.8 |
2.2% |
70% |
False |
False |
39,680 |
| 10 |
1,349.2 |
1,269.0 |
80.2 |
6.0% |
24.8 |
1.9% |
75% |
False |
False |
30,542 |
| 20 |
1,349.2 |
1,182.6 |
166.6 |
12.5% |
29.3 |
2.2% |
88% |
False |
False |
25,393 |
| 40 |
1,426.0 |
1,182.6 |
243.4 |
18.3% |
28.7 |
2.2% |
60% |
False |
False |
15,268 |
| 60 |
1,490.5 |
1,182.6 |
307.9 |
23.2% |
29.5 |
2.2% |
48% |
False |
False |
12,197 |
| 80 |
1,594.6 |
1,182.6 |
412.0 |
31.0% |
31.9 |
2.4% |
36% |
False |
False |
10,268 |
| 100 |
1,621.8 |
1,182.6 |
439.2 |
33.0% |
28.3 |
2.1% |
33% |
False |
False |
8,533 |
| 120 |
1,694.3 |
1,182.6 |
511.7 |
38.5% |
26.9 |
2.0% |
29% |
False |
False |
7,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,462.7 |
|
2.618 |
1,414.9 |
|
1.618 |
1,385.6 |
|
1.000 |
1,367.5 |
|
0.618 |
1,356.3 |
|
HIGH |
1,338.2 |
|
0.618 |
1,327.0 |
|
0.500 |
1,323.6 |
|
0.382 |
1,320.1 |
|
LOW |
1,308.9 |
|
0.618 |
1,290.8 |
|
1.000 |
1,279.6 |
|
1.618 |
1,261.5 |
|
2.618 |
1,232.2 |
|
4.250 |
1,184.4 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.5 |
1,329.4 |
| PP |
1,325.5 |
1,329.2 |
| S1 |
1,323.6 |
1,329.1 |
|