| 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 |
1,279.4 |
1,290.7 |
11.3 |
0.9% |
1,221.6 |
| High |
1,295.3 |
1,299.5 |
4.2 |
0.3% |
1,296.5 |
| Low |
1,279.3 |
1,273.8 |
-5.5 |
-0.4% |
1,221.2 |
| Close |
1,293.0 |
1,279.8 |
-13.2 |
-1.0% |
1,280.7 |
| Range |
16.0 |
25.7 |
9.7 |
60.6% |
75.3 |
| ATR |
25.8 |
25.8 |
0.0 |
0.0% |
0.0 |
| Volume |
1,209 |
1,771 |
562 |
46.5% |
9,869 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.5 |
1,346.3 |
1,293.9 |
|
| R3 |
1,335.8 |
1,320.6 |
1,286.9 |
|
| R2 |
1,310.1 |
1,310.1 |
1,284.5 |
|
| R1 |
1,294.9 |
1,294.9 |
1,282.2 |
1,289.7 |
| PP |
1,284.4 |
1,284.4 |
1,284.4 |
1,281.7 |
| S1 |
1,269.2 |
1,269.2 |
1,277.4 |
1,264.0 |
| S2 |
1,258.7 |
1,258.7 |
1,275.1 |
|
| S3 |
1,233.0 |
1,243.5 |
1,272.7 |
|
| S4 |
1,207.3 |
1,217.8 |
1,265.7 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.0 |
1,461.7 |
1,322.1 |
|
| R3 |
1,416.7 |
1,386.4 |
1,301.4 |
|
| R2 |
1,341.4 |
1,341.4 |
1,294.5 |
|
| R1 |
1,311.1 |
1,311.1 |
1,287.6 |
1,326.3 |
| PP |
1,266.1 |
1,266.1 |
1,266.1 |
1,273.7 |
| S1 |
1,235.8 |
1,235.8 |
1,273.8 |
1,251.0 |
| S2 |
1,190.8 |
1,190.8 |
1,266.9 |
|
| S3 |
1,115.5 |
1,160.5 |
1,260.0 |
|
| S4 |
1,040.2 |
1,085.2 |
1,239.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.5 |
1,271.7 |
27.8 |
2.2% |
17.9 |
1.4% |
29% |
True |
False |
1,756 |
| 10 |
1,299.5 |
1,214.4 |
85.1 |
6.6% |
18.9 |
1.5% |
77% |
True |
False |
2,049 |
| 20 |
1,378.2 |
1,187.9 |
190.3 |
14.9% |
26.2 |
2.0% |
48% |
False |
False |
1,556 |
| 40 |
1,423.0 |
1,187.9 |
235.1 |
18.4% |
22.7 |
1.8% |
39% |
False |
False |
1,025 |
| 60 |
1,482.1 |
1,187.9 |
294.2 |
23.0% |
21.0 |
1.6% |
31% |
False |
False |
1,036 |
| 80 |
1,613.6 |
1,187.9 |
425.7 |
33.3% |
22.1 |
1.7% |
22% |
False |
False |
899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.7 |
|
2.618 |
1,366.8 |
|
1.618 |
1,341.1 |
|
1.000 |
1,325.2 |
|
0.618 |
1,315.4 |
|
HIGH |
1,299.5 |
|
0.618 |
1,289.7 |
|
0.500 |
1,286.7 |
|
0.382 |
1,283.6 |
|
LOW |
1,273.8 |
|
0.618 |
1,257.9 |
|
1.000 |
1,248.1 |
|
1.618 |
1,232.2 |
|
2.618 |
1,206.5 |
|
4.250 |
1,164.6 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.7 |
1,286.7 |
| PP |
1,284.4 |
1,284.4 |
| S1 |
1,282.1 |
1,282.1 |
|