| 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 |
1,286.2 |
1,315.3 |
29.1 |
2.3% |
1,286.8 |
| High |
1,298.6 |
1,340.1 |
41.5 |
3.2% |
1,299.5 |
| Low |
1,286.2 |
1,315.3 |
29.1 |
2.3% |
1,273.8 |
| Close |
1,295.0 |
1,338.4 |
43.4 |
3.4% |
1,295.0 |
| Range |
12.4 |
24.8 |
12.4 |
100.0% |
25.7 |
| ATR |
23.8 |
25.3 |
1.5 |
6.4% |
0.0 |
| Volume |
2,697 |
2,182 |
-515 |
-19.1% |
9,371 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.7 |
1,396.8 |
1,352.0 |
|
| R3 |
1,380.9 |
1,372.0 |
1,345.2 |
|
| R2 |
1,356.1 |
1,356.1 |
1,342.9 |
|
| R1 |
1,347.2 |
1,347.2 |
1,340.7 |
1,351.7 |
| PP |
1,331.3 |
1,331.3 |
1,331.3 |
1,333.5 |
| S1 |
1,322.4 |
1,322.4 |
1,336.1 |
1,326.9 |
| S2 |
1,306.5 |
1,306.5 |
1,333.9 |
|
| S3 |
1,281.7 |
1,297.6 |
1,331.6 |
|
| S4 |
1,256.9 |
1,272.8 |
1,324.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.5 |
1,356.5 |
1,309.1 |
|
| R3 |
1,340.8 |
1,330.8 |
1,302.1 |
|
| R2 |
1,315.1 |
1,315.1 |
1,299.7 |
|
| R1 |
1,305.1 |
1,305.1 |
1,297.4 |
1,310.1 |
| PP |
1,289.4 |
1,289.4 |
1,289.4 |
1,292.0 |
| S1 |
1,279.4 |
1,279.4 |
1,292.6 |
1,284.4 |
| S2 |
1,263.7 |
1,263.7 |
1,290.3 |
|
| S3 |
1,238.0 |
1,253.7 |
1,287.9 |
|
| S4 |
1,212.3 |
1,228.0 |
1,280.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,340.1 |
1,273.8 |
66.3 |
5.0% |
17.7 |
1.3% |
97% |
True |
False |
2,051 |
| 10 |
1,340.1 |
1,237.0 |
103.1 |
7.7% |
16.9 |
1.3% |
98% |
True |
False |
2,005 |
| 20 |
1,340.1 |
1,187.9 |
152.2 |
11.4% |
22.8 |
1.7% |
99% |
True |
False |
1,782 |
| 40 |
1,423.0 |
1,187.9 |
235.1 |
17.6% |
21.3 |
1.6% |
64% |
False |
False |
1,171 |
| 60 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
20.9 |
1.6% |
51% |
False |
False |
1,130 |
| 80 |
1,612.4 |
1,187.9 |
424.5 |
31.7% |
22.4 |
1.7% |
35% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.5 |
|
2.618 |
1,405.0 |
|
1.618 |
1,380.2 |
|
1.000 |
1,364.9 |
|
0.618 |
1,355.4 |
|
HIGH |
1,340.1 |
|
0.618 |
1,330.6 |
|
0.500 |
1,327.7 |
|
0.382 |
1,324.8 |
|
LOW |
1,315.3 |
|
0.618 |
1,300.0 |
|
1.000 |
1,290.5 |
|
1.618 |
1,275.2 |
|
2.618 |
1,250.4 |
|
4.250 |
1,209.9 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,334.8 |
1,328.8 |
| PP |
1,331.3 |
1,319.2 |
| S1 |
1,327.7 |
1,309.6 |
|