| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,298.03 |
15,298.00 |
-0.03 |
0.0% |
14,911.60 |
| High |
15,348.95 |
15,483.55 |
134.60 |
0.9% |
15,137.51 |
| Low |
15,258.89 |
15,298.00 |
39.11 |
0.3% |
14,858.93 |
| Close |
15,291.66 |
15,460.92 |
169.26 |
1.1% |
15,135.84 |
| Range |
90.06 |
185.55 |
95.49 |
106.0% |
278.58 |
| ATR |
164.74 |
166.68 |
1.94 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,970.81 |
15,901.41 |
15,562.97 |
|
| R3 |
15,785.26 |
15,715.86 |
15,511.95 |
|
| R2 |
15,599.71 |
15,599.71 |
15,494.94 |
|
| R1 |
15,530.31 |
15,530.31 |
15,477.93 |
15,565.01 |
| PP |
15,414.16 |
15,414.16 |
15,414.16 |
15,431.51 |
| S1 |
15,344.76 |
15,344.76 |
15,443.91 |
15,379.46 |
| S2 |
15,228.61 |
15,228.61 |
15,426.90 |
|
| S3 |
15,043.06 |
15,159.21 |
15,409.89 |
|
| S4 |
14,857.51 |
14,973.66 |
15,358.87 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,879.83 |
15,786.42 |
15,289.06 |
|
| R3 |
15,601.25 |
15,507.84 |
15,212.45 |
|
| R2 |
15,322.67 |
15,322.67 |
15,186.91 |
|
| R1 |
15,229.26 |
15,229.26 |
15,161.38 |
15,275.97 |
| PP |
15,044.09 |
15,044.09 |
15,044.09 |
15,067.45 |
| S1 |
14,950.68 |
14,950.68 |
15,110.30 |
14,997.39 |
| S2 |
14,765.51 |
14,765.51 |
15,084.77 |
|
| S3 |
14,486.93 |
14,672.10 |
15,059.23 |
|
| S4 |
14,208.35 |
14,393.52 |
14,982.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,483.55 |
14,971.20 |
512.35 |
3.3% |
131.88 |
0.9% |
96% |
True |
False |
|
| 10 |
15,483.55 |
14,858.93 |
624.62 |
4.0% |
148.03 |
1.0% |
96% |
True |
False |
|
| 20 |
15,483.55 |
14,551.27 |
932.28 |
6.0% |
176.84 |
1.1% |
98% |
True |
False |
|
| 40 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
171.74 |
1.1% |
92% |
False |
False |
|
| 60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.1% |
152.70 |
1.0% |
93% |
False |
False |
|
| 80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.5% |
145.92 |
0.9% |
93% |
False |
False |
|
| 100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
139.57 |
0.9% |
95% |
False |
False |
|
| 120 |
15,542.40 |
13,571.86 |
1,970.54 |
12.7% |
131.42 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,272.14 |
|
2.618 |
15,969.32 |
|
1.618 |
15,783.77 |
|
1.000 |
15,669.10 |
|
0.618 |
15,598.22 |
|
HIGH |
15,483.55 |
|
0.618 |
15,412.67 |
|
0.500 |
15,390.78 |
|
0.382 |
15,368.88 |
|
LOW |
15,298.00 |
|
0.618 |
15,183.33 |
|
1.000 |
15,112.45 |
|
1.618 |
14,997.78 |
|
2.618 |
14,812.23 |
|
4.250 |
14,509.41 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,437.54 |
15,425.95 |
| PP |
15,414.16 |
15,390.98 |
| S1 |
15,390.78 |
15,356.01 |
|