| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,291.2 |
1,274.4 |
-16.8 |
-1.3% |
1,221.1 |
| High |
1,299.7 |
1,287.9 |
-11.8 |
-0.9% |
1,297.2 |
| Low |
1,269.3 |
1,273.3 |
4.0 |
0.3% |
1,214.4 |
| Close |
1,277.5 |
1,284.2 |
6.7 |
0.5% |
1,277.6 |
| Range |
30.4 |
14.6 |
-15.8 |
-52.0% |
82.8 |
| ATR |
31.3 |
30.1 |
-1.2 |
-3.8% |
0.0 |
| Volume |
223,427 |
123,913 |
-99,514 |
-44.5% |
840,944 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.6 |
1,319.5 |
1,292.2 |
|
| R3 |
1,311.0 |
1,304.9 |
1,288.2 |
|
| R2 |
1,296.4 |
1,296.4 |
1,286.9 |
|
| R1 |
1,290.3 |
1,290.3 |
1,285.5 |
1,293.4 |
| PP |
1,281.8 |
1,281.8 |
1,281.8 |
1,283.3 |
| S1 |
1,275.7 |
1,275.7 |
1,282.9 |
1,278.8 |
| S2 |
1,267.2 |
1,267.2 |
1,281.5 |
|
| S3 |
1,252.6 |
1,261.1 |
1,280.2 |
|
| S4 |
1,238.0 |
1,246.5 |
1,276.2 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,511.5 |
1,477.3 |
1,323.1 |
|
| R3 |
1,428.7 |
1,394.5 |
1,300.4 |
|
| R2 |
1,345.9 |
1,345.9 |
1,292.8 |
|
| R1 |
1,311.7 |
1,311.7 |
1,285.2 |
1,328.8 |
| PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,271.6 |
| S1 |
1,228.9 |
1,228.9 |
1,270.0 |
1,246.0 |
| S2 |
1,180.3 |
1,180.3 |
1,262.4 |
|
| S3 |
1,097.5 |
1,146.1 |
1,254.8 |
|
| S4 |
1,014.7 |
1,063.3 |
1,232.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.7 |
1,266.4 |
33.3 |
2.6% |
21.2 |
1.7% |
53% |
False |
False |
145,609 |
| 10 |
1,299.7 |
1,206.9 |
92.8 |
7.2% |
26.5 |
2.1% |
83% |
False |
False |
165,963 |
| 20 |
1,351.2 |
1,179.4 |
171.8 |
13.4% |
33.3 |
2.6% |
61% |
False |
False |
197,828 |
| 40 |
1,423.3 |
1,179.4 |
243.9 |
19.0% |
29.4 |
2.3% |
43% |
False |
False |
160,409 |
| 60 |
1,488.5 |
1,179.4 |
309.1 |
24.1% |
29.9 |
2.3% |
34% |
False |
False |
111,958 |
| 80 |
1,610.0 |
1,179.4 |
430.6 |
33.5% |
31.7 |
2.5% |
24% |
False |
False |
85,626 |
| 100 |
1,622.0 |
1,179.4 |
442.6 |
34.5% |
28.5 |
2.2% |
24% |
False |
False |
69,274 |
| 120 |
1,687.6 |
1,179.4 |
508.2 |
39.6% |
26.8 |
2.1% |
21% |
False |
False |
58,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.0 |
|
2.618 |
1,326.1 |
|
1.618 |
1,311.5 |
|
1.000 |
1,302.5 |
|
0.618 |
1,296.9 |
|
HIGH |
1,287.9 |
|
0.618 |
1,282.3 |
|
0.500 |
1,280.6 |
|
0.382 |
1,278.9 |
|
LOW |
1,273.3 |
|
0.618 |
1,264.3 |
|
1.000 |
1,258.7 |
|
1.618 |
1,249.7 |
|
2.618 |
1,235.1 |
|
4.250 |
1,211.3 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.0 |
1,284.5 |
| PP |
1,281.8 |
1,284.4 |
| S1 |
1,280.6 |
1,284.3 |
|