| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,663.0 |
2,657.0 |
-6.0 |
-0.2% |
2,598.0 |
| High |
2,673.0 |
2,670.0 |
-3.0 |
-0.1% |
2,659.0 |
| Low |
2,651.0 |
2,637.0 |
-14.0 |
-0.5% |
2,535.0 |
| Close |
2,662.0 |
2,654.0 |
-8.0 |
-0.3% |
2,598.0 |
| Range |
22.0 |
33.0 |
11.0 |
50.0% |
124.0 |
| ATR |
55.9 |
54.3 |
-1.6 |
-2.9% |
0.0 |
| Volume |
672,219 |
897,601 |
225,382 |
33.5% |
3,557,734 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.7 |
2,736.3 |
2,672.2 |
|
| R3 |
2,719.7 |
2,703.3 |
2,663.1 |
|
| R2 |
2,686.7 |
2,686.7 |
2,660.1 |
|
| R1 |
2,670.3 |
2,670.3 |
2,657.0 |
2,662.0 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,649.5 |
| S1 |
2,637.3 |
2,637.3 |
2,651.0 |
2,629.0 |
| S2 |
2,620.7 |
2,620.7 |
2,648.0 |
|
| S3 |
2,587.7 |
2,604.3 |
2,644.9 |
|
| S4 |
2,554.7 |
2,571.3 |
2,635.9 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,907.7 |
2,666.2 |
|
| R3 |
2,845.3 |
2,783.7 |
2,632.1 |
|
| R2 |
2,721.3 |
2,721.3 |
2,620.7 |
|
| R1 |
2,659.7 |
2,659.7 |
2,609.4 |
2,660.0 |
| PP |
2,597.3 |
2,597.3 |
2,597.3 |
2,597.5 |
| S1 |
2,535.7 |
2,535.7 |
2,586.6 |
2,536.0 |
| S2 |
2,473.3 |
2,473.3 |
2,575.3 |
|
| S3 |
2,349.3 |
2,411.7 |
2,563.9 |
|
| S4 |
2,225.3 |
2,287.7 |
2,529.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,673.0 |
2,535.0 |
138.0 |
5.2% |
45.2 |
1.7% |
86% |
False |
False |
801,001 |
| 10 |
2,673.0 |
2,533.0 |
140.0 |
5.3% |
49.8 |
1.9% |
86% |
False |
False |
866,717 |
| 20 |
2,713.0 |
2,488.0 |
225.0 |
8.5% |
52.4 |
2.0% |
74% |
False |
False |
968,492 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.3% |
48.3 |
1.8% |
47% |
False |
False |
499,891 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
44.7 |
1.7% |
49% |
False |
False |
334,391 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
44.6 |
1.7% |
49% |
False |
False |
251,045 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.3 |
1.6% |
49% |
False |
False |
201,205 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
37.9 |
1.4% |
49% |
False |
False |
167,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.3 |
|
2.618 |
2,756.4 |
|
1.618 |
2,723.4 |
|
1.000 |
2,703.0 |
|
0.618 |
2,690.4 |
|
HIGH |
2,670.0 |
|
0.618 |
2,657.4 |
|
0.500 |
2,653.5 |
|
0.382 |
2,649.6 |
|
LOW |
2,637.0 |
|
0.618 |
2,616.6 |
|
1.000 |
2,604.0 |
|
1.618 |
2,583.6 |
|
2.618 |
2,550.6 |
|
4.250 |
2,496.8 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.8 |
2,649.7 |
| PP |
2,653.7 |
2,645.3 |
| S1 |
2,653.5 |
2,641.0 |
|