| 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 |
2,690.0 |
2,669.0 |
-21.0 |
-0.8% |
2,615.0 |
| High |
2,694.0 |
2,692.0 |
-2.0 |
-0.1% |
2,705.0 |
| Low |
2,662.0 |
2,645.0 |
-17.0 |
-0.6% |
2,609.0 |
| Close |
2,668.0 |
2,680.0 |
12.0 |
0.4% |
2,670.0 |
| Range |
32.0 |
47.0 |
15.0 |
46.9% |
96.0 |
| ATR |
49.6 |
49.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
882,643 |
922,641 |
39,998 |
4.5% |
3,493,696 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.3 |
2,793.7 |
2,705.9 |
|
| R3 |
2,766.3 |
2,746.7 |
2,692.9 |
|
| R2 |
2,719.3 |
2,719.3 |
2,688.6 |
|
| R1 |
2,699.7 |
2,699.7 |
2,684.3 |
2,709.5 |
| PP |
2,672.3 |
2,672.3 |
2,672.3 |
2,677.3 |
| S1 |
2,652.7 |
2,652.7 |
2,675.7 |
2,662.5 |
| S2 |
2,625.3 |
2,625.3 |
2,671.4 |
|
| S3 |
2,578.3 |
2,605.7 |
2,667.1 |
|
| S4 |
2,531.3 |
2,558.7 |
2,654.2 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,905.7 |
2,722.8 |
|
| R3 |
2,853.3 |
2,809.7 |
2,696.4 |
|
| R2 |
2,757.3 |
2,757.3 |
2,687.6 |
|
| R1 |
2,713.7 |
2,713.7 |
2,678.8 |
2,735.5 |
| PP |
2,661.3 |
2,661.3 |
2,661.3 |
2,672.3 |
| S1 |
2,617.7 |
2,617.7 |
2,661.2 |
2,639.5 |
| S2 |
2,565.3 |
2,565.3 |
2,652.4 |
|
| S3 |
2,469.3 |
2,521.7 |
2,643.6 |
|
| S4 |
2,373.3 |
2,425.7 |
2,617.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,645.0 |
60.0 |
2.2% |
34.4 |
1.3% |
58% |
False |
True |
719,737 |
| 10 |
2,705.0 |
2,535.0 |
170.0 |
6.3% |
39.8 |
1.5% |
85% |
False |
False |
760,369 |
| 20 |
2,705.0 |
2,488.0 |
217.0 |
8.1% |
48.9 |
1.8% |
88% |
False |
False |
959,299 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.2% |
48.5 |
1.8% |
54% |
False |
False |
589,636 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.2% |
43.8 |
1.6% |
54% |
False |
False |
394,342 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
44.1 |
1.6% |
56% |
False |
False |
295,828 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
43.2 |
1.6% |
56% |
False |
False |
237,192 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
38.9 |
1.5% |
56% |
False |
False |
197,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.8 |
|
2.618 |
2,815.0 |
|
1.618 |
2,768.0 |
|
1.000 |
2,739.0 |
|
0.618 |
2,721.0 |
|
HIGH |
2,692.0 |
|
0.618 |
2,674.0 |
|
0.500 |
2,668.5 |
|
0.382 |
2,663.0 |
|
LOW |
2,645.0 |
|
0.618 |
2,616.0 |
|
1.000 |
2,598.0 |
|
1.618 |
2,569.0 |
|
2.618 |
2,522.0 |
|
4.250 |
2,445.3 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.2 |
2,677.3 |
| PP |
2,672.3 |
2,674.7 |
| S1 |
2,668.5 |
2,672.0 |
|