| 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 |
2,669.0 |
2,674.0 |
5.0 |
0.2% |
2,615.0 |
| High |
2,692.0 |
2,720.0 |
28.0 |
1.0% |
2,705.0 |
| Low |
2,645.0 |
2,668.0 |
23.0 |
0.9% |
2,609.0 |
| Close |
2,680.0 |
2,714.0 |
34.0 |
1.3% |
2,670.0 |
| Range |
47.0 |
52.0 |
5.0 |
10.6% |
96.0 |
| ATR |
49.4 |
49.6 |
0.2 |
0.4% |
0.0 |
| Volume |
922,641 |
836,105 |
-86,536 |
-9.4% |
3,493,696 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.7 |
2,837.3 |
2,742.6 |
|
| R3 |
2,804.7 |
2,785.3 |
2,728.3 |
|
| R2 |
2,752.7 |
2,752.7 |
2,723.5 |
|
| R1 |
2,733.3 |
2,733.3 |
2,718.8 |
2,743.0 |
| PP |
2,700.7 |
2,700.7 |
2,700.7 |
2,705.5 |
| S1 |
2,681.3 |
2,681.3 |
2,709.2 |
2,691.0 |
| S2 |
2,648.7 |
2,648.7 |
2,704.5 |
|
| S3 |
2,596.7 |
2,629.3 |
2,699.7 |
|
| S4 |
2,544.7 |
2,577.3 |
2,685.4 |
|
|
| 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 |
2,720.0 |
2,645.0 |
75.0 |
2.8% |
37.6 |
1.4% |
92% |
True |
False |
751,374 |
| 10 |
2,720.0 |
2,591.0 |
129.0 |
4.8% |
40.1 |
1.5% |
95% |
True |
False |
757,668 |
| 20 |
2,720.0 |
2,488.0 |
232.0 |
8.5% |
49.0 |
1.8% |
97% |
True |
False |
936,706 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
49.0 |
1.8% |
64% |
False |
False |
610,533 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
13.0% |
44.3 |
1.6% |
64% |
False |
False |
408,275 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
44.4 |
1.6% |
65% |
False |
False |
306,278 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
43.2 |
1.6% |
65% |
False |
False |
245,551 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.1 |
1.4% |
65% |
False |
False |
204,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.0 |
|
2.618 |
2,856.1 |
|
1.618 |
2,804.1 |
|
1.000 |
2,772.0 |
|
0.618 |
2,752.1 |
|
HIGH |
2,720.0 |
|
0.618 |
2,700.1 |
|
0.500 |
2,694.0 |
|
0.382 |
2,687.9 |
|
LOW |
2,668.0 |
|
0.618 |
2,635.9 |
|
1.000 |
2,616.0 |
|
1.618 |
2,583.9 |
|
2.618 |
2,531.9 |
|
4.250 |
2,447.0 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.3 |
2,703.5 |
| PP |
2,700.7 |
2,693.0 |
| S1 |
2,694.0 |
2,682.5 |
|