| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,756.0 |
2.0 |
0.1% |
2,724.0 |
| High |
2,759.0 |
2,769.0 |
10.0 |
0.4% |
2,769.0 |
| Low |
2,720.0 |
2,733.0 |
13.0 |
0.5% |
2,712.0 |
| Close |
2,740.0 |
2,744.0 |
4.0 |
0.1% |
2,744.0 |
| Range |
39.0 |
36.0 |
-3.0 |
-7.7% |
57.0 |
| ATR |
43.4 |
42.8 |
-0.5 |
-1.2% |
0.0 |
| Volume |
745,775 |
511,832 |
-233,943 |
-31.4% |
3,640,413 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.7 |
2,836.3 |
2,763.8 |
|
| R3 |
2,820.7 |
2,800.3 |
2,753.9 |
|
| R2 |
2,784.7 |
2,784.7 |
2,750.6 |
|
| R1 |
2,764.3 |
2,764.3 |
2,747.3 |
2,756.5 |
| PP |
2,748.7 |
2,748.7 |
2,748.7 |
2,744.8 |
| S1 |
2,728.3 |
2,728.3 |
2,740.7 |
2,720.5 |
| S2 |
2,712.7 |
2,712.7 |
2,737.4 |
|
| S3 |
2,676.7 |
2,692.3 |
2,734.1 |
|
| S4 |
2,640.7 |
2,656.3 |
2,724.2 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,885.3 |
2,775.4 |
|
| R3 |
2,855.7 |
2,828.3 |
2,759.7 |
|
| R2 |
2,798.7 |
2,798.7 |
2,754.5 |
|
| R1 |
2,771.3 |
2,771.3 |
2,749.2 |
2,785.0 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,748.5 |
| S1 |
2,714.3 |
2,714.3 |
2,738.8 |
2,728.0 |
| S2 |
2,684.7 |
2,684.7 |
2,733.6 |
|
| S3 |
2,627.7 |
2,657.3 |
2,728.3 |
|
| S4 |
2,570.7 |
2,600.3 |
2,712.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,769.0 |
2,712.0 |
57.0 |
2.1% |
31.8 |
1.2% |
56% |
True |
False |
728,082 |
| 10 |
2,769.0 |
2,645.0 |
124.0 |
4.5% |
33.4 |
1.2% |
80% |
True |
False |
746,202 |
| 20 |
2,769.0 |
2,535.0 |
234.0 |
8.5% |
39.1 |
1.4% |
89% |
True |
False |
766,634 |
| 40 |
2,796.0 |
2,488.0 |
308.0 |
11.2% |
47.3 |
1.7% |
83% |
False |
False |
715,827 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.9% |
43.1 |
1.6% |
72% |
False |
False |
477,819 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
42.6 |
1.6% |
73% |
False |
False |
359,055 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
42.1 |
1.5% |
73% |
False |
False |
287,773 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
40.0 |
1.5% |
73% |
False |
False |
239,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.0 |
|
2.618 |
2,863.2 |
|
1.618 |
2,827.2 |
|
1.000 |
2,805.0 |
|
0.618 |
2,791.2 |
|
HIGH |
2,769.0 |
|
0.618 |
2,755.2 |
|
0.500 |
2,751.0 |
|
0.382 |
2,746.8 |
|
LOW |
2,733.0 |
|
0.618 |
2,710.8 |
|
1.000 |
2,697.0 |
|
1.618 |
2,674.8 |
|
2.618 |
2,638.8 |
|
4.250 |
2,580.0 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.0 |
2,744.5 |
| PP |
2,748.7 |
2,744.3 |
| S1 |
2,746.3 |
2,744.2 |
|