| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,756.0 |
2,753.0 |
-3.0 |
-0.1% |
2,724.0 |
| High |
2,769.0 |
2,764.0 |
-5.0 |
-0.2% |
2,769.0 |
| Low |
2,733.0 |
2,736.0 |
3.0 |
0.1% |
2,712.0 |
| Close |
2,744.0 |
2,739.0 |
-5.0 |
-0.2% |
2,744.0 |
| Range |
36.0 |
28.0 |
-8.0 |
-22.2% |
57.0 |
| ATR |
42.8 |
41.8 |
-1.1 |
-2.5% |
0.0 |
| Volume |
511,832 |
624,950 |
113,118 |
22.1% |
3,640,413 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.3 |
2,812.7 |
2,754.4 |
|
| R3 |
2,802.3 |
2,784.7 |
2,746.7 |
|
| R2 |
2,774.3 |
2,774.3 |
2,744.1 |
|
| R1 |
2,756.7 |
2,756.7 |
2,741.6 |
2,751.5 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,743.8 |
| S1 |
2,728.7 |
2,728.7 |
2,736.4 |
2,723.5 |
| S2 |
2,718.3 |
2,718.3 |
2,733.9 |
|
| S3 |
2,690.3 |
2,700.7 |
2,731.3 |
|
| S4 |
2,662.3 |
2,672.7 |
2,723.6 |
|
|
| 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 |
2,720.0 |
49.0 |
1.8% |
32.6 |
1.2% |
39% |
False |
False |
722,792 |
| 10 |
2,769.0 |
2,645.0 |
124.0 |
4.5% |
33.9 |
1.2% |
76% |
False |
False |
748,963 |
| 20 |
2,769.0 |
2,535.0 |
234.0 |
8.5% |
38.1 |
1.4% |
87% |
False |
False |
756,920 |
| 40 |
2,782.0 |
2,488.0 |
294.0 |
10.7% |
46.6 |
1.7% |
85% |
False |
False |
730,586 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.9% |
42.7 |
1.6% |
71% |
False |
False |
488,233 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
42.4 |
1.5% |
72% |
False |
False |
366,866 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
41.9 |
1.5% |
72% |
False |
False |
294,007 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
39.6 |
1.4% |
72% |
False |
False |
245,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.0 |
|
2.618 |
2,837.3 |
|
1.618 |
2,809.3 |
|
1.000 |
2,792.0 |
|
0.618 |
2,781.3 |
|
HIGH |
2,764.0 |
|
0.618 |
2,753.3 |
|
0.500 |
2,750.0 |
|
0.382 |
2,746.7 |
|
LOW |
2,736.0 |
|
0.618 |
2,718.7 |
|
1.000 |
2,708.0 |
|
1.618 |
2,690.7 |
|
2.618 |
2,662.7 |
|
4.250 |
2,617.0 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,750.0 |
2,744.5 |
| PP |
2,746.3 |
2,742.7 |
| S1 |
2,742.7 |
2,740.8 |
|