| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,753.0 |
0.0 |
0.0% |
2,724.0 |
| High |
2,764.0 |
2,767.0 |
3.0 |
0.1% |
2,769.0 |
| Low |
2,736.0 |
2,744.0 |
8.0 |
0.3% |
2,712.0 |
| Close |
2,739.0 |
2,761.0 |
22.0 |
0.8% |
2,744.0 |
| Range |
28.0 |
23.0 |
-5.0 |
-17.9% |
57.0 |
| ATR |
41.8 |
40.8 |
-1.0 |
-2.4% |
0.0 |
| Volume |
624,950 |
892,113 |
267,163 |
42.7% |
3,640,413 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.3 |
2,816.7 |
2,773.7 |
|
| R3 |
2,803.3 |
2,793.7 |
2,767.3 |
|
| R2 |
2,780.3 |
2,780.3 |
2,765.2 |
|
| R1 |
2,770.7 |
2,770.7 |
2,763.1 |
2,775.5 |
| PP |
2,757.3 |
2,757.3 |
2,757.3 |
2,759.8 |
| S1 |
2,747.7 |
2,747.7 |
2,758.9 |
2,752.5 |
| S2 |
2,734.3 |
2,734.3 |
2,756.8 |
|
| S3 |
2,711.3 |
2,724.7 |
2,754.7 |
|
| S4 |
2,688.3 |
2,701.7 |
2,748.4 |
|
|
| 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% |
32.8 |
1.2% |
84% |
False |
False |
708,938 |
| 10 |
2,769.0 |
2,645.0 |
124.0 |
4.5% |
33.0 |
1.2% |
94% |
False |
False |
749,910 |
| 20 |
2,769.0 |
2,535.0 |
234.0 |
8.5% |
36.8 |
1.3% |
97% |
False |
False |
761,222 |
| 40 |
2,771.0 |
2,488.0 |
283.0 |
10.2% |
45.7 |
1.7% |
96% |
False |
False |
752,225 |
| 60 |
2,842.0 |
2,488.0 |
354.0 |
12.8% |
42.1 |
1.5% |
77% |
False |
False |
503,091 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
42.1 |
1.5% |
78% |
False |
False |
378,011 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
41.7 |
1.5% |
78% |
False |
False |
302,885 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
13.3% |
39.6 |
1.4% |
78% |
False |
False |
252,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.8 |
|
2.618 |
2,827.2 |
|
1.618 |
2,804.2 |
|
1.000 |
2,790.0 |
|
0.618 |
2,781.2 |
|
HIGH |
2,767.0 |
|
0.618 |
2,758.2 |
|
0.500 |
2,755.5 |
|
0.382 |
2,752.8 |
|
LOW |
2,744.0 |
|
0.618 |
2,729.8 |
|
1.000 |
2,721.0 |
|
1.618 |
2,706.8 |
|
2.618 |
2,683.8 |
|
4.250 |
2,646.3 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.2 |
2,757.7 |
| PP |
2,757.3 |
2,754.3 |
| S1 |
2,755.5 |
2,751.0 |
|