| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,790.0 |
4,795.0 |
5.0 |
0.1% |
4,758.0 |
| High |
4,820.0 |
4,817.0 |
-3.0 |
-0.1% |
4,820.0 |
| Low |
4,783.0 |
4,745.0 |
-38.0 |
-0.8% |
4,663.0 |
| Close |
4,794.0 |
4,777.0 |
-17.0 |
-0.4% |
4,794.0 |
| Range |
37.0 |
72.0 |
35.0 |
94.6% |
157.0 |
| ATR |
73.3 |
73.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
15,623 |
19,986 |
4,363 |
27.9% |
133,750 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,995.7 |
4,958.3 |
4,816.6 |
|
| R3 |
4,923.7 |
4,886.3 |
4,796.8 |
|
| R2 |
4,851.7 |
4,851.7 |
4,790.2 |
|
| R1 |
4,814.3 |
4,814.3 |
4,783.6 |
4,797.0 |
| PP |
4,779.7 |
4,779.7 |
4,779.7 |
4,771.0 |
| S1 |
4,742.3 |
4,742.3 |
4,770.4 |
4,725.0 |
| S2 |
4,707.7 |
4,707.7 |
4,763.8 |
|
| S3 |
4,635.7 |
4,670.3 |
4,757.2 |
|
| S4 |
4,563.7 |
4,598.3 |
4,737.4 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,230.0 |
5,169.0 |
4,880.4 |
|
| R3 |
5,073.0 |
5,012.0 |
4,837.2 |
|
| R2 |
4,916.0 |
4,916.0 |
4,822.8 |
|
| R1 |
4,855.0 |
4,855.0 |
4,808.4 |
4,885.5 |
| PP |
4,759.0 |
4,759.0 |
4,759.0 |
4,774.3 |
| S1 |
4,698.0 |
4,698.0 |
4,779.6 |
4,728.5 |
| S2 |
4,602.0 |
4,602.0 |
4,765.2 |
|
| S3 |
4,445.0 |
4,541.0 |
4,750.8 |
|
| S4 |
4,288.0 |
4,384.0 |
4,707.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,820.0 |
4,679.0 |
141.0 |
3.0% |
67.2 |
1.4% |
70% |
False |
False |
23,859 |
| 10 |
4,820.0 |
4,598.0 |
222.0 |
4.6% |
69.1 |
1.4% |
81% |
False |
False |
28,070 |
| 20 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
67.2 |
1.4% |
73% |
False |
False |
35,161 |
| 40 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
50.1 |
1.0% |
30% |
False |
False |
17,842 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
36.8 |
0.8% |
30% |
False |
False |
11,903 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
29.7 |
0.6% |
30% |
False |
False |
8,936 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
23.9 |
0.5% |
30% |
False |
False |
7,159 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
20.1 |
0.4% |
30% |
False |
False |
5,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,123.0 |
|
2.618 |
5,005.5 |
|
1.618 |
4,933.5 |
|
1.000 |
4,889.0 |
|
0.618 |
4,861.5 |
|
HIGH |
4,817.0 |
|
0.618 |
4,789.5 |
|
0.500 |
4,781.0 |
|
0.382 |
4,772.5 |
|
LOW |
4,745.0 |
|
0.618 |
4,700.5 |
|
1.000 |
4,673.0 |
|
1.618 |
4,628.5 |
|
2.618 |
4,556.5 |
|
4.250 |
4,439.0 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,781.0 |
4,776.0 |
| PP |
4,779.7 |
4,775.0 |
| S1 |
4,778.3 |
4,774.0 |
|