| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,810.0 |
4,850.0 |
40.0 |
0.8% |
4,758.0 |
| High |
4,859.0 |
4,916.0 |
57.0 |
1.2% |
4,820.0 |
| Low |
4,807.0 |
4,840.0 |
33.0 |
0.7% |
4,663.0 |
| Close |
4,841.0 |
4,868.0 |
27.0 |
0.6% |
4,794.0 |
| Range |
52.0 |
76.0 |
24.0 |
46.2% |
157.0 |
| ATR |
73.8 |
74.0 |
0.2 |
0.2% |
0.0 |
| Volume |
21,250 |
25,947 |
4,697 |
22.1% |
133,750 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,102.7 |
5,061.3 |
4,909.8 |
|
| R3 |
5,026.7 |
4,985.3 |
4,888.9 |
|
| R2 |
4,950.7 |
4,950.7 |
4,881.9 |
|
| R1 |
4,909.3 |
4,909.3 |
4,875.0 |
4,930.0 |
| PP |
4,874.7 |
4,874.7 |
4,874.7 |
4,885.0 |
| S1 |
4,833.3 |
4,833.3 |
4,861.0 |
4,854.0 |
| S2 |
4,798.7 |
4,798.7 |
4,854.1 |
|
| S3 |
4,722.7 |
4,757.3 |
4,847.1 |
|
| S4 |
4,646.7 |
4,681.3 |
4,826.2 |
|
|
| 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 |
4,916.0 |
4,728.0 |
188.0 |
3.9% |
54.8 |
1.1% |
74% |
True |
False |
19,513 |
| 10 |
4,916.0 |
4,663.0 |
253.0 |
5.2% |
69.3 |
1.4% |
81% |
True |
False |
26,006 |
| 20 |
4,916.0 |
4,598.0 |
318.0 |
6.5% |
70.5 |
1.4% |
85% |
True |
False |
37,386 |
| 40 |
5,192.0 |
4,598.0 |
594.0 |
12.2% |
53.0 |
1.1% |
45% |
False |
False |
19,019 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
12.2% |
38.7 |
0.8% |
45% |
False |
False |
12,689 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
12.2% |
31.3 |
0.6% |
45% |
False |
False |
9,525 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
12.2% |
25.2 |
0.5% |
45% |
False |
False |
7,631 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
12.2% |
21.2 |
0.4% |
45% |
False |
False |
6,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,239.0 |
|
2.618 |
5,115.0 |
|
1.618 |
5,039.0 |
|
1.000 |
4,992.0 |
|
0.618 |
4,963.0 |
|
HIGH |
4,916.0 |
|
0.618 |
4,887.0 |
|
0.500 |
4,878.0 |
|
0.382 |
4,869.0 |
|
LOW |
4,840.0 |
|
0.618 |
4,793.0 |
|
1.000 |
4,764.0 |
|
1.618 |
4,717.0 |
|
2.618 |
4,641.0 |
|
4.250 |
4,517.0 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,878.0 |
4,855.5 |
| PP |
4,874.7 |
4,843.0 |
| S1 |
4,871.3 |
4,830.5 |
|