| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,955.0 |
4,960.0 |
5.0 |
0.1% |
4,795.0 |
| High |
4,960.0 |
4,969.0 |
9.0 |
0.2% |
4,977.0 |
| Low |
4,922.0 |
4,933.0 |
11.0 |
0.2% |
4,745.0 |
| Close |
4,944.0 |
4,947.0 |
3.0 |
0.1% |
4,936.0 |
| Range |
38.0 |
36.0 |
-2.0 |
-5.3% |
232.0 |
| ATR |
69.7 |
67.3 |
-2.4 |
-3.5% |
0.0 |
| Volume |
17,256 |
14,460 |
-2,796 |
-16.2% |
109,618 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,057.7 |
5,038.3 |
4,966.8 |
|
| R3 |
5,021.7 |
5,002.3 |
4,956.9 |
|
| R2 |
4,985.7 |
4,985.7 |
4,953.6 |
|
| R1 |
4,966.3 |
4,966.3 |
4,950.3 |
4,958.0 |
| PP |
4,949.7 |
4,949.7 |
4,949.7 |
4,945.5 |
| S1 |
4,930.3 |
4,930.3 |
4,943.7 |
4,922.0 |
| S2 |
4,913.7 |
4,913.7 |
4,940.4 |
|
| S3 |
4,877.7 |
4,894.3 |
4,937.1 |
|
| S4 |
4,841.7 |
4,858.3 |
4,927.2 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,582.0 |
5,491.0 |
5,063.6 |
|
| R3 |
5,350.0 |
5,259.0 |
4,999.8 |
|
| R2 |
5,118.0 |
5,118.0 |
4,978.5 |
|
| R1 |
5,027.0 |
5,027.0 |
4,957.3 |
5,072.5 |
| PP |
4,886.0 |
4,886.0 |
4,886.0 |
4,908.8 |
| S1 |
4,795.0 |
4,795.0 |
4,914.7 |
4,840.5 |
| S2 |
4,654.0 |
4,654.0 |
4,893.5 |
|
| S3 |
4,422.0 |
4,563.0 |
4,872.2 |
|
| S4 |
4,190.0 |
4,331.0 |
4,808.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,977.0 |
4,840.0 |
137.0 |
2.8% |
47.0 |
1.0% |
78% |
False |
False |
20,019 |
| 10 |
4,977.0 |
4,679.0 |
298.0 |
6.0% |
52.9 |
1.1% |
90% |
False |
False |
20,973 |
| 20 |
4,977.0 |
4,598.0 |
379.0 |
7.7% |
64.2 |
1.3% |
92% |
False |
False |
28,122 |
| 40 |
5,188.0 |
4,598.0 |
590.0 |
11.9% |
54.8 |
1.1% |
59% |
False |
False |
20,868 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.7 |
0.8% |
59% |
False |
False |
13,923 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
32.7 |
0.7% |
59% |
False |
False |
10,452 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
26.8 |
0.5% |
59% |
False |
False |
8,371 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
22.4 |
0.5% |
59% |
False |
False |
6,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,122.0 |
|
2.618 |
5,063.2 |
|
1.618 |
5,027.2 |
|
1.000 |
5,005.0 |
|
0.618 |
4,991.2 |
|
HIGH |
4,969.0 |
|
0.618 |
4,955.2 |
|
0.500 |
4,951.0 |
|
0.382 |
4,946.8 |
|
LOW |
4,933.0 |
|
0.618 |
4,910.8 |
|
1.000 |
4,897.0 |
|
1.618 |
4,874.8 |
|
2.618 |
4,838.8 |
|
4.250 |
4,780.0 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,951.0 |
4,949.5 |
| PP |
4,949.7 |
4,948.7 |
| S1 |
4,948.3 |
4,947.8 |
|