| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,960.0 |
4,950.0 |
-10.0 |
-0.2% |
4,795.0 |
| High |
4,969.0 |
4,956.0 |
-13.0 |
-0.3% |
4,977.0 |
| Low |
4,933.0 |
4,934.0 |
1.0 |
0.0% |
4,745.0 |
| Close |
4,947.0 |
4,940.0 |
-7.0 |
-0.1% |
4,936.0 |
| Range |
36.0 |
22.0 |
-14.0 |
-38.9% |
232.0 |
| ATR |
67.3 |
64.1 |
-3.2 |
-4.8% |
0.0 |
| Volume |
14,460 |
17,298 |
2,838 |
19.6% |
109,618 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,009.3 |
4,996.7 |
4,952.1 |
|
| R3 |
4,987.3 |
4,974.7 |
4,946.1 |
|
| R2 |
4,965.3 |
4,965.3 |
4,944.0 |
|
| R1 |
4,952.7 |
4,952.7 |
4,942.0 |
4,948.0 |
| PP |
4,943.3 |
4,943.3 |
4,943.3 |
4,941.0 |
| S1 |
4,930.7 |
4,930.7 |
4,938.0 |
4,926.0 |
| S2 |
4,921.3 |
4,921.3 |
4,936.0 |
|
| S3 |
4,899.3 |
4,908.7 |
4,934.0 |
|
| S4 |
4,877.3 |
4,886.7 |
4,927.9 |
|
|
| 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 |
4,892.0 |
85.0 |
1.7% |
36.2 |
0.7% |
56% |
False |
False |
18,289 |
| 10 |
4,977.0 |
4,728.0 |
249.0 |
5.0% |
45.5 |
0.9% |
85% |
False |
False |
18,901 |
| 20 |
4,977.0 |
4,598.0 |
379.0 |
7.7% |
62.5 |
1.3% |
90% |
False |
False |
25,802 |
| 40 |
5,188.0 |
4,598.0 |
590.0 |
11.9% |
55.3 |
1.1% |
58% |
False |
False |
21,300 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.3 |
0.8% |
58% |
False |
False |
14,211 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
32.9 |
0.7% |
58% |
False |
False |
10,668 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
26.9 |
0.5% |
58% |
False |
False |
8,544 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
22.6 |
0.5% |
58% |
False |
False |
7,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,049.5 |
|
2.618 |
5,013.6 |
|
1.618 |
4,991.6 |
|
1.000 |
4,978.0 |
|
0.618 |
4,969.6 |
|
HIGH |
4,956.0 |
|
0.618 |
4,947.6 |
|
0.500 |
4,945.0 |
|
0.382 |
4,942.4 |
|
LOW |
4,934.0 |
|
0.618 |
4,920.4 |
|
1.000 |
4,912.0 |
|
1.618 |
4,898.4 |
|
2.618 |
4,876.4 |
|
4.250 |
4,840.5 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,945.0 |
4,945.5 |
| PP |
4,943.3 |
4,943.7 |
| S1 |
4,941.7 |
4,941.8 |
|