| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,979.0 |
4,977.0 |
-2.0 |
0.0% |
4,955.0 |
| High |
4,989.0 |
5,015.0 |
26.0 |
0.5% |
4,980.0 |
| Low |
4,964.0 |
4,971.0 |
7.0 |
0.1% |
4,919.0 |
| Close |
4,977.0 |
4,993.0 |
16.0 |
0.3% |
4,942.0 |
| Range |
25.0 |
44.0 |
19.0 |
76.0% |
61.0 |
| ATR |
58.7 |
57.7 |
-1.1 |
-1.8% |
0.0 |
| Volume |
19,469 |
21,795 |
2,326 |
11.9% |
84,811 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,125.0 |
5,103.0 |
5,017.2 |
|
| R3 |
5,081.0 |
5,059.0 |
5,005.1 |
|
| R2 |
5,037.0 |
5,037.0 |
5,001.1 |
|
| R1 |
5,015.0 |
5,015.0 |
4,997.0 |
5,026.0 |
| PP |
4,993.0 |
4,993.0 |
4,993.0 |
4,998.5 |
| S1 |
4,971.0 |
4,971.0 |
4,989.0 |
4,982.0 |
| S2 |
4,949.0 |
4,949.0 |
4,984.9 |
|
| S3 |
4,905.0 |
4,927.0 |
4,980.9 |
|
| S4 |
4,861.0 |
4,883.0 |
4,968.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,130.0 |
5,097.0 |
4,975.6 |
|
| R3 |
5,069.0 |
5,036.0 |
4,958.8 |
|
| R2 |
5,008.0 |
5,008.0 |
4,953.2 |
|
| R1 |
4,975.0 |
4,975.0 |
4,947.6 |
4,961.0 |
| PP |
4,947.0 |
4,947.0 |
4,947.0 |
4,940.0 |
| S1 |
4,914.0 |
4,914.0 |
4,936.4 |
4,900.0 |
| S2 |
4,886.0 |
4,886.0 |
4,930.8 |
|
| S3 |
4,825.0 |
4,853.0 |
4,925.2 |
|
| S4 |
4,764.0 |
4,792.0 |
4,908.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,015.0 |
4,919.0 |
96.0 |
1.9% |
40.0 |
0.8% |
77% |
True |
False |
18,370 |
| 10 |
5,015.0 |
4,892.0 |
123.0 |
2.5% |
38.1 |
0.8% |
82% |
True |
False |
18,329 |
| 20 |
5,015.0 |
4,663.0 |
352.0 |
7.0% |
53.7 |
1.1% |
94% |
True |
False |
22,168 |
| 40 |
5,015.0 |
4,598.0 |
417.0 |
8.4% |
52.3 |
1.0% |
95% |
True |
False |
23,522 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
42.3 |
0.8% |
66% |
False |
False |
15,741 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
34.6 |
0.7% |
66% |
False |
False |
11,812 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
28.9 |
0.6% |
66% |
False |
False |
9,457 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
24.3 |
0.5% |
66% |
False |
False |
7,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,202.0 |
|
2.618 |
5,130.2 |
|
1.618 |
5,086.2 |
|
1.000 |
5,059.0 |
|
0.618 |
5,042.2 |
|
HIGH |
5,015.0 |
|
0.618 |
4,998.2 |
|
0.500 |
4,993.0 |
|
0.382 |
4,987.8 |
|
LOW |
4,971.0 |
|
0.618 |
4,943.8 |
|
1.000 |
4,927.0 |
|
1.618 |
4,899.8 |
|
2.618 |
4,855.8 |
|
4.250 |
4,784.0 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,993.0 |
4,989.8 |
| PP |
4,993.0 |
4,986.7 |
| S1 |
4,993.0 |
4,983.5 |
|