| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
4,977.0 |
4,995.0 |
18.0 |
0.4% |
4,955.0 |
| High |
5,015.0 |
5,001.0 |
-14.0 |
-0.3% |
4,980.0 |
| Low |
4,971.0 |
4,965.0 |
-6.0 |
-0.1% |
4,919.0 |
| Close |
4,993.0 |
4,993.0 |
0.0 |
0.0% |
4,942.0 |
| Range |
44.0 |
36.0 |
-8.0 |
-18.2% |
61.0 |
| ATR |
57.7 |
56.1 |
-1.5 |
-2.7% |
0.0 |
| Volume |
21,795 |
18,146 |
-3,649 |
-16.7% |
84,811 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,094.3 |
5,079.7 |
5,012.8 |
|
| R3 |
5,058.3 |
5,043.7 |
5,002.9 |
|
| R2 |
5,022.3 |
5,022.3 |
4,999.6 |
|
| R1 |
5,007.7 |
5,007.7 |
4,996.3 |
4,997.0 |
| PP |
4,986.3 |
4,986.3 |
4,986.3 |
4,981.0 |
| S1 |
4,971.7 |
4,971.7 |
4,989.7 |
4,961.0 |
| S2 |
4,950.3 |
4,950.3 |
4,986.4 |
|
| S3 |
4,914.3 |
4,935.7 |
4,983.1 |
|
| S4 |
4,878.3 |
4,899.7 |
4,973.2 |
|
|
| 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% |
False |
False |
18,560 |
| 10 |
5,015.0 |
4,919.0 |
96.0 |
1.9% |
38.0 |
0.8% |
77% |
False |
False |
17,837 |
| 20 |
5,015.0 |
4,663.0 |
352.0 |
7.0% |
51.3 |
1.0% |
94% |
False |
False |
21,476 |
| 40 |
5,015.0 |
4,598.0 |
417.0 |
8.4% |
53.0 |
1.1% |
95% |
False |
False |
23,972 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
42.9 |
0.9% |
66% |
False |
False |
16,043 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
34.9 |
0.7% |
66% |
False |
False |
12,039 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
29.2 |
0.6% |
66% |
False |
False |
9,637 |
| 120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
24.6 |
0.5% |
66% |
False |
False |
8,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,154.0 |
|
2.618 |
5,095.2 |
|
1.618 |
5,059.2 |
|
1.000 |
5,037.0 |
|
0.618 |
5,023.2 |
|
HIGH |
5,001.0 |
|
0.618 |
4,987.2 |
|
0.500 |
4,983.0 |
|
0.382 |
4,978.8 |
|
LOW |
4,965.0 |
|
0.618 |
4,942.8 |
|
1.000 |
4,929.0 |
|
1.618 |
4,906.8 |
|
2.618 |
4,870.8 |
|
4.250 |
4,812.0 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,989.7 |
4,991.8 |
| PP |
4,986.3 |
4,990.7 |
| S1 |
4,983.0 |
4,989.5 |
|