| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,238.5 |
8,294.5 |
56.0 |
0.7% |
8,234.0 |
| High |
8,341.0 |
8,341.5 |
0.5 |
0.0% |
8,341.5 |
| Low |
8,220.0 |
8,287.5 |
67.5 |
0.8% |
8,140.0 |
| Close |
8,325.0 |
8,336.5 |
11.5 |
0.1% |
8,336.5 |
| Range |
121.0 |
54.0 |
-67.0 |
-55.4% |
201.5 |
| ATR |
136.7 |
130.8 |
-5.9 |
-4.3% |
0.0 |
| Volume |
84,021 |
72,809 |
-11,212 |
-13.3% |
420,935 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,483.8 |
8,464.2 |
8,366.2 |
|
| R3 |
8,429.8 |
8,410.2 |
8,351.4 |
|
| R2 |
8,375.8 |
8,375.8 |
8,346.4 |
|
| R1 |
8,356.2 |
8,356.2 |
8,341.5 |
8,366.0 |
| PP |
8,321.8 |
8,321.8 |
8,321.8 |
8,326.8 |
| S1 |
8,302.2 |
8,302.2 |
8,331.6 |
8,312.0 |
| S2 |
8,267.8 |
8,267.8 |
8,326.6 |
|
| S3 |
8,213.8 |
8,248.2 |
8,321.7 |
|
| S4 |
8,159.8 |
8,194.2 |
8,306.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,877.2 |
8,808.3 |
8,447.3 |
|
| R3 |
8,675.7 |
8,606.8 |
8,391.9 |
|
| R2 |
8,474.2 |
8,474.2 |
8,373.4 |
|
| R1 |
8,405.3 |
8,405.3 |
8,355.0 |
8,439.8 |
| PP |
8,272.7 |
8,272.7 |
8,272.7 |
8,289.9 |
| S1 |
8,203.8 |
8,203.8 |
8,318.0 |
8,238.3 |
| S2 |
8,071.2 |
8,071.2 |
8,299.6 |
|
| S3 |
7,869.7 |
8,002.3 |
8,281.1 |
|
| S4 |
7,668.2 |
7,800.8 |
8,225.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,341.5 |
8,140.0 |
201.5 |
2.4% |
90.2 |
1.1% |
98% |
True |
False |
84,187 |
| 10 |
8,341.5 |
7,846.5 |
495.0 |
5.9% |
95.7 |
1.1% |
99% |
True |
False |
84,215 |
| 20 |
8,341.5 |
7,660.0 |
681.5 |
8.2% |
127.2 |
1.5% |
99% |
True |
False |
100,832 |
| 40 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
132.8 |
1.6% |
77% |
False |
False |
62,636 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
118.9 |
1.4% |
75% |
False |
False |
41,907 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
119.8 |
1.4% |
80% |
False |
False |
31,496 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
113.7 |
1.4% |
80% |
False |
False |
25,544 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
109.7 |
1.3% |
80% |
False |
False |
21,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,571.0 |
|
2.618 |
8,482.9 |
|
1.618 |
8,428.9 |
|
1.000 |
8,395.5 |
|
0.618 |
8,374.9 |
|
HIGH |
8,341.5 |
|
0.618 |
8,320.9 |
|
0.500 |
8,314.5 |
|
0.382 |
8,308.1 |
|
LOW |
8,287.5 |
|
0.618 |
8,254.1 |
|
1.000 |
8,233.5 |
|
1.618 |
8,200.1 |
|
2.618 |
8,146.1 |
|
4.250 |
8,058.0 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,329.2 |
8,304.6 |
| PP |
8,321.8 |
8,272.7 |
| S1 |
8,314.5 |
8,240.8 |
|