| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,362.0 |
8,355.0 |
-7.0 |
-0.1% |
8,234.0 |
| High |
8,380.5 |
8,369.0 |
-11.5 |
-0.1% |
8,341.5 |
| Low |
8,311.5 |
8,307.0 |
-4.5 |
-0.1% |
8,140.0 |
| Close |
8,331.5 |
8,319.0 |
-12.5 |
-0.2% |
8,336.5 |
| Range |
69.0 |
62.0 |
-7.0 |
-10.1% |
201.5 |
| ATR |
126.4 |
121.8 |
-4.6 |
-3.6% |
0.0 |
| Volume |
70,795 |
105,177 |
34,382 |
48.6% |
420,935 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,517.7 |
8,480.3 |
8,353.1 |
|
| R3 |
8,455.7 |
8,418.3 |
8,336.1 |
|
| R2 |
8,393.7 |
8,393.7 |
8,330.4 |
|
| R1 |
8,356.3 |
8,356.3 |
8,324.7 |
8,344.0 |
| PP |
8,331.7 |
8,331.7 |
8,331.7 |
8,325.5 |
| S1 |
8,294.3 |
8,294.3 |
8,313.3 |
8,282.0 |
| S2 |
8,269.7 |
8,269.7 |
8,307.6 |
|
| S3 |
8,207.7 |
8,232.3 |
8,302.0 |
|
| S4 |
8,145.7 |
8,170.3 |
8,284.9 |
|
|
| 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 |
8,380.5 |
8,140.0 |
240.5 |
2.9% |
87.6 |
1.1% |
74% |
False |
False |
84,648 |
| 10 |
8,380.5 |
7,996.5 |
384.0 |
4.6% |
83.1 |
1.0% |
84% |
False |
False |
83,570 |
| 20 |
8,380.5 |
7,716.0 |
664.5 |
8.0% |
114.6 |
1.4% |
91% |
False |
False |
94,339 |
| 40 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
131.5 |
1.6% |
75% |
False |
False |
67,020 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
118.1 |
1.4% |
73% |
False |
False |
44,787 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
118.7 |
1.4% |
78% |
False |
False |
33,689 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
113.3 |
1.4% |
78% |
False |
False |
27,299 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
109.7 |
1.3% |
78% |
False |
False |
22,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,632.5 |
|
2.618 |
8,531.3 |
|
1.618 |
8,469.3 |
|
1.000 |
8,431.0 |
|
0.618 |
8,407.3 |
|
HIGH |
8,369.0 |
|
0.618 |
8,345.3 |
|
0.500 |
8,338.0 |
|
0.382 |
8,330.7 |
|
LOW |
8,307.0 |
|
0.618 |
8,268.7 |
|
1.000 |
8,245.0 |
|
1.618 |
8,206.7 |
|
2.618 |
8,144.7 |
|
4.250 |
8,043.5 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,338.0 |
8,334.0 |
| PP |
8,331.7 |
8,329.0 |
| S1 |
8,325.3 |
8,324.0 |
|