| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
8,373.0 |
8,338.0 |
-35.0 |
-0.4% |
8,362.0 |
| High |
8,374.5 |
8,362.0 |
-12.5 |
-0.1% |
8,419.0 |
| Low |
8,268.0 |
8,217.5 |
-50.5 |
-0.6% |
8,217.5 |
| Close |
8,298.0 |
8,250.0 |
-48.0 |
-0.6% |
8,250.0 |
| Range |
106.5 |
144.5 |
38.0 |
35.7% |
201.5 |
| ATR |
119.4 |
121.2 |
1.8 |
1.5% |
0.0 |
| Volume |
89,676 |
71,688 |
-17,988 |
-20.1% |
437,651 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,710.0 |
8,624.5 |
8,329.5 |
|
| R3 |
8,565.5 |
8,480.0 |
8,289.7 |
|
| R2 |
8,421.0 |
8,421.0 |
8,276.5 |
|
| R1 |
8,335.5 |
8,335.5 |
8,263.2 |
8,306.0 |
| PP |
8,276.5 |
8,276.5 |
8,276.5 |
8,261.8 |
| S1 |
8,191.0 |
8,191.0 |
8,236.8 |
8,161.5 |
| S2 |
8,132.0 |
8,132.0 |
8,223.5 |
|
| S3 |
7,987.5 |
8,046.5 |
8,210.3 |
|
| S4 |
7,843.0 |
7,902.0 |
8,170.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,900.0 |
8,776.5 |
8,360.8 |
|
| R3 |
8,698.5 |
8,575.0 |
8,305.4 |
|
| R2 |
8,497.0 |
8,497.0 |
8,286.9 |
|
| R1 |
8,373.5 |
8,373.5 |
8,268.5 |
8,334.5 |
| PP |
8,295.5 |
8,295.5 |
8,295.5 |
8,276.0 |
| S1 |
8,172.0 |
8,172.0 |
8,231.5 |
8,133.0 |
| S2 |
8,094.0 |
8,094.0 |
8,213.1 |
|
| S3 |
7,892.5 |
7,970.5 |
8,194.6 |
|
| S4 |
7,691.0 |
7,769.0 |
8,139.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,419.0 |
8,217.5 |
201.5 |
2.4% |
96.9 |
1.2% |
16% |
False |
True |
87,530 |
| 10 |
8,419.0 |
8,140.0 |
279.0 |
3.4% |
93.6 |
1.1% |
39% |
False |
False |
85,858 |
| 20 |
8,419.0 |
7,735.0 |
684.0 |
8.3% |
111.8 |
1.4% |
75% |
False |
False |
91,106 |
| 40 |
8,419.0 |
7,660.0 |
759.0 |
9.2% |
131.1 |
1.6% |
78% |
False |
False |
73,526 |
| 60 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
119.4 |
1.4% |
65% |
False |
False |
49,107 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
119.2 |
1.4% |
72% |
False |
False |
36,955 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.9 |
1.4% |
72% |
False |
False |
29,905 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.2 |
1.3% |
72% |
False |
False |
24,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,976.1 |
|
2.618 |
8,740.3 |
|
1.618 |
8,595.8 |
|
1.000 |
8,506.5 |
|
0.618 |
8,451.3 |
|
HIGH |
8,362.0 |
|
0.618 |
8,306.8 |
|
0.500 |
8,289.8 |
|
0.382 |
8,272.7 |
|
LOW |
8,217.5 |
|
0.618 |
8,128.2 |
|
1.000 |
8,073.0 |
|
1.618 |
7,983.7 |
|
2.618 |
7,839.2 |
|
4.250 |
7,603.4 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,289.8 |
8,318.3 |
| PP |
8,276.5 |
8,295.5 |
| S1 |
8,263.3 |
8,272.8 |
|