| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,528.0 |
6,527.0 |
-1.0 |
0.0% |
6,590.5 |
| High |
6,555.0 |
6,615.0 |
60.0 |
0.9% |
6,616.5 |
| Low |
6,505.0 |
6,508.5 |
3.5 |
0.1% |
6,485.5 |
| Close |
6,523.0 |
6,563.5 |
40.5 |
0.6% |
6,507.5 |
| Range |
50.0 |
106.5 |
56.5 |
113.0% |
131.0 |
| ATR |
84.4 |
86.0 |
1.6 |
1.9% |
0.0 |
| Volume |
131,660 |
109,507 |
-22,153 |
-16.8% |
398,908 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,882.0 |
6,829.0 |
6,622.0 |
|
| R3 |
6,775.5 |
6,722.5 |
6,593.0 |
|
| R2 |
6,669.0 |
6,669.0 |
6,583.0 |
|
| R1 |
6,616.0 |
6,616.0 |
6,573.5 |
6,642.5 |
| PP |
6,562.5 |
6,562.5 |
6,562.5 |
6,575.5 |
| S1 |
6,509.5 |
6,509.5 |
6,553.5 |
6,536.0 |
| S2 |
6,456.0 |
6,456.0 |
6,544.0 |
|
| S3 |
6,349.5 |
6,403.0 |
6,534.0 |
|
| S4 |
6,243.0 |
6,296.5 |
6,505.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.5 |
6,849.5 |
6,579.5 |
|
| R3 |
6,798.5 |
6,718.5 |
6,543.5 |
|
| R2 |
6,667.5 |
6,667.5 |
6,531.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,519.5 |
6,562.0 |
| PP |
6,536.5 |
6,536.5 |
6,536.5 |
6,524.0 |
| S1 |
6,456.5 |
6,456.5 |
6,495.5 |
6,431.0 |
| S2 |
6,405.5 |
6,405.5 |
6,483.5 |
|
| S3 |
6,274.5 |
6,325.5 |
6,471.5 |
|
| S4 |
6,143.5 |
6,194.5 |
6,435.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,615.0 |
6,485.5 |
129.5 |
2.0% |
82.0 |
1.3% |
60% |
True |
False |
87,154 |
| 10 |
6,616.5 |
6,485.5 |
131.0 |
2.0% |
76.0 |
1.2% |
60% |
False |
False |
86,387 |
| 20 |
6,616.5 |
6,184.0 |
432.5 |
6.6% |
84.0 |
1.3% |
88% |
False |
False |
89,042 |
| 40 |
6,616.5 |
5,955.5 |
661.0 |
10.1% |
94.0 |
1.4% |
92% |
False |
False |
95,586 |
| 60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
85.0 |
1.3% |
71% |
False |
False |
64,236 |
| 80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
71.5 |
1.1% |
71% |
False |
False |
48,210 |
| 100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
62.5 |
0.9% |
71% |
False |
False |
38,578 |
| 120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
52.0 |
0.8% |
71% |
False |
False |
32,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,067.5 |
|
2.618 |
6,894.0 |
|
1.618 |
6,787.5 |
|
1.000 |
6,721.5 |
|
0.618 |
6,681.0 |
|
HIGH |
6,615.0 |
|
0.618 |
6,574.5 |
|
0.500 |
6,562.0 |
|
0.382 |
6,549.0 |
|
LOW |
6,508.5 |
|
0.618 |
6,442.5 |
|
1.000 |
6,402.0 |
|
1.618 |
6,336.0 |
|
2.618 |
6,229.5 |
|
4.250 |
6,056.0 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,563.0 |
6,560.5 |
| PP |
6,562.5 |
6,558.0 |
| S1 |
6,562.0 |
6,555.0 |
|