| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,053.2 |
1,051.9 |
-1.3 |
-0.1% |
1,031.3 |
| High |
1,057.0 |
1,056.6 |
-0.4 |
0.0% |
1,051.9 |
| Low |
1,048.5 |
1,040.3 |
-8.2 |
-0.8% |
1,031.3 |
| Close |
1,051.5 |
1,044.0 |
-7.5 |
-0.7% |
1,049.6 |
| Range |
8.5 |
16.3 |
7.8 |
91.8% |
20.6 |
| ATR |
12.3 |
12.6 |
0.3 |
2.3% |
0.0 |
| Volume |
64,650 |
93,008 |
28,358 |
43.9% |
383,909 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,095.8 |
1,086.3 |
1,053.0 |
|
| R3 |
1,079.5 |
1,070.0 |
1,048.5 |
|
| R2 |
1,063.3 |
1,063.3 |
1,047.0 |
|
| R1 |
1,053.8 |
1,053.8 |
1,045.5 |
1,050.3 |
| PP |
1,047.0 |
1,047.0 |
1,047.0 |
1,045.3 |
| S1 |
1,037.3 |
1,037.3 |
1,042.5 |
1,034.0 |
| S2 |
1,030.8 |
1,030.8 |
1,041.0 |
|
| S3 |
1,014.3 |
1,021.0 |
1,039.5 |
|
| S4 |
998.0 |
1,004.8 |
1,035.0 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.0 |
1,098.5 |
1,061.0 |
|
| R3 |
1,085.5 |
1,077.8 |
1,055.3 |
|
| R2 |
1,064.8 |
1,064.8 |
1,053.5 |
|
| R1 |
1,057.3 |
1,057.3 |
1,051.5 |
1,061.0 |
| PP |
1,044.3 |
1,044.3 |
1,044.3 |
1,046.3 |
| S1 |
1,036.8 |
1,036.8 |
1,047.8 |
1,040.5 |
| S2 |
1,023.8 |
1,023.8 |
1,045.8 |
|
| S3 |
1,003.0 |
1,016.0 |
1,044.0 |
|
| S4 |
982.5 |
995.5 |
1,038.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,057.0 |
1,038.4 |
18.6 |
1.8% |
10.5 |
1.0% |
30% |
False |
False |
73,652 |
| 10 |
1,057.0 |
1,024.7 |
32.3 |
3.1% |
10.0 |
1.0% |
60% |
False |
False |
77,857 |
| 20 |
1,057.0 |
952.0 |
105.0 |
10.1% |
12.3 |
1.2% |
88% |
False |
False |
91,683 |
| 40 |
1,057.0 |
938.0 |
119.0 |
11.4% |
14.0 |
1.4% |
89% |
False |
False |
85,523 |
| 60 |
1,057.0 |
915.8 |
141.2 |
13.5% |
11.0 |
1.1% |
91% |
False |
False |
57,048 |
| 80 |
1,057.0 |
893.4 |
163.6 |
15.7% |
8.5 |
0.8% |
92% |
False |
False |
42,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,126.0 |
|
2.618 |
1,099.3 |
|
1.618 |
1,083.0 |
|
1.000 |
1,073.0 |
|
0.618 |
1,066.8 |
|
HIGH |
1,056.5 |
|
0.618 |
1,050.3 |
|
0.500 |
1,048.5 |
|
0.382 |
1,046.5 |
|
LOW |
1,040.3 |
|
0.618 |
1,030.3 |
|
1.000 |
1,024.0 |
|
1.618 |
1,014.0 |
|
2.618 |
997.8 |
|
4.250 |
971.0 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,048.5 |
1,048.8 |
| PP |
1,047.0 |
1,047.0 |
| S1 |
1,045.5 |
1,045.5 |
|