| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3,053.00 |
3,070.00 |
17.00 |
0.6% |
3,043.75 |
| High |
3,073.50 |
3,078.50 |
5.00 |
0.2% |
3,073.50 |
| Low |
3,037.50 |
3,056.75 |
19.25 |
0.6% |
3,023.50 |
| Close |
3,070.50 |
3,065.50 |
-5.00 |
-0.2% |
3,070.50 |
| Range |
36.00 |
21.75 |
-14.25 |
-39.6% |
50.00 |
| ATR |
34.17 |
33.28 |
-0.89 |
-2.6% |
0.00 |
| Volume |
183,575 |
189,954 |
6,379 |
3.5% |
1,015,863 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.25 |
3,120.50 |
3,077.50 |
|
| R3 |
3,110.50 |
3,098.75 |
3,071.50 |
|
| R2 |
3,088.75 |
3,088.75 |
3,069.50 |
|
| R1 |
3,077.00 |
3,077.00 |
3,067.50 |
3,072.00 |
| PP |
3,067.00 |
3,067.00 |
3,067.00 |
3,064.50 |
| S1 |
3,055.25 |
3,055.25 |
3,063.50 |
3,050.25 |
| S2 |
3,045.25 |
3,045.25 |
3,061.50 |
|
| S3 |
3,023.50 |
3,033.50 |
3,059.50 |
|
| S4 |
3,001.75 |
3,011.75 |
3,053.50 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.75 |
3,188.25 |
3,098.00 |
|
| R3 |
3,155.75 |
3,138.25 |
3,084.25 |
|
| R2 |
3,105.75 |
3,105.75 |
3,079.75 |
|
| R1 |
3,088.25 |
3,088.25 |
3,075.00 |
3,097.00 |
| PP |
3,055.75 |
3,055.75 |
3,055.75 |
3,060.25 |
| S1 |
3,038.25 |
3,038.25 |
3,066.00 |
3,047.00 |
| S2 |
3,005.75 |
3,005.75 |
3,061.25 |
|
| S3 |
2,955.75 |
2,988.25 |
3,056.75 |
|
| S4 |
2,905.75 |
2,938.25 |
3,043.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.50 |
3,023.50 |
55.00 |
1.8% |
30.75 |
1.0% |
76% |
True |
False |
212,976 |
| 10 |
3,087.00 |
3,023.50 |
63.50 |
2.1% |
26.75 |
0.9% |
66% |
False |
False |
192,206 |
| 20 |
3,087.00 |
2,894.25 |
192.75 |
6.3% |
31.50 |
1.0% |
89% |
False |
False |
186,495 |
| 40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
38.75 |
1.3% |
92% |
False |
False |
175,992 |
| 60 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
35.25 |
1.1% |
92% |
False |
False |
117,484 |
| 80 |
3,087.00 |
2,733.00 |
354.00 |
11.5% |
33.75 |
1.1% |
94% |
False |
False |
88,130 |
| 100 |
3,087.00 |
2,733.00 |
354.00 |
11.5% |
30.50 |
1.0% |
94% |
False |
False |
70,506 |
| 120 |
3,087.00 |
2,690.50 |
396.50 |
12.9% |
26.50 |
0.9% |
95% |
False |
False |
58,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,171.00 |
|
2.618 |
3,135.50 |
|
1.618 |
3,113.75 |
|
1.000 |
3,100.25 |
|
0.618 |
3,092.00 |
|
HIGH |
3,078.50 |
|
0.618 |
3,070.25 |
|
0.500 |
3,067.50 |
|
0.382 |
3,065.00 |
|
LOW |
3,056.75 |
|
0.618 |
3,043.25 |
|
1.000 |
3,035.00 |
|
1.618 |
3,021.50 |
|
2.618 |
2,999.75 |
|
4.250 |
2,964.25 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,067.50 |
3,061.25 |
| PP |
3,067.00 |
3,057.25 |
| S1 |
3,066.25 |
3,053.00 |
|