| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,334.7 |
1,328.7 |
-6.0 |
-0.4% |
1,315.3 |
| High |
1,338.8 |
1,330.3 |
-8.5 |
-0.6% |
1,346.5 |
| Low |
1,327.8 |
1,318.9 |
-8.9 |
-0.7% |
1,313.1 |
| Close |
1,330.7 |
1,325.9 |
-4.8 |
-0.4% |
1,322.9 |
| Range |
11.0 |
11.4 |
0.4 |
3.6% |
33.4 |
| ATR |
23.8 |
22.9 |
-0.9 |
-3.6% |
0.0 |
| Volume |
2,441 |
1,541 |
-900 |
-36.9% |
12,199 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.2 |
1,354.0 |
1,332.2 |
|
| R3 |
1,347.8 |
1,342.6 |
1,329.0 |
|
| R2 |
1,336.4 |
1,336.4 |
1,328.0 |
|
| R1 |
1,331.2 |
1,331.2 |
1,326.9 |
1,328.1 |
| PP |
1,325.0 |
1,325.0 |
1,325.0 |
1,323.5 |
| S1 |
1,319.8 |
1,319.8 |
1,324.9 |
1,316.7 |
| S2 |
1,313.6 |
1,313.6 |
1,323.8 |
|
| S3 |
1,302.2 |
1,308.4 |
1,322.8 |
|
| S4 |
1,290.8 |
1,297.0 |
1,319.6 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.7 |
1,408.7 |
1,341.3 |
|
| R3 |
1,394.3 |
1,375.3 |
1,332.1 |
|
| R2 |
1,360.9 |
1,360.9 |
1,329.0 |
|
| R1 |
1,341.9 |
1,341.9 |
1,326.0 |
1,351.4 |
| PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,332.3 |
| S1 |
1,308.5 |
1,308.5 |
1,319.8 |
1,318.0 |
| S2 |
1,294.1 |
1,294.1 |
1,316.8 |
|
| S3 |
1,260.7 |
1,275.1 |
1,313.7 |
|
| S4 |
1,227.3 |
1,241.7 |
1,304.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.5 |
1,313.1 |
33.4 |
2.5% |
18.6 |
1.4% |
38% |
False |
False |
2,459 |
| 10 |
1,346.5 |
1,273.8 |
72.7 |
5.5% |
18.2 |
1.4% |
72% |
False |
False |
2,304 |
| 20 |
1,346.5 |
1,214.4 |
132.1 |
10.0% |
18.6 |
1.4% |
84% |
False |
False |
2,135 |
| 40 |
1,423.0 |
1,187.9 |
235.1 |
17.7% |
21.1 |
1.6% |
59% |
False |
False |
1,453 |
| 60 |
1,482.1 |
1,187.9 |
294.2 |
22.2% |
21.4 |
1.6% |
47% |
False |
False |
1,273 |
| 80 |
1,593.2 |
1,187.9 |
405.3 |
30.6% |
22.9 |
1.7% |
34% |
False |
False |
1,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.8 |
|
2.618 |
1,360.1 |
|
1.618 |
1,348.7 |
|
1.000 |
1,341.7 |
|
0.618 |
1,337.3 |
|
HIGH |
1,330.3 |
|
0.618 |
1,325.9 |
|
0.500 |
1,324.6 |
|
0.382 |
1,323.3 |
|
LOW |
1,318.9 |
|
0.618 |
1,311.9 |
|
1.000 |
1,307.5 |
|
1.618 |
1,300.5 |
|
2.618 |
1,289.1 |
|
4.250 |
1,270.5 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.5 |
1,326.9 |
| PP |
1,325.0 |
1,326.5 |
| S1 |
1,324.6 |
1,326.2 |
|