Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,241.9 |
1,252.6 |
10.7 |
0.9% |
1,232.9 |
High |
1,259.3 |
1,257.1 |
-2.2 |
-0.2% |
1,267.0 |
Low |
1,236.0 |
1,206.9 |
-29.1 |
-2.4% |
1,206.9 |
Close |
1,251.9 |
1,212.7 |
-39.2 |
-3.1% |
1,212.7 |
Range |
23.3 |
50.2 |
26.9 |
115.5% |
60.1 |
ATR |
33.8 |
34.9 |
1.2 |
3.5% |
0.0 |
Volume |
152,851 |
227,043 |
74,192 |
48.5% |
753,678 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.2 |
1,344.6 |
1,240.3 |
|
R3 |
1,326.0 |
1,294.4 |
1,226.5 |
|
R2 |
1,275.8 |
1,275.8 |
1,221.9 |
|
R1 |
1,244.2 |
1,244.2 |
1,217.3 |
1,234.9 |
PP |
1,225.6 |
1,225.6 |
1,225.6 |
1,220.9 |
S1 |
1,194.0 |
1,194.0 |
1,208.1 |
1,184.7 |
S2 |
1,175.4 |
1,175.4 |
1,203.5 |
|
S3 |
1,125.2 |
1,143.8 |
1,198.9 |
|
S4 |
1,075.0 |
1,093.6 |
1,185.1 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.2 |
1,371.0 |
1,245.8 |
|
R3 |
1,349.1 |
1,310.9 |
1,229.2 |
|
R2 |
1,289.0 |
1,289.0 |
1,223.7 |
|
R1 |
1,250.8 |
1,250.8 |
1,218.2 |
1,239.9 |
PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,223.4 |
S1 |
1,190.7 |
1,190.7 |
1,207.2 |
1,179.8 |
S2 |
1,168.8 |
1,168.8 |
1,201.7 |
|
S3 |
1,108.7 |
1,130.6 |
1,196.2 |
|
S4 |
1,048.6 |
1,070.5 |
1,179.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.0 |
1,179.4 |
87.6 |
7.2% |
38.9 |
3.2% |
38% |
False |
False |
212,605 |
10 |
1,301.7 |
1,179.4 |
122.3 |
10.1% |
37.6 |
3.1% |
27% |
False |
False |
215,510 |
20 |
1,417.7 |
1,179.4 |
238.3 |
19.7% |
31.6 |
2.6% |
14% |
False |
False |
183,131 |
40 |
1,475.0 |
1,179.4 |
295.6 |
24.4% |
32.2 |
2.7% |
11% |
False |
False |
129,355 |
60 |
1,569.6 |
1,179.4 |
390.2 |
32.2% |
35.2 |
2.9% |
9% |
False |
False |
89,270 |
80 |
1,619.3 |
1,179.4 |
439.9 |
36.3% |
30.6 |
2.5% |
8% |
False |
False |
68,158 |
100 |
1,657.1 |
1,179.4 |
477.7 |
39.4% |
28.4 |
2.3% |
7% |
False |
False |
55,306 |
120 |
1,702.4 |
1,179.4 |
523.0 |
43.1% |
26.0 |
2.1% |
6% |
False |
False |
46,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.5 |
2.618 |
1,388.5 |
1.618 |
1,338.3 |
1.000 |
1,307.3 |
0.618 |
1,288.1 |
HIGH |
1,257.1 |
0.618 |
1,237.9 |
0.500 |
1,232.0 |
0.382 |
1,226.1 |
LOW |
1,206.9 |
0.618 |
1,175.9 |
1.000 |
1,156.7 |
1.618 |
1,125.7 |
2.618 |
1,075.5 |
4.250 |
993.6 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,232.0 |
1,237.0 |
PP |
1,225.6 |
1,228.9 |
S1 |
1,219.1 |
1,220.8 |
|