Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,252.6 |
1,221.1 |
-31.5 |
-2.5% |
1,232.9 |
High |
1,257.1 |
1,237.4 |
-19.7 |
-1.6% |
1,267.0 |
Low |
1,206.9 |
1,214.4 |
7.5 |
0.6% |
1,206.9 |
Close |
1,212.7 |
1,234.9 |
22.2 |
1.8% |
1,212.7 |
Range |
50.2 |
23.0 |
-27.2 |
-54.2% |
60.1 |
ATR |
34.9 |
34.2 |
-0.7 |
-2.1% |
0.0 |
Volume |
227,043 |
140,566 |
-86,477 |
-38.1% |
753,678 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.9 |
1,289.4 |
1,247.6 |
|
R3 |
1,274.9 |
1,266.4 |
1,241.2 |
|
R2 |
1,251.9 |
1,251.9 |
1,239.1 |
|
R1 |
1,243.4 |
1,243.4 |
1,237.0 |
1,247.7 |
PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,231.0 |
S1 |
1,220.4 |
1,220.4 |
1,232.8 |
1,224.7 |
S2 |
1,205.9 |
1,205.9 |
1,230.7 |
|
S3 |
1,182.9 |
1,197.4 |
1,228.6 |
|
S4 |
1,159.9 |
1,174.4 |
1,222.3 |
|
|
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 |
1,206.9 |
60.1 |
4.9% |
32.5 |
2.6% |
47% |
False |
False |
178,848 |
10 |
1,300.7 |
1,179.4 |
121.3 |
9.8% |
36.6 |
3.0% |
46% |
False |
False |
210,551 |
20 |
1,394.4 |
1,179.4 |
215.0 |
17.4% |
30.7 |
2.5% |
26% |
False |
False |
180,207 |
40 |
1,462.2 |
1,179.4 |
282.8 |
22.9% |
32.2 |
2.6% |
20% |
False |
False |
132,291 |
60 |
1,564.6 |
1,179.4 |
385.2 |
31.2% |
35.3 |
2.9% |
14% |
False |
False |
91,556 |
80 |
1,619.3 |
1,179.4 |
439.9 |
35.6% |
30.7 |
2.5% |
13% |
False |
False |
69,865 |
100 |
1,656.7 |
1,179.4 |
477.3 |
38.7% |
28.5 |
2.3% |
12% |
False |
False |
56,620 |
120 |
1,702.4 |
1,179.4 |
523.0 |
42.4% |
26.1 |
2.1% |
11% |
False |
False |
47,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.2 |
2.618 |
1,297.6 |
1.618 |
1,274.6 |
1.000 |
1,260.4 |
0.618 |
1,251.6 |
HIGH |
1,237.4 |
0.618 |
1,228.6 |
0.500 |
1,225.9 |
0.382 |
1,223.2 |
LOW |
1,214.4 |
0.618 |
1,200.2 |
1.000 |
1,191.4 |
1.618 |
1,177.2 |
2.618 |
1,154.2 |
4.250 |
1,116.7 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,231.9 |
1,234.3 |
PP |
1,228.9 |
1,233.7 |
S1 |
1,225.9 |
1,233.1 |
|