Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,221.1 |
1,235.2 |
14.1 |
1.2% |
1,232.9 |
High |
1,237.4 |
1,258.7 |
21.3 |
1.7% |
1,267.0 |
Low |
1,214.4 |
1,232.0 |
17.6 |
1.4% |
1,206.9 |
Close |
1,234.9 |
1,245.9 |
11.0 |
0.9% |
1,212.7 |
Range |
23.0 |
26.7 |
3.7 |
16.1% |
60.1 |
ATR |
34.2 |
33.7 |
-0.5 |
-1.6% |
0.0 |
Volume |
140,566 |
166,683 |
26,117 |
18.6% |
753,678 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.6 |
1,312.5 |
1,260.6 |
|
R3 |
1,298.9 |
1,285.8 |
1,253.2 |
|
R2 |
1,272.2 |
1,272.2 |
1,250.8 |
|
R1 |
1,259.1 |
1,259.1 |
1,248.3 |
1,265.7 |
PP |
1,245.5 |
1,245.5 |
1,245.5 |
1,248.8 |
S1 |
1,232.4 |
1,232.4 |
1,243.5 |
1,239.0 |
S2 |
1,218.8 |
1,218.8 |
1,241.0 |
|
S3 |
1,192.1 |
1,205.7 |
1,238.6 |
|
S4 |
1,165.4 |
1,179.0 |
1,231.2 |
|
|
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 |
4.8% |
30.3 |
2.4% |
65% |
False |
False |
171,375 |
10 |
1,289.0 |
1,179.4 |
109.6 |
8.8% |
36.7 |
2.9% |
61% |
False |
False |
211,186 |
20 |
1,394.4 |
1,179.4 |
215.0 |
17.3% |
31.7 |
2.5% |
31% |
False |
False |
183,088 |
40 |
1,450.0 |
1,179.4 |
270.6 |
21.7% |
31.8 |
2.6% |
25% |
False |
False |
135,911 |
60 |
1,496.4 |
1,179.4 |
317.0 |
25.4% |
34.3 |
2.8% |
21% |
False |
False |
94,156 |
80 |
1,619.3 |
1,179.4 |
439.9 |
35.3% |
30.8 |
2.5% |
15% |
False |
False |
71,889 |
100 |
1,653.3 |
1,179.4 |
473.9 |
38.0% |
28.7 |
2.3% |
14% |
False |
False |
58,256 |
120 |
1,702.4 |
1,179.4 |
523.0 |
42.0% |
26.2 |
2.1% |
13% |
False |
False |
48,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.2 |
2.618 |
1,328.6 |
1.618 |
1,301.9 |
1.000 |
1,285.4 |
0.618 |
1,275.2 |
HIGH |
1,258.7 |
0.618 |
1,248.5 |
0.500 |
1,245.4 |
0.382 |
1,242.2 |
LOW |
1,232.0 |
0.618 |
1,215.5 |
1.000 |
1,205.3 |
1.618 |
1,188.8 |
2.618 |
1,162.1 |
4.250 |
1,118.5 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,245.7 |
1,241.5 |
PP |
1,245.5 |
1,237.2 |
S1 |
1,245.4 |
1,232.8 |
|