Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,265.7 |
1,284.9 |
19.2 |
1.5% |
1,221.1 |
High |
1,297.2 |
1,287.4 |
-9.8 |
-0.8% |
1,297.2 |
Low |
1,262.1 |
1,266.4 |
4.3 |
0.3% |
1,214.4 |
Close |
1,279.9 |
1,277.6 |
-2.3 |
-0.2% |
1,277.6 |
Range |
35.1 |
21.0 |
-14.1 |
-40.2% |
82.8 |
ATR |
34.1 |
33.2 |
-0.9 |
-2.7% |
0.0 |
Volume |
207,150 |
136,396 |
-70,754 |
-34.2% |
840,944 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.1 |
1,329.9 |
1,289.2 |
|
R3 |
1,319.1 |
1,308.9 |
1,283.4 |
|
R2 |
1,298.1 |
1,298.1 |
1,281.5 |
|
R1 |
1,287.9 |
1,287.9 |
1,279.5 |
1,282.5 |
PP |
1,277.1 |
1,277.1 |
1,277.1 |
1,274.5 |
S1 |
1,266.9 |
1,266.9 |
1,275.7 |
1,261.5 |
S2 |
1,256.1 |
1,256.1 |
1,273.8 |
|
S3 |
1,235.1 |
1,245.9 |
1,271.8 |
|
S4 |
1,214.1 |
1,224.9 |
1,266.1 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.5 |
1,477.3 |
1,323.1 |
|
R3 |
1,428.7 |
1,394.5 |
1,300.4 |
|
R2 |
1,345.9 |
1,345.9 |
1,292.8 |
|
R1 |
1,311.7 |
1,311.7 |
1,285.2 |
1,328.8 |
PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,271.6 |
S1 |
1,228.9 |
1,228.9 |
1,270.0 |
1,246.0 |
S2 |
1,180.3 |
1,180.3 |
1,262.4 |
|
S3 |
1,097.5 |
1,146.1 |
1,254.8 |
|
S4 |
1,014.7 |
1,063.3 |
1,232.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.2 |
1,214.4 |
82.8 |
6.5% |
25.8 |
2.0% |
76% |
False |
False |
168,188 |
10 |
1,297.2 |
1,179.4 |
117.8 |
9.2% |
32.4 |
2.5% |
83% |
False |
False |
190,396 |
20 |
1,391.8 |
1,179.4 |
212.4 |
16.6% |
33.0 |
2.6% |
46% |
False |
False |
190,471 |
40 |
1,423.3 |
1,179.4 |
243.9 |
19.1% |
31.5 |
2.5% |
40% |
False |
False |
147,727 |
60 |
1,488.5 |
1,179.4 |
309.1 |
24.2% |
31.1 |
2.4% |
32% |
False |
False |
102,424 |
80 |
1,619.3 |
1,179.4 |
439.9 |
34.4% |
31.4 |
2.5% |
22% |
False |
False |
78,461 |
100 |
1,622.0 |
1,179.4 |
442.6 |
34.6% |
28.8 |
2.3% |
22% |
False |
False |
63,469 |
120 |
1,701.0 |
1,179.4 |
521.6 |
40.8% |
26.5 |
2.1% |
19% |
False |
False |
53,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.7 |
2.618 |
1,342.4 |
1.618 |
1,321.4 |
1.000 |
1,308.4 |
0.618 |
1,300.4 |
HIGH |
1,287.4 |
0.618 |
1,279.4 |
0.500 |
1,276.9 |
0.382 |
1,274.4 |
LOW |
1,266.4 |
0.618 |
1,253.4 |
1.000 |
1,245.4 |
1.618 |
1,232.4 |
2.618 |
1,211.4 |
4.250 |
1,177.2 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,277.4 |
1,275.0 |
PP |
1,277.1 |
1,272.3 |
S1 |
1,276.9 |
1,269.7 |
|