Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,730.0 |
4,790.0 |
60.0 |
1.3% |
4,758.0 |
High |
4,765.0 |
4,820.0 |
55.0 |
1.2% |
4,820.0 |
Low |
4,728.0 |
4,783.0 |
55.0 |
1.2% |
4,663.0 |
Close |
4,748.0 |
4,794.0 |
46.0 |
1.0% |
4,794.0 |
Range |
37.0 |
37.0 |
0.0 |
0.0% |
157.0 |
ATR |
73.4 |
73.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
14,759 |
15,623 |
864 |
5.9% |
133,750 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,910.0 |
4,889.0 |
4,814.4 |
|
R3 |
4,873.0 |
4,852.0 |
4,804.2 |
|
R2 |
4,836.0 |
4,836.0 |
4,800.8 |
|
R1 |
4,815.0 |
4,815.0 |
4,797.4 |
4,825.5 |
PP |
4,799.0 |
4,799.0 |
4,799.0 |
4,804.3 |
S1 |
4,778.0 |
4,778.0 |
4,790.6 |
4,788.5 |
S2 |
4,762.0 |
4,762.0 |
4,787.2 |
|
S3 |
4,725.0 |
4,741.0 |
4,783.8 |
|
S4 |
4,688.0 |
4,704.0 |
4,773.7 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,230.0 |
5,169.0 |
4,880.4 |
|
R3 |
5,073.0 |
5,012.0 |
4,837.2 |
|
R2 |
4,916.0 |
4,916.0 |
4,822.8 |
|
R1 |
4,855.0 |
4,855.0 |
4,808.4 |
4,885.5 |
PP |
4,759.0 |
4,759.0 |
4,759.0 |
4,774.3 |
S1 |
4,698.0 |
4,698.0 |
4,779.6 |
4,728.5 |
S2 |
4,602.0 |
4,602.0 |
4,765.2 |
|
S3 |
4,445.0 |
4,541.0 |
4,750.8 |
|
S4 |
4,288.0 |
4,384.0 |
4,707.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,820.0 |
4,663.0 |
157.0 |
3.3% |
72.4 |
1.5% |
83% |
True |
False |
26,750 |
10 |
4,820.0 |
4,598.0 |
222.0 |
4.6% |
67.3 |
1.4% |
88% |
True |
False |
29,030 |
20 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
66.1 |
1.4% |
80% |
False |
False |
34,358 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
48.3 |
1.0% |
33% |
False |
False |
17,344 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
35.6 |
0.7% |
33% |
False |
False |
11,570 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
28.8 |
0.6% |
33% |
False |
False |
8,687 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
23.2 |
0.5% |
33% |
False |
False |
6,960 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
19.6 |
0.4% |
33% |
False |
False |
5,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,977.3 |
2.618 |
4,916.9 |
1.618 |
4,879.9 |
1.000 |
4,857.0 |
0.618 |
4,842.9 |
HIGH |
4,820.0 |
0.618 |
4,805.9 |
0.500 |
4,801.5 |
0.382 |
4,797.1 |
LOW |
4,783.0 |
0.618 |
4,760.1 |
1.000 |
4,746.0 |
1.618 |
4,723.1 |
2.618 |
4,686.1 |
4.250 |
4,625.8 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,801.5 |
4,779.2 |
PP |
4,799.0 |
4,764.3 |
S1 |
4,796.5 |
4,749.5 |
|