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 |
4,795.0 |
4,810.0 |
15.0 |
0.3% |
4,758.0 |
High |
4,817.0 |
4,859.0 |
42.0 |
0.9% |
4,820.0 |
Low |
4,745.0 |
4,807.0 |
62.0 |
1.3% |
4,663.0 |
Close |
4,777.0 |
4,841.0 |
64.0 |
1.3% |
4,794.0 |
Range |
72.0 |
52.0 |
-20.0 |
-27.8% |
157.0 |
ATR |
73.2 |
73.8 |
0.6 |
0.9% |
0.0 |
Volume |
19,986 |
21,250 |
1,264 |
6.3% |
133,750 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,991.7 |
4,968.3 |
4,869.6 |
|
R3 |
4,939.7 |
4,916.3 |
4,855.3 |
|
R2 |
4,887.7 |
4,887.7 |
4,850.5 |
|
R1 |
4,864.3 |
4,864.3 |
4,845.8 |
4,876.0 |
PP |
4,835.7 |
4,835.7 |
4,835.7 |
4,841.5 |
S1 |
4,812.3 |
4,812.3 |
4,836.2 |
4,824.0 |
S2 |
4,783.7 |
4,783.7 |
4,831.5 |
|
S3 |
4,731.7 |
4,760.3 |
4,826.7 |
|
S4 |
4,679.7 |
4,708.3 |
4,812.4 |
|
|
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 |
4,859.0 |
4,679.0 |
180.0 |
3.7% |
58.8 |
1.2% |
90% |
True |
False |
21,927 |
10 |
4,859.0 |
4,654.0 |
205.0 |
4.2% |
68.2 |
1.4% |
91% |
True |
False |
26,495 |
20 |
4,859.0 |
4,598.0 |
261.0 |
5.4% |
68.0 |
1.4% |
93% |
True |
False |
36,179 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.3% |
51.2 |
1.1% |
41% |
False |
False |
18,373 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.3% |
37.5 |
0.8% |
41% |
False |
False |
12,257 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.3% |
30.3 |
0.6% |
41% |
False |
False |
9,202 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.3% |
24.5 |
0.5% |
41% |
False |
False |
7,372 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.3% |
20.5 |
0.4% |
41% |
False |
False |
6,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,080.0 |
2.618 |
4,995.1 |
1.618 |
4,943.1 |
1.000 |
4,911.0 |
0.618 |
4,891.1 |
HIGH |
4,859.0 |
0.618 |
4,839.1 |
0.500 |
4,833.0 |
0.382 |
4,826.9 |
LOW |
4,807.0 |
0.618 |
4,774.9 |
1.000 |
4,755.0 |
1.618 |
4,722.9 |
2.618 |
4,670.9 |
4.250 |
4,586.0 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,838.3 |
4,828.0 |
PP |
4,835.7 |
4,815.0 |
S1 |
4,833.0 |
4,802.0 |
|