Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,850.0 |
4,901.0 |
51.0 |
1.1% |
4,758.0 |
High |
4,916.0 |
4,929.0 |
13.0 |
0.3% |
4,820.0 |
Low |
4,840.0 |
4,892.0 |
52.0 |
1.1% |
4,663.0 |
Close |
4,868.0 |
4,916.0 |
48.0 |
1.0% |
4,794.0 |
Range |
76.0 |
37.0 |
-39.0 |
-51.3% |
157.0 |
ATR |
74.0 |
73.0 |
-0.9 |
-1.3% |
0.0 |
Volume |
25,947 |
23,068 |
-2,879 |
-11.1% |
133,750 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.3 |
5,006.7 |
4,936.4 |
|
R3 |
4,986.3 |
4,969.7 |
4,926.2 |
|
R2 |
4,949.3 |
4,949.3 |
4,922.8 |
|
R1 |
4,932.7 |
4,932.7 |
4,919.4 |
4,941.0 |
PP |
4,912.3 |
4,912.3 |
4,912.3 |
4,916.5 |
S1 |
4,895.7 |
4,895.7 |
4,912.6 |
4,904.0 |
S2 |
4,875.3 |
4,875.3 |
4,909.2 |
|
S3 |
4,838.3 |
4,858.7 |
4,905.8 |
|
S4 |
4,801.3 |
4,821.7 |
4,895.7 |
|
|
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 |
4,929.0 |
4,745.0 |
184.0 |
3.7% |
54.8 |
1.1% |
93% |
True |
False |
21,174 |
10 |
4,929.0 |
4,663.0 |
266.0 |
5.4% |
64.6 |
1.3% |
95% |
True |
False |
25,115 |
20 |
4,929.0 |
4,598.0 |
331.0 |
6.7% |
70.0 |
1.4% |
96% |
True |
False |
38,320 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.1% |
52.8 |
1.1% |
54% |
False |
False |
19,595 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.1% |
39.2 |
0.8% |
54% |
False |
False |
13,073 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.1% |
31.1 |
0.6% |
54% |
False |
False |
9,813 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.1% |
25.6 |
0.5% |
54% |
False |
False |
7,862 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.1% |
21.5 |
0.4% |
54% |
False |
False |
6,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,086.3 |
2.618 |
5,025.9 |
1.618 |
4,988.9 |
1.000 |
4,966.0 |
0.618 |
4,951.9 |
HIGH |
4,929.0 |
0.618 |
4,914.9 |
0.500 |
4,910.5 |
0.382 |
4,906.1 |
LOW |
4,892.0 |
0.618 |
4,869.1 |
1.000 |
4,855.0 |
1.618 |
4,832.1 |
2.618 |
4,795.1 |
4.250 |
4,734.8 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,914.2 |
4,900.0 |
PP |
4,912.3 |
4,884.0 |
S1 |
4,910.5 |
4,868.0 |
|