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 |
4,901.0 |
4,960.0 |
59.0 |
1.2% |
4,795.0 |
High |
4,929.0 |
4,977.0 |
48.0 |
1.0% |
4,977.0 |
Low |
4,892.0 |
4,929.0 |
37.0 |
0.8% |
4,745.0 |
Close |
4,916.0 |
4,936.0 |
20.0 |
0.4% |
4,936.0 |
Range |
37.0 |
48.0 |
11.0 |
29.7% |
232.0 |
ATR |
73.0 |
72.2 |
-0.9 |
-1.2% |
0.0 |
Volume |
23,068 |
19,367 |
-3,701 |
-16.0% |
109,618 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,091.3 |
5,061.7 |
4,962.4 |
|
R3 |
5,043.3 |
5,013.7 |
4,949.2 |
|
R2 |
4,995.3 |
4,995.3 |
4,944.8 |
|
R1 |
4,965.7 |
4,965.7 |
4,940.4 |
4,956.5 |
PP |
4,947.3 |
4,947.3 |
4,947.3 |
4,942.8 |
S1 |
4,917.7 |
4,917.7 |
4,931.6 |
4,908.5 |
S2 |
4,899.3 |
4,899.3 |
4,927.2 |
|
S3 |
4,851.3 |
4,869.7 |
4,922.8 |
|
S4 |
4,803.3 |
4,821.7 |
4,909.6 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,582.0 |
5,491.0 |
5,063.6 |
|
R3 |
5,350.0 |
5,259.0 |
4,999.8 |
|
R2 |
5,118.0 |
5,118.0 |
4,978.5 |
|
R1 |
5,027.0 |
5,027.0 |
4,957.3 |
5,072.5 |
PP |
4,886.0 |
4,886.0 |
4,886.0 |
4,908.8 |
S1 |
4,795.0 |
4,795.0 |
4,914.7 |
4,840.5 |
S2 |
4,654.0 |
4,654.0 |
4,893.5 |
|
S3 |
4,422.0 |
4,563.0 |
4,872.2 |
|
S4 |
4,190.0 |
4,331.0 |
4,808.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,977.0 |
4,745.0 |
232.0 |
4.7% |
57.0 |
1.2% |
82% |
True |
False |
21,923 |
10 |
4,977.0 |
4,663.0 |
314.0 |
6.4% |
64.7 |
1.3% |
87% |
True |
False |
24,336 |
20 |
4,977.0 |
4,598.0 |
379.0 |
7.7% |
68.7 |
1.4% |
89% |
True |
False |
38,907 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
53.7 |
1.1% |
57% |
False |
False |
20,078 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.1 |
0.8% |
57% |
False |
False |
13,395 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
31.7 |
0.6% |
57% |
False |
False |
10,055 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
26.1 |
0.5% |
57% |
False |
False |
8,056 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
21.8 |
0.4% |
57% |
False |
False |
6,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,181.0 |
2.618 |
5,102.7 |
1.618 |
5,054.7 |
1.000 |
5,025.0 |
0.618 |
5,006.7 |
HIGH |
4,977.0 |
0.618 |
4,958.7 |
0.500 |
4,953.0 |
0.382 |
4,947.3 |
LOW |
4,929.0 |
0.618 |
4,899.3 |
1.000 |
4,881.0 |
1.618 |
4,851.3 |
2.618 |
4,803.3 |
4.250 |
4,725.0 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,953.0 |
4,926.8 |
PP |
4,947.3 |
4,917.7 |
S1 |
4,941.7 |
4,908.5 |
|