Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
7,866.0 |
8,016.0 |
150.0 |
1.9% |
7,955.5 |
High |
7,878.0 |
8,038.0 |
160.0 |
2.0% |
8,038.0 |
Low |
7,735.0 |
7,806.0 |
71.0 |
0.9% |
7,735.0 |
Close |
7,839.0 |
7,820.0 |
-19.0 |
-0.2% |
7,820.0 |
Range |
143.0 |
232.0 |
89.0 |
62.2% |
303.0 |
ATR |
150.7 |
156.5 |
5.8 |
3.9% |
0.0 |
Volume |
86,980 |
102,496 |
15,516 |
17.8% |
424,750 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,584.0 |
8,434.0 |
7,947.6 |
|
R3 |
8,352.0 |
8,202.0 |
7,883.8 |
|
R2 |
8,120.0 |
8,120.0 |
7,862.5 |
|
R1 |
7,970.0 |
7,970.0 |
7,841.3 |
7,929.0 |
PP |
7,888.0 |
7,888.0 |
7,888.0 |
7,867.5 |
S1 |
7,738.0 |
7,738.0 |
7,798.7 |
7,697.0 |
S2 |
7,656.0 |
7,656.0 |
7,777.5 |
|
S3 |
7,424.0 |
7,506.0 |
7,756.2 |
|
S4 |
7,192.0 |
7,274.0 |
7,692.4 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,773.3 |
8,599.7 |
7,986.7 |
|
R3 |
8,470.3 |
8,296.7 |
7,903.3 |
|
R2 |
8,167.3 |
8,167.3 |
7,875.6 |
|
R1 |
7,993.7 |
7,993.7 |
7,847.8 |
7,929.0 |
PP |
7,864.3 |
7,864.3 |
7,864.3 |
7,832.0 |
S1 |
7,690.7 |
7,690.7 |
7,792.2 |
7,626.0 |
S2 |
7,561.3 |
7,561.3 |
7,764.5 |
|
S3 |
7,258.3 |
7,387.7 |
7,736.7 |
|
S4 |
6,955.3 |
7,084.7 |
7,653.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,044.5 |
7,735.0 |
309.5 |
4.0% |
158.7 |
2.0% |
27% |
False |
False |
108,464 |
10 |
8,044.5 |
7,660.0 |
384.5 |
4.9% |
158.7 |
2.0% |
42% |
False |
False |
117,448 |
20 |
8,366.0 |
7,660.0 |
706.0 |
9.0% |
154.2 |
2.0% |
23% |
False |
False |
82,588 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.6% |
132.6 |
1.7% |
18% |
False |
False |
41,643 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
124.4 |
1.6% |
34% |
False |
False |
27,922 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
118.9 |
1.5% |
34% |
False |
False |
21,259 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
114.2 |
1.5% |
34% |
False |
False |
17,133 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
106.3 |
1.4% |
34% |
False |
False |
14,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,024.0 |
2.618 |
8,645.4 |
1.618 |
8,413.4 |
1.000 |
8,270.0 |
0.618 |
8,181.4 |
HIGH |
8,038.0 |
0.618 |
7,949.4 |
0.500 |
7,922.0 |
0.382 |
7,894.6 |
LOW |
7,806.0 |
0.618 |
7,662.6 |
1.000 |
7,574.0 |
1.618 |
7,430.6 |
2.618 |
7,198.6 |
4.250 |
6,820.0 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
7,922.0 |
7,886.5 |
PP |
7,888.0 |
7,864.3 |
S1 |
7,854.0 |
7,842.2 |
|