Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
8,016.0 |
7,869.5 |
-146.5 |
-1.8% |
7,955.5 |
High |
8,038.0 |
8,018.5 |
-19.5 |
-0.2% |
8,038.0 |
Low |
7,806.0 |
7,846.5 |
40.5 |
0.5% |
7,735.0 |
Close |
7,820.0 |
7,970.0 |
150.0 |
1.9% |
7,820.0 |
Range |
232.0 |
172.0 |
-60.0 |
-25.9% |
303.0 |
ATR |
156.5 |
159.5 |
3.0 |
1.9% |
0.0 |
Volume |
102,496 |
96,390 |
-6,106 |
-6.0% |
424,750 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,461.0 |
8,387.5 |
8,064.6 |
|
R3 |
8,289.0 |
8,215.5 |
8,017.3 |
|
R2 |
8,117.0 |
8,117.0 |
8,001.5 |
|
R1 |
8,043.5 |
8,043.5 |
7,985.8 |
8,080.3 |
PP |
7,945.0 |
7,945.0 |
7,945.0 |
7,963.4 |
S1 |
7,871.5 |
7,871.5 |
7,954.2 |
7,908.3 |
S2 |
7,773.0 |
7,773.0 |
7,938.5 |
|
S3 |
7,601.0 |
7,699.5 |
7,922.7 |
|
S4 |
7,429.0 |
7,527.5 |
7,875.4 |
|
|
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 |
8,038.0 |
7,735.0 |
303.0 |
3.8% |
166.3 |
2.1% |
78% |
False |
False |
104,228 |
10 |
8,044.5 |
7,660.0 |
384.5 |
4.8% |
154.6 |
1.9% |
81% |
False |
False |
110,332 |
20 |
8,366.0 |
7,660.0 |
706.0 |
8.9% |
150.6 |
1.9% |
44% |
False |
False |
87,126 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.4% |
134.3 |
1.7% |
34% |
False |
False |
44,047 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
125.7 |
1.6% |
47% |
False |
False |
29,526 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
120.2 |
1.5% |
47% |
False |
False |
22,417 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
115.2 |
1.4% |
47% |
False |
False |
18,096 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
107.2 |
1.3% |
47% |
False |
False |
15,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,749.5 |
2.618 |
8,468.8 |
1.618 |
8,296.8 |
1.000 |
8,190.5 |
0.618 |
8,124.8 |
HIGH |
8,018.5 |
0.618 |
7,952.8 |
0.500 |
7,932.5 |
0.382 |
7,912.2 |
LOW |
7,846.5 |
0.618 |
7,740.2 |
1.000 |
7,674.5 |
1.618 |
7,568.2 |
2.618 |
7,396.2 |
4.250 |
7,115.5 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
7,957.5 |
7,942.2 |
PP |
7,945.0 |
7,914.3 |
S1 |
7,932.5 |
7,886.5 |
|