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 |
7,869.5 |
8,025.5 |
156.0 |
2.0% |
7,955.5 |
High |
8,018.5 |
8,091.5 |
73.0 |
0.9% |
8,038.0 |
Low |
7,846.5 |
8,006.0 |
159.5 |
2.0% |
7,735.0 |
Close |
7,970.0 |
8,063.0 |
93.0 |
1.2% |
7,820.0 |
Range |
172.0 |
85.5 |
-86.5 |
-50.3% |
303.0 |
ATR |
159.5 |
156.8 |
-2.7 |
-1.7% |
0.0 |
Volume |
96,390 |
86,027 |
-10,363 |
-10.8% |
424,750 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,310.0 |
8,272.0 |
8,110.0 |
|
R3 |
8,224.5 |
8,186.5 |
8,086.5 |
|
R2 |
8,139.0 |
8,139.0 |
8,078.7 |
|
R1 |
8,101.0 |
8,101.0 |
8,070.8 |
8,120.0 |
PP |
8,053.5 |
8,053.5 |
8,053.5 |
8,063.0 |
S1 |
8,015.5 |
8,015.5 |
8,055.2 |
8,034.5 |
S2 |
7,968.0 |
7,968.0 |
8,047.3 |
|
S3 |
7,882.5 |
7,930.0 |
8,039.5 |
|
S4 |
7,797.0 |
7,844.5 |
8,016.0 |
|
|
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 |
8,091.5 |
7,735.0 |
356.5 |
4.4% |
156.2 |
1.9% |
92% |
True |
False |
98,741 |
10 |
8,091.5 |
7,716.0 |
375.5 |
4.7% |
146.1 |
1.8% |
92% |
True |
False |
105,108 |
20 |
8,291.0 |
7,660.0 |
631.0 |
7.8% |
149.0 |
1.8% |
64% |
False |
False |
91,114 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.3% |
134.6 |
1.7% |
44% |
False |
False |
46,195 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
125.3 |
1.6% |
55% |
False |
False |
30,958 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
120.6 |
1.5% |
55% |
False |
False |
23,417 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
115.2 |
1.4% |
55% |
False |
False |
18,955 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
107.7 |
1.3% |
55% |
False |
False |
15,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,454.9 |
2.618 |
8,315.3 |
1.618 |
8,229.8 |
1.000 |
8,177.0 |
0.618 |
8,144.3 |
HIGH |
8,091.5 |
0.618 |
8,058.8 |
0.500 |
8,048.8 |
0.382 |
8,038.7 |
LOW |
8,006.0 |
0.618 |
7,953.2 |
1.000 |
7,920.5 |
1.618 |
7,867.7 |
2.618 |
7,782.2 |
4.250 |
7,642.6 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,058.3 |
8,024.9 |
PP |
8,053.5 |
7,986.8 |
S1 |
8,048.8 |
7,948.8 |
|