Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
8,025.5 |
8,058.0 |
32.5 |
0.4% |
7,955.5 |
High |
8,091.5 |
8,099.5 |
8.0 |
0.1% |
8,038.0 |
Low |
8,006.0 |
7,996.5 |
-9.5 |
-0.1% |
7,735.0 |
Close |
8,063.0 |
8,049.5 |
-13.5 |
-0.2% |
7,820.0 |
Range |
85.5 |
103.0 |
17.5 |
20.5% |
303.0 |
ATR |
156.8 |
153.0 |
-3.8 |
-2.5% |
0.0 |
Volume |
86,027 |
93,824 |
7,797 |
9.1% |
424,750 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,357.5 |
8,306.5 |
8,106.2 |
|
R3 |
8,254.5 |
8,203.5 |
8,077.8 |
|
R2 |
8,151.5 |
8,151.5 |
8,068.4 |
|
R1 |
8,100.5 |
8,100.5 |
8,058.9 |
8,074.5 |
PP |
8,048.5 |
8,048.5 |
8,048.5 |
8,035.5 |
S1 |
7,997.5 |
7,997.5 |
8,040.1 |
7,971.5 |
S2 |
7,945.5 |
7,945.5 |
8,030.6 |
|
S3 |
7,842.5 |
7,894.5 |
8,021.2 |
|
S4 |
7,739.5 |
7,791.5 |
7,992.9 |
|
|
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 |
8,099.5 |
7,735.0 |
364.5 |
4.5% |
147.1 |
1.8% |
86% |
True |
False |
93,143 |
10 |
8,099.5 |
7,735.0 |
364.5 |
4.5% |
142.9 |
1.8% |
86% |
True |
False |
102,792 |
20 |
8,291.0 |
7,660.0 |
631.0 |
7.8% |
147.1 |
1.8% |
62% |
False |
False |
95,277 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.3% |
134.7 |
1.7% |
43% |
False |
False |
48,536 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
125.1 |
1.6% |
54% |
False |
False |
32,519 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
121.0 |
1.5% |
54% |
False |
False |
24,485 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
115.2 |
1.4% |
54% |
False |
False |
19,893 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.0% |
107.7 |
1.3% |
54% |
False |
False |
16,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,537.3 |
2.618 |
8,369.2 |
1.618 |
8,266.2 |
1.000 |
8,202.5 |
0.618 |
8,163.2 |
HIGH |
8,099.5 |
0.618 |
8,060.2 |
0.500 |
8,048.0 |
0.382 |
8,035.8 |
LOW |
7,996.5 |
0.618 |
7,932.8 |
1.000 |
7,893.5 |
1.618 |
7,829.8 |
2.618 |
7,726.8 |
4.250 |
7,558.8 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,049.0 |
8,024.0 |
PP |
8,048.5 |
7,998.5 |
S1 |
8,048.0 |
7,973.0 |
|