Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
8,058.0 |
8,198.0 |
140.0 |
1.7% |
7,955.5 |
High |
8,099.5 |
8,208.0 |
108.5 |
1.3% |
8,038.0 |
Low |
7,996.5 |
8,131.0 |
134.5 |
1.7% |
7,735.0 |
Close |
8,049.5 |
8,161.5 |
112.0 |
1.4% |
7,820.0 |
Range |
103.0 |
77.0 |
-26.0 |
-25.2% |
303.0 |
ATR |
153.0 |
153.4 |
0.4 |
0.3% |
0.0 |
Volume |
93,824 |
81,713 |
-12,111 |
-12.9% |
424,750 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,397.8 |
8,356.7 |
8,203.9 |
|
R3 |
8,320.8 |
8,279.7 |
8,182.7 |
|
R2 |
8,243.8 |
8,243.8 |
8,175.6 |
|
R1 |
8,202.7 |
8,202.7 |
8,168.6 |
8,184.8 |
PP |
8,166.8 |
8,166.8 |
8,166.8 |
8,157.9 |
S1 |
8,125.7 |
8,125.7 |
8,154.4 |
8,107.8 |
S2 |
8,089.8 |
8,089.8 |
8,147.4 |
|
S3 |
8,012.8 |
8,048.7 |
8,140.3 |
|
S4 |
7,935.8 |
7,971.7 |
8,119.2 |
|
|
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 |
8,208.0 |
7,806.0 |
402.0 |
4.9% |
133.9 |
1.6% |
88% |
True |
False |
92,090 |
10 |
8,208.0 |
7,735.0 |
473.0 |
5.8% |
133.9 |
1.6% |
90% |
True |
False |
101,555 |
20 |
8,291.0 |
7,660.0 |
631.0 |
7.7% |
143.8 |
1.8% |
79% |
False |
False |
98,419 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
135.0 |
1.7% |
55% |
False |
False |
50,576 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
124.8 |
1.5% |
64% |
False |
False |
33,879 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
121.0 |
1.5% |
64% |
False |
False |
25,475 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
115.3 |
1.4% |
64% |
False |
False |
20,709 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
108.3 |
1.3% |
64% |
False |
False |
17,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,535.3 |
2.618 |
8,409.6 |
1.618 |
8,332.6 |
1.000 |
8,285.0 |
0.618 |
8,255.6 |
HIGH |
8,208.0 |
0.618 |
8,178.6 |
0.500 |
8,169.5 |
0.382 |
8,160.4 |
LOW |
8,131.0 |
0.618 |
8,083.4 |
1.000 |
8,054.0 |
1.618 |
8,006.4 |
2.618 |
7,929.4 |
4.250 |
7,803.8 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,169.5 |
8,141.8 |
PP |
8,166.8 |
8,122.0 |
S1 |
8,164.2 |
8,102.3 |
|