Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
8,198.0 |
8,181.5 |
-16.5 |
-0.2% |
7,869.5 |
High |
8,208.0 |
8,245.0 |
37.0 |
0.5% |
8,245.0 |
Low |
8,131.0 |
8,176.5 |
45.5 |
0.6% |
7,846.5 |
Close |
8,161.5 |
8,206.5 |
45.0 |
0.6% |
8,206.5 |
Range |
77.0 |
68.5 |
-8.5 |
-11.0% |
398.5 |
ATR |
153.4 |
148.4 |
-5.0 |
-3.3% |
0.0 |
Volume |
81,713 |
63,265 |
-18,448 |
-22.6% |
421,219 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,414.8 |
8,379.2 |
8,244.2 |
|
R3 |
8,346.3 |
8,310.7 |
8,225.3 |
|
R2 |
8,277.8 |
8,277.8 |
8,219.1 |
|
R1 |
8,242.2 |
8,242.2 |
8,212.8 |
8,260.0 |
PP |
8,209.3 |
8,209.3 |
8,209.3 |
8,218.3 |
S1 |
8,173.7 |
8,173.7 |
8,200.2 |
8,191.5 |
S2 |
8,140.8 |
8,140.8 |
8,193.9 |
|
S3 |
8,072.3 |
8,105.2 |
8,187.7 |
|
S4 |
8,003.8 |
8,036.7 |
8,168.8 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,294.8 |
9,149.2 |
8,425.7 |
|
R3 |
8,896.3 |
8,750.7 |
8,316.1 |
|
R2 |
8,497.8 |
8,497.8 |
8,279.6 |
|
R1 |
8,352.2 |
8,352.2 |
8,243.0 |
8,425.0 |
PP |
8,099.3 |
8,099.3 |
8,099.3 |
8,135.8 |
S1 |
7,953.7 |
7,953.7 |
8,170.0 |
8,026.5 |
S2 |
7,700.8 |
7,700.8 |
8,133.4 |
|
S3 |
7,302.3 |
7,555.2 |
8,096.9 |
|
S4 |
6,903.8 |
7,156.7 |
7,987.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,245.0 |
7,846.5 |
398.5 |
4.9% |
101.2 |
1.2% |
90% |
True |
False |
84,243 |
10 |
8,245.0 |
7,735.0 |
510.0 |
6.2% |
130.0 |
1.6% |
92% |
True |
False |
96,354 |
20 |
8,291.0 |
7,660.0 |
631.0 |
7.7% |
137.3 |
1.7% |
87% |
False |
False |
100,736 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
134.8 |
1.6% |
60% |
False |
False |
52,152 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
121.9 |
1.5% |
68% |
False |
False |
34,917 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
120.0 |
1.5% |
68% |
False |
False |
26,263 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
115.4 |
1.4% |
68% |
False |
False |
21,342 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
108.8 |
1.3% |
68% |
False |
False |
17,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,536.1 |
2.618 |
8,424.3 |
1.618 |
8,355.8 |
1.000 |
8,313.5 |
0.618 |
8,287.3 |
HIGH |
8,245.0 |
0.618 |
8,218.8 |
0.500 |
8,210.8 |
0.382 |
8,202.7 |
LOW |
8,176.5 |
0.618 |
8,134.2 |
1.000 |
8,108.0 |
1.618 |
8,065.7 |
2.618 |
7,997.2 |
4.250 |
7,885.4 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,210.8 |
8,177.9 |
PP |
8,209.3 |
8,149.3 |
S1 |
8,207.9 |
8,120.8 |
|