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 |
6,366.0 |
6,405.0 |
39.0 |
0.6% |
6,164.5 |
High |
6,453.0 |
6,429.5 |
-23.5 |
-0.4% |
6,453.0 |
Low |
6,315.5 |
6,363.0 |
47.5 |
0.8% |
6,130.0 |
Close |
6,346.5 |
6,403.0 |
56.5 |
0.9% |
6,346.5 |
Range |
137.5 |
66.5 |
-71.0 |
-51.6% |
323.0 |
ATR |
110.2 |
108.2 |
-1.9 |
-1.8% |
0.0 |
Volume |
88,340 |
91,447 |
3,107 |
3.5% |
497,714 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,598.0 |
6,567.0 |
6,439.5 |
|
R3 |
6,531.5 |
6,500.5 |
6,421.5 |
|
R2 |
6,465.0 |
6,465.0 |
6,415.0 |
|
R1 |
6,434.0 |
6,434.0 |
6,409.0 |
6,416.0 |
PP |
6,398.5 |
6,398.5 |
6,398.5 |
6,389.5 |
S1 |
6,367.5 |
6,367.5 |
6,397.0 |
6,350.0 |
S2 |
6,332.0 |
6,332.0 |
6,391.0 |
|
S3 |
6,265.5 |
6,301.0 |
6,384.5 |
|
S4 |
6,199.0 |
6,234.5 |
6,366.5 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,279.0 |
7,135.5 |
6,524.0 |
|
R3 |
6,956.0 |
6,812.5 |
6,435.5 |
|
R2 |
6,633.0 |
6,633.0 |
6,405.5 |
|
R1 |
6,489.5 |
6,489.5 |
6,376.0 |
6,561.0 |
PP |
6,310.0 |
6,310.0 |
6,310.0 |
6,345.5 |
S1 |
6,166.5 |
6,166.5 |
6,317.0 |
6,238.0 |
S2 |
5,987.0 |
5,987.0 |
6,287.5 |
|
S3 |
5,664.0 |
5,843.5 |
6,257.5 |
|
S4 |
5,341.0 |
5,520.5 |
6,169.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,453.0 |
6,130.0 |
323.0 |
5.0% |
114.5 |
1.8% |
85% |
False |
False |
102,410 |
10 |
6,453.0 |
5,955.5 |
497.5 |
7.8% |
109.0 |
1.7% |
90% |
False |
False |
97,556 |
20 |
6,453.0 |
5,955.5 |
497.5 |
7.8% |
110.5 |
1.7% |
90% |
False |
False |
116,452 |
40 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
93.0 |
1.5% |
52% |
False |
False |
59,953 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
72.5 |
1.1% |
52% |
False |
False |
40,016 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
62.0 |
1.0% |
52% |
False |
False |
30,024 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
50.0 |
0.8% |
52% |
False |
False |
24,024 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
42.0 |
0.7% |
52% |
False |
False |
20,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,712.0 |
2.618 |
6,603.5 |
1.618 |
6,537.0 |
1.000 |
6,496.0 |
0.618 |
6,470.5 |
HIGH |
6,429.5 |
0.618 |
6,404.0 |
0.500 |
6,396.0 |
0.382 |
6,388.5 |
LOW |
6,363.0 |
0.618 |
6,322.0 |
1.000 |
6,296.5 |
1.618 |
6,255.5 |
2.618 |
6,189.0 |
4.250 |
6,080.5 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
6,401.0 |
6,375.0 |
PP |
6,398.5 |
6,346.5 |
S1 |
6,396.0 |
6,318.5 |
|