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 |
6,417.5 |
6,476.0 |
58.5 |
0.9% |
6,164.5 |
High |
6,484.5 |
6,490.0 |
5.5 |
0.1% |
6,453.0 |
Low |
6,407.0 |
6,424.0 |
17.0 |
0.3% |
6,130.0 |
Close |
6,475.0 |
6,447.5 |
-27.5 |
-0.4% |
6,346.5 |
Range |
77.5 |
66.0 |
-11.5 |
-14.8% |
323.0 |
ATR |
106.3 |
103.4 |
-2.9 |
-2.7% |
0.0 |
Volume |
90,962 |
93,014 |
2,052 |
2.3% |
497,714 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,652.0 |
6,615.5 |
6,484.0 |
|
R3 |
6,586.0 |
6,549.5 |
6,465.5 |
|
R2 |
6,520.0 |
6,520.0 |
6,459.5 |
|
R1 |
6,483.5 |
6,483.5 |
6,453.5 |
6,469.0 |
PP |
6,454.0 |
6,454.0 |
6,454.0 |
6,446.5 |
S1 |
6,417.5 |
6,417.5 |
6,441.5 |
6,403.0 |
S2 |
6,388.0 |
6,388.0 |
6,435.5 |
|
S3 |
6,322.0 |
6,351.5 |
6,429.5 |
|
S4 |
6,256.0 |
6,285.5 |
6,411.0 |
|
|
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 |
6,490.0 |
6,184.0 |
306.0 |
4.7% |
110.0 |
1.7% |
86% |
True |
False |
101,797 |
10 |
6,490.0 |
6,121.0 |
369.0 |
5.7% |
100.0 |
1.6% |
88% |
True |
False |
98,399 |
20 |
6,490.0 |
5,955.5 |
534.5 |
8.3% |
107.0 |
1.7% |
92% |
True |
False |
120,710 |
40 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
94.0 |
1.5% |
57% |
False |
False |
64,505 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
75.0 |
1.2% |
57% |
False |
False |
43,082 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
63.0 |
1.0% |
57% |
False |
False |
32,324 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
51.0 |
0.8% |
57% |
False |
False |
25,864 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
43.0 |
0.7% |
57% |
False |
False |
21,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,770.5 |
2.618 |
6,663.0 |
1.618 |
6,597.0 |
1.000 |
6,556.0 |
0.618 |
6,531.0 |
HIGH |
6,490.0 |
0.618 |
6,465.0 |
0.500 |
6,457.0 |
0.382 |
6,449.0 |
LOW |
6,424.0 |
0.618 |
6,383.0 |
1.000 |
6,358.0 |
1.618 |
6,317.0 |
2.618 |
6,251.0 |
4.250 |
6,143.5 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
6,457.0 |
6,440.5 |
PP |
6,454.0 |
6,433.5 |
S1 |
6,450.5 |
6,426.5 |
|