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 |
1,025.7 |
1,028.3 |
2.6 |
0.3% |
1,003.3 |
High |
1,031.6 |
1,036.9 |
5.3 |
0.5% |
1,036.9 |
Low |
1,024.7 |
1,027.1 |
2.4 |
0.2% |
1,002.6 |
Close |
1,030.3 |
1,032.4 |
2.1 |
0.2% |
1,032.4 |
Range |
6.9 |
9.8 |
2.9 |
42.0% |
34.3 |
ATR |
14.6 |
14.3 |
-0.3 |
-2.3% |
0.0 |
Volume |
89,856 |
84,540 |
-5,316 |
-5.9% |
458,069 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.5 |
1,056.8 |
1,037.8 |
|
R3 |
1,051.8 |
1,047.0 |
1,035.0 |
|
R2 |
1,042.0 |
1,042.0 |
1,034.3 |
|
R1 |
1,037.3 |
1,037.3 |
1,033.3 |
1,039.5 |
PP |
1,032.3 |
1,032.3 |
1,032.3 |
1,033.3 |
S1 |
1,027.3 |
1,027.3 |
1,031.5 |
1,029.8 |
S2 |
1,022.3 |
1,022.3 |
1,030.5 |
|
S3 |
1,012.5 |
1,017.5 |
1,029.8 |
|
S4 |
1,002.8 |
1,007.8 |
1,027.0 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.8 |
1,114.0 |
1,051.3 |
|
R3 |
1,092.5 |
1,079.8 |
1,041.8 |
|
R2 |
1,058.3 |
1,058.3 |
1,038.8 |
|
R1 |
1,045.3 |
1,045.3 |
1,035.5 |
1,051.8 |
PP |
1,024.0 |
1,024.0 |
1,024.0 |
1,027.3 |
S1 |
1,011.0 |
1,011.0 |
1,029.3 |
1,017.5 |
S2 |
989.8 |
989.8 |
1,026.0 |
|
S3 |
955.3 |
976.8 |
1,023.0 |
|
S4 |
921.0 |
942.5 |
1,013.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,036.9 |
1,002.6 |
34.3 |
3.3% |
9.3 |
0.9% |
87% |
True |
False |
91,613 |
10 |
1,036.9 |
963.7 |
73.2 |
7.1% |
13.0 |
1.3% |
94% |
True |
False |
101,389 |
20 |
1,036.9 |
938.0 |
98.9 |
9.6% |
15.3 |
1.5% |
95% |
True |
False |
133,716 |
40 |
1,036.9 |
938.0 |
98.9 |
9.6% |
13.8 |
1.3% |
95% |
True |
False |
70,430 |
60 |
1,036.9 |
903.4 |
133.5 |
12.9% |
9.8 |
0.9% |
97% |
True |
False |
46,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.5 |
2.618 |
1,062.5 |
1.618 |
1,052.8 |
1.000 |
1,046.8 |
0.618 |
1,043.0 |
HIGH |
1,037.0 |
0.618 |
1,033.3 |
0.500 |
1,032.0 |
0.382 |
1,030.8 |
LOW |
1,027.0 |
0.618 |
1,021.0 |
1.000 |
1,017.3 |
1.618 |
1,011.3 |
2.618 |
1,001.5 |
4.250 |
985.5 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,032.3 |
1,030.0 |
PP |
1,032.3 |
1,027.3 |
S1 |
1,032.0 |
1,024.8 |
|