Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,607.00 |
1,612.00 |
5.00 |
0.3% |
1,600.25 |
High |
1,613.00 |
1,630.75 |
17.75 |
1.1% |
1,630.75 |
Low |
1,594.00 |
1,608.25 |
14.25 |
0.9% |
1,593.25 |
Close |
1,609.00 |
1,627.25 |
18.25 |
1.1% |
1,627.25 |
Range |
19.00 |
22.50 |
3.50 |
18.4% |
37.50 |
ATR |
24.03 |
23.92 |
-0.11 |
-0.5% |
0.00 |
Volume |
1,031,771 |
1,721,212 |
689,441 |
66.8% |
5,974,992 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.50 |
1,681.00 |
1,639.50 |
|
R3 |
1,667.00 |
1,658.50 |
1,633.50 |
|
R2 |
1,644.50 |
1,644.50 |
1,631.50 |
|
R1 |
1,636.00 |
1,636.00 |
1,629.25 |
1,640.25 |
PP |
1,622.00 |
1,622.00 |
1,622.00 |
1,624.25 |
S1 |
1,613.50 |
1,613.50 |
1,625.25 |
1,617.75 |
S2 |
1,599.50 |
1,599.50 |
1,623.00 |
|
S3 |
1,577.00 |
1,591.00 |
1,621.00 |
|
S4 |
1,554.50 |
1,568.50 |
1,615.00 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.50 |
1,716.00 |
1,648.00 |
|
R3 |
1,692.00 |
1,678.50 |
1,637.50 |
|
R2 |
1,654.50 |
1,654.50 |
1,634.00 |
|
R1 |
1,641.00 |
1,641.00 |
1,630.75 |
1,647.75 |
PP |
1,617.00 |
1,617.00 |
1,617.00 |
1,620.50 |
S1 |
1,603.50 |
1,603.50 |
1,623.75 |
1,610.25 |
S2 |
1,579.50 |
1,579.50 |
1,620.50 |
|
S3 |
1,542.00 |
1,566.00 |
1,617.00 |
|
S4 |
1,504.50 |
1,528.50 |
1,606.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.75 |
1,593.25 |
37.50 |
2.3% |
21.50 |
1.3% |
91% |
True |
False |
1,623,748 |
10 |
1,630.75 |
1,553.25 |
77.50 |
4.8% |
24.50 |
1.5% |
95% |
True |
False |
1,930,272 |
20 |
1,649.00 |
1,553.25 |
95.75 |
5.9% |
25.25 |
1.6% |
77% |
False |
False |
1,635,340 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.8% |
22.75 |
1.4% |
58% |
False |
False |
830,965 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
21.25 |
1.3% |
66% |
False |
False |
557,678 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
19.75 |
1.2% |
66% |
False |
False |
418,699 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
18.50 |
1.1% |
75% |
False |
False |
335,023 |
120 |
1,680.25 |
1,446.00 |
234.25 |
14.4% |
16.75 |
1.0% |
77% |
False |
False |
279,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.50 |
2.618 |
1,689.75 |
1.618 |
1,667.25 |
1.000 |
1,653.25 |
0.618 |
1,644.75 |
HIGH |
1,630.75 |
0.618 |
1,622.25 |
0.500 |
1,619.50 |
0.382 |
1,616.75 |
LOW |
1,608.25 |
0.618 |
1,594.25 |
1.000 |
1,585.75 |
1.618 |
1,571.75 |
2.618 |
1,549.25 |
4.250 |
1,512.50 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,624.75 |
1,622.25 |
PP |
1,622.00 |
1,617.25 |
S1 |
1,619.50 |
1,612.50 |
|