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 |
1,612.00 |
1,628.50 |
16.50 |
1.0% |
1,600.25 |
High |
1,630.75 |
1,639.50 |
8.75 |
0.5% |
1,630.75 |
Low |
1,608.25 |
1,626.00 |
17.75 |
1.1% |
1,593.25 |
Close |
1,627.25 |
1,635.50 |
8.25 |
0.5% |
1,627.25 |
Range |
22.50 |
13.50 |
-9.00 |
-40.0% |
37.50 |
ATR |
23.92 |
23.17 |
-0.74 |
-3.1% |
0.00 |
Volume |
1,721,212 |
1,317,337 |
-403,875 |
-23.5% |
5,974,992 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.25 |
1,668.25 |
1,643.00 |
|
R3 |
1,660.75 |
1,654.75 |
1,639.25 |
|
R2 |
1,647.25 |
1,647.25 |
1,638.00 |
|
R1 |
1,641.25 |
1,641.25 |
1,636.75 |
1,644.25 |
PP |
1,633.75 |
1,633.75 |
1,633.75 |
1,635.00 |
S1 |
1,627.75 |
1,627.75 |
1,634.25 |
1,630.75 |
S2 |
1,620.25 |
1,620.25 |
1,633.00 |
|
S3 |
1,606.75 |
1,614.25 |
1,631.75 |
|
S4 |
1,593.25 |
1,600.75 |
1,628.00 |
|
|
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 |
1,639.50 |
1,593.25 |
46.25 |
2.8% |
20.00 |
1.2% |
91% |
True |
False |
1,458,465 |
10 |
1,639.50 |
1,553.25 |
86.25 |
5.3% |
23.00 |
1.4% |
95% |
True |
False |
1,763,768 |
20 |
1,649.00 |
1,553.25 |
95.75 |
5.9% |
24.75 |
1.5% |
86% |
False |
False |
1,697,968 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.8% |
22.75 |
1.4% |
65% |
False |
False |
863,467 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
21.25 |
1.3% |
71% |
False |
False |
579,468 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
19.75 |
1.2% |
71% |
False |
False |
435,137 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
18.50 |
1.1% |
79% |
False |
False |
348,197 |
120 |
1,680.25 |
1,446.00 |
234.25 |
14.3% |
17.00 |
1.0% |
81% |
False |
False |
290,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.00 |
2.618 |
1,674.75 |
1.618 |
1,661.25 |
1.000 |
1,653.00 |
0.618 |
1,647.75 |
HIGH |
1,639.50 |
0.618 |
1,634.25 |
0.500 |
1,632.75 |
0.382 |
1,631.25 |
LOW |
1,626.00 |
0.618 |
1,617.75 |
1.000 |
1,612.50 |
1.618 |
1,604.25 |
2.618 |
1,590.75 |
4.250 |
1,568.50 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,634.50 |
1,629.25 |
PP |
1,633.75 |
1,623.00 |
S1 |
1,632.75 |
1,616.75 |
|