Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,628.50 |
1,636.75 |
8.25 |
0.5% |
1,600.25 |
High |
1,639.50 |
1,649.00 |
9.50 |
0.6% |
1,630.75 |
Low |
1,626.00 |
1,635.75 |
9.75 |
0.6% |
1,593.25 |
Close |
1,635.50 |
1,645.50 |
10.00 |
0.6% |
1,627.25 |
Range |
13.50 |
13.25 |
-0.25 |
-1.9% |
37.50 |
ATR |
23.17 |
22.48 |
-0.69 |
-3.0% |
0.00 |
Volume |
1,317,337 |
1,281,034 |
-36,303 |
-2.8% |
5,974,992 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,683.25 |
1,677.50 |
1,652.75 |
|
R3 |
1,670.00 |
1,664.25 |
1,649.25 |
|
R2 |
1,656.75 |
1,656.75 |
1,648.00 |
|
R1 |
1,651.00 |
1,651.00 |
1,646.75 |
1,654.00 |
PP |
1,643.50 |
1,643.50 |
1,643.50 |
1,644.75 |
S1 |
1,637.75 |
1,637.75 |
1,644.25 |
1,640.50 |
S2 |
1,630.25 |
1,630.25 |
1,643.00 |
|
S3 |
1,617.00 |
1,624.50 |
1,641.75 |
|
S4 |
1,603.75 |
1,611.25 |
1,638.25 |
|
|
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 |
1,649.00 |
1,594.00 |
55.00 |
3.3% |
17.25 |
1.1% |
94% |
True |
False |
1,404,470 |
10 |
1,649.00 |
1,558.25 |
90.75 |
5.5% |
21.00 |
1.3% |
96% |
True |
False |
1,607,062 |
20 |
1,649.00 |
1,553.25 |
95.75 |
5.8% |
24.75 |
1.5% |
96% |
True |
False |
1,755,013 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.7% |
22.75 |
1.4% |
73% |
False |
False |
894,510 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
21.25 |
1.3% |
78% |
False |
False |
600,642 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.5% |
20.00 |
1.2% |
78% |
False |
False |
451,127 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
18.50 |
1.1% |
83% |
False |
False |
361,007 |
120 |
1,680.25 |
1,447.50 |
232.75 |
14.1% |
17.00 |
1.0% |
85% |
False |
False |
300,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.25 |
2.618 |
1,683.75 |
1.618 |
1,670.50 |
1.000 |
1,662.25 |
0.618 |
1,657.25 |
HIGH |
1,649.00 |
0.618 |
1,644.00 |
0.500 |
1,642.50 |
0.382 |
1,640.75 |
LOW |
1,635.75 |
0.618 |
1,627.50 |
1.000 |
1,622.50 |
1.618 |
1,614.25 |
2.618 |
1,601.00 |
4.250 |
1,579.50 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,644.50 |
1,640.00 |
PP |
1,643.50 |
1,634.25 |
S1 |
1,642.50 |
1,628.50 |
|