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 |
1,636.75 |
1,647.00 |
10.25 |
0.6% |
1,600.25 |
High |
1,649.00 |
1,658.75 |
9.75 |
0.6% |
1,630.75 |
Low |
1,635.75 |
1,641.25 |
5.50 |
0.3% |
1,593.25 |
Close |
1,645.50 |
1,648.50 |
3.00 |
0.2% |
1,627.25 |
Range |
13.25 |
17.50 |
4.25 |
32.1% |
37.50 |
ATR |
22.48 |
22.13 |
-0.36 |
-1.6% |
0.00 |
Volume |
1,281,034 |
1,460,004 |
178,970 |
14.0% |
5,974,992 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.00 |
1,692.75 |
1,658.00 |
|
R3 |
1,684.50 |
1,675.25 |
1,653.25 |
|
R2 |
1,667.00 |
1,667.00 |
1,651.75 |
|
R1 |
1,657.75 |
1,657.75 |
1,650.00 |
1,662.50 |
PP |
1,649.50 |
1,649.50 |
1,649.50 |
1,651.75 |
S1 |
1,640.25 |
1,640.25 |
1,647.00 |
1,645.00 |
S2 |
1,632.00 |
1,632.00 |
1,645.25 |
|
S3 |
1,614.50 |
1,622.75 |
1,643.75 |
|
S4 |
1,597.00 |
1,605.25 |
1,639.00 |
|
|
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 |
1,658.75 |
1,594.00 |
64.75 |
3.9% |
17.25 |
1.0% |
84% |
True |
False |
1,362,271 |
10 |
1,658.75 |
1,573.00 |
85.75 |
5.2% |
20.00 |
1.2% |
88% |
True |
False |
1,550,965 |
20 |
1,658.75 |
1,553.25 |
105.50 |
6.4% |
24.50 |
1.5% |
90% |
True |
False |
1,817,956 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.7% |
23.00 |
1.4% |
75% |
False |
False |
930,560 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.4% |
20.75 |
1.3% |
80% |
False |
False |
624,759 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.5% |
20.00 |
1.2% |
80% |
False |
False |
469,318 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.7% |
18.75 |
1.1% |
85% |
False |
False |
375,604 |
120 |
1,680.25 |
1,449.00 |
231.25 |
14.0% |
17.00 |
1.0% |
86% |
False |
False |
313,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.00 |
2.618 |
1,704.50 |
1.618 |
1,687.00 |
1.000 |
1,676.25 |
0.618 |
1,669.50 |
HIGH |
1,658.75 |
0.618 |
1,652.00 |
0.500 |
1,650.00 |
0.382 |
1,648.00 |
LOW |
1,641.25 |
0.618 |
1,630.50 |
1.000 |
1,623.75 |
1.618 |
1,613.00 |
2.618 |
1,595.50 |
4.250 |
1,567.00 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,650.00 |
1,646.50 |
PP |
1,649.50 |
1,644.50 |
S1 |
1,649.00 |
1,642.50 |
|