Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,647.00 |
1,658.25 |
11.25 |
0.7% |
1,600.25 |
High |
1,658.75 |
1,671.75 |
13.00 |
0.8% |
1,630.75 |
Low |
1,641.25 |
1,657.50 |
16.25 |
1.0% |
1,593.25 |
Close |
1,648.50 |
1,670.00 |
21.50 |
1.3% |
1,627.25 |
Range |
17.50 |
14.25 |
-3.25 |
-18.6% |
37.50 |
ATR |
22.13 |
22.21 |
0.08 |
0.4% |
0.00 |
Volume |
1,460,004 |
1,457,417 |
-2,587 |
-0.2% |
5,974,992 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.25 |
1,703.75 |
1,677.75 |
|
R3 |
1,695.00 |
1,689.50 |
1,674.00 |
|
R2 |
1,680.75 |
1,680.75 |
1,672.50 |
|
R1 |
1,675.25 |
1,675.25 |
1,671.25 |
1,678.00 |
PP |
1,666.50 |
1,666.50 |
1,666.50 |
1,667.75 |
S1 |
1,661.00 |
1,661.00 |
1,668.75 |
1,663.75 |
S2 |
1,652.25 |
1,652.25 |
1,667.50 |
|
S3 |
1,638.00 |
1,646.75 |
1,666.00 |
|
S4 |
1,623.75 |
1,632.50 |
1,662.25 |
|
|
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 |
1,671.75 |
1,608.25 |
63.50 |
3.8% |
16.25 |
1.0% |
97% |
True |
False |
1,447,400 |
10 |
1,671.75 |
1,593.25 |
78.50 |
4.7% |
18.50 |
1.1% |
98% |
True |
False |
1,523,556 |
20 |
1,671.75 |
1,553.25 |
118.50 |
7.1% |
23.75 |
1.4% |
99% |
True |
False |
1,869,644 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.6% |
22.75 |
1.4% |
92% |
False |
False |
966,708 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
20.75 |
1.2% |
93% |
False |
False |
648,845 |
80 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
20.00 |
1.2% |
93% |
False |
False |
487,519 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.6% |
18.75 |
1.1% |
95% |
False |
False |
390,177 |
120 |
1,680.25 |
1,460.25 |
220.00 |
13.2% |
17.00 |
1.0% |
95% |
False |
False |
325,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.25 |
2.618 |
1,709.00 |
1.618 |
1,694.75 |
1.000 |
1,686.00 |
0.618 |
1,680.50 |
HIGH |
1,671.75 |
0.618 |
1,666.25 |
0.500 |
1,664.50 |
0.382 |
1,663.00 |
LOW |
1,657.50 |
0.618 |
1,648.75 |
1.000 |
1,643.25 |
1.618 |
1,634.50 |
2.618 |
1,620.25 |
4.250 |
1,597.00 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.25 |
1,664.50 |
PP |
1,666.50 |
1,659.25 |
S1 |
1,664.50 |
1,653.75 |
|