Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,658.25 |
1,669.00 |
10.75 |
0.6% |
1,628.50 |
High |
1,671.75 |
1,674.25 |
2.50 |
0.1% |
1,674.25 |
Low |
1,657.50 |
1,666.25 |
8.75 |
0.5% |
1,626.00 |
Close |
1,670.00 |
1,670.25 |
0.25 |
0.0% |
1,670.25 |
Range |
14.25 |
8.00 |
-6.25 |
-43.9% |
48.25 |
ATR |
22.21 |
21.19 |
-1.01 |
-4.6% |
0.00 |
Volume |
1,457,417 |
1,144,481 |
-312,936 |
-21.5% |
6,660,273 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.25 |
1,690.25 |
1,674.75 |
|
R3 |
1,686.25 |
1,682.25 |
1,672.50 |
|
R2 |
1,678.25 |
1,678.25 |
1,671.75 |
|
R1 |
1,674.25 |
1,674.25 |
1,671.00 |
1,676.25 |
PP |
1,670.25 |
1,670.25 |
1,670.25 |
1,671.25 |
S1 |
1,666.25 |
1,666.25 |
1,669.50 |
1,668.25 |
S2 |
1,662.25 |
1,662.25 |
1,668.75 |
|
S3 |
1,654.25 |
1,658.25 |
1,668.00 |
|
S4 |
1,646.25 |
1,650.25 |
1,665.75 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.50 |
1,784.25 |
1,696.75 |
|
R3 |
1,753.25 |
1,736.00 |
1,683.50 |
|
R2 |
1,705.00 |
1,705.00 |
1,679.00 |
|
R1 |
1,687.75 |
1,687.75 |
1,674.75 |
1,696.50 |
PP |
1,656.75 |
1,656.75 |
1,656.75 |
1,661.25 |
S1 |
1,639.50 |
1,639.50 |
1,665.75 |
1,648.00 |
S2 |
1,608.50 |
1,608.50 |
1,661.50 |
|
S3 |
1,560.25 |
1,591.25 |
1,657.00 |
|
S4 |
1,512.00 |
1,543.00 |
1,643.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.25 |
1,626.00 |
48.25 |
2.9% |
13.25 |
0.8% |
92% |
True |
False |
1,332,054 |
10 |
1,674.25 |
1,593.25 |
81.00 |
4.8% |
17.50 |
1.0% |
95% |
True |
False |
1,477,901 |
20 |
1,674.25 |
1,553.25 |
121.00 |
7.2% |
22.25 |
1.3% |
97% |
True |
False |
1,884,306 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.6% |
22.50 |
1.4% |
92% |
False |
False |
995,000 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
20.25 |
1.2% |
94% |
False |
False |
667,687 |
80 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
19.75 |
1.2% |
94% |
False |
False |
501,811 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.6% |
18.75 |
1.1% |
95% |
False |
False |
401,620 |
120 |
1,680.25 |
1,463.50 |
216.75 |
13.0% |
17.00 |
1.0% |
95% |
False |
False |
334,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.25 |
2.618 |
1,695.25 |
1.618 |
1,687.25 |
1.000 |
1,682.25 |
0.618 |
1,679.25 |
HIGH |
1,674.25 |
0.618 |
1,671.25 |
0.500 |
1,670.25 |
0.382 |
1,669.25 |
LOW |
1,666.25 |
0.618 |
1,661.25 |
1.000 |
1,658.25 |
1.618 |
1,653.25 |
2.618 |
1,645.25 |
4.250 |
1,632.25 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,670.25 |
1,666.00 |
PP |
1,670.25 |
1,662.00 |
S1 |
1,670.25 |
1,657.75 |
|