Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,245.5 |
1,258.2 |
12.7 |
1.0% |
1,236.4 |
High |
1,261.5 |
1,258.2 |
-3.3 |
-0.3% |
1,269.0 |
Low |
1,238.3 |
1,209.4 |
-28.9 |
-2.3% |
1,209.4 |
Close |
1,254.3 |
1,215.0 |
-39.3 |
-3.1% |
1,215.0 |
Range |
23.2 |
48.8 |
25.6 |
110.3% |
59.6 |
ATR |
33.3 |
34.4 |
1.1 |
3.3% |
0.0 |
Volume |
19,463 |
20,524 |
1,061 |
5.5% |
73,959 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.9 |
1,343.3 |
1,241.8 |
|
R3 |
1,325.1 |
1,294.5 |
1,228.4 |
|
R2 |
1,276.3 |
1,276.3 |
1,223.9 |
|
R1 |
1,245.7 |
1,245.7 |
1,219.5 |
1,236.6 |
PP |
1,227.5 |
1,227.5 |
1,227.5 |
1,223.0 |
S1 |
1,196.9 |
1,196.9 |
1,210.5 |
1,187.8 |
S2 |
1,178.7 |
1,178.7 |
1,206.1 |
|
S3 |
1,129.9 |
1,148.1 |
1,201.6 |
|
S4 |
1,081.1 |
1,099.3 |
1,188.2 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.9 |
1,372.1 |
1,247.8 |
|
R3 |
1,350.3 |
1,312.5 |
1,231.4 |
|
R2 |
1,290.7 |
1,290.7 |
1,225.9 |
|
R1 |
1,252.9 |
1,252.9 |
1,220.5 |
1,242.0 |
PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,225.7 |
S1 |
1,193.3 |
1,193.3 |
1,209.5 |
1,182.4 |
S2 |
1,171.5 |
1,171.5 |
1,204.1 |
|
S3 |
1,111.9 |
1,133.7 |
1,198.6 |
|
S4 |
1,052.3 |
1,074.1 |
1,182.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.0 |
1,182.6 |
86.4 |
7.1% |
38.0 |
3.1% |
38% |
False |
False |
18,778 |
10 |
1,303.5 |
1,182.6 |
120.9 |
10.0% |
36.8 |
3.0% |
27% |
False |
False |
14,396 |
20 |
1,420.3 |
1,182.6 |
237.7 |
19.6% |
31.7 |
2.6% |
14% |
False |
False |
8,822 |
40 |
1,477.5 |
1,182.6 |
294.9 |
24.3% |
31.6 |
2.6% |
11% |
False |
False |
7,881 |
60 |
1,570.5 |
1,182.6 |
387.9 |
31.9% |
34.4 |
2.8% |
8% |
False |
False |
6,662 |
80 |
1,621.8 |
1,182.6 |
439.2 |
36.1% |
30.0 |
2.5% |
7% |
False |
False |
5,637 |
100 |
1,660.8 |
1,182.6 |
478.2 |
39.4% |
27.9 |
2.3% |
7% |
False |
False |
4,986 |
120 |
1,705.5 |
1,182.6 |
522.9 |
43.0% |
25.7 |
2.1% |
6% |
False |
False |
4,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.6 |
2.618 |
1,386.0 |
1.618 |
1,337.2 |
1.000 |
1,307.0 |
0.618 |
1,288.4 |
HIGH |
1,258.2 |
0.618 |
1,239.6 |
0.500 |
1,233.8 |
0.382 |
1,228.0 |
LOW |
1,209.4 |
0.618 |
1,179.2 |
1.000 |
1,160.6 |
1.618 |
1,130.4 |
2.618 |
1,081.6 |
4.250 |
1,002.0 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,233.8 |
1,239.2 |
PP |
1,227.5 |
1,231.1 |
S1 |
1,221.3 |
1,223.1 |
|