Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,258.2 |
1,223.9 |
-34.3 |
-2.7% |
1,236.4 |
High |
1,258.2 |
1,239.3 |
-18.9 |
-1.5% |
1,269.0 |
Low |
1,209.4 |
1,218.5 |
9.1 |
0.8% |
1,209.4 |
Close |
1,215.0 |
1,237.2 |
22.2 |
1.8% |
1,215.0 |
Range |
48.8 |
20.8 |
-28.0 |
-57.4% |
59.6 |
ATR |
34.4 |
33.7 |
-0.7 |
-2.1% |
0.0 |
Volume |
20,524 |
17,455 |
-3,069 |
-15.0% |
73,959 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.1 |
1,286.4 |
1,248.6 |
|
R3 |
1,273.3 |
1,265.6 |
1,242.9 |
|
R2 |
1,252.5 |
1,252.5 |
1,241.0 |
|
R1 |
1,244.8 |
1,244.8 |
1,239.1 |
1,248.7 |
PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,233.6 |
S1 |
1,224.0 |
1,224.0 |
1,235.3 |
1,227.9 |
S2 |
1,210.9 |
1,210.9 |
1,233.4 |
|
S3 |
1,190.1 |
1,203.2 |
1,231.5 |
|
S4 |
1,169.3 |
1,182.4 |
1,225.8 |
|
|
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 |
1,209.4 |
59.6 |
4.8% |
31.3 |
2.5% |
47% |
False |
False |
18,282 |
10 |
1,302.8 |
1,182.6 |
120.2 |
9.7% |
35.7 |
2.9% |
45% |
False |
False |
15,075 |
20 |
1,396.5 |
1,182.6 |
213.9 |
17.3% |
30.7 |
2.5% |
26% |
False |
False |
9,537 |
40 |
1,463.6 |
1,182.6 |
281.0 |
22.7% |
31.6 |
2.6% |
19% |
False |
False |
8,132 |
60 |
1,565.6 |
1,182.6 |
383.0 |
31.0% |
34.5 |
2.8% |
14% |
False |
False |
6,895 |
80 |
1,621.8 |
1,182.6 |
439.2 |
35.5% |
30.1 |
2.4% |
12% |
False |
False |
5,814 |
100 |
1,660.8 |
1,182.6 |
478.2 |
38.7% |
28.0 |
2.3% |
11% |
False |
False |
5,096 |
120 |
1,705.5 |
1,182.6 |
522.9 |
42.3% |
25.7 |
2.1% |
10% |
False |
False |
4,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.7 |
2.618 |
1,293.8 |
1.618 |
1,273.0 |
1.000 |
1,260.1 |
0.618 |
1,252.2 |
HIGH |
1,239.3 |
0.618 |
1,231.4 |
0.500 |
1,228.9 |
0.382 |
1,226.4 |
LOW |
1,218.5 |
0.618 |
1,205.6 |
1.000 |
1,197.7 |
1.618 |
1,184.8 |
2.618 |
1,164.0 |
4.250 |
1,130.1 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.4 |
1,236.6 |
PP |
1,231.7 |
1,236.0 |
S1 |
1,228.9 |
1,235.5 |
|