Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,223.9 |
1,236.4 |
12.5 |
1.0% |
1,236.4 |
High |
1,239.3 |
1,260.7 |
21.4 |
1.7% |
1,269.0 |
Low |
1,218.5 |
1,236.3 |
17.8 |
1.5% |
1,209.4 |
Close |
1,237.2 |
1,248.2 |
11.0 |
0.9% |
1,215.0 |
Range |
20.8 |
24.4 |
3.6 |
17.3% |
59.6 |
ATR |
33.7 |
33.0 |
-0.7 |
-2.0% |
0.0 |
Volume |
17,455 |
23,524 |
6,069 |
34.8% |
73,959 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.6 |
1,309.3 |
1,261.6 |
|
R3 |
1,297.2 |
1,284.9 |
1,254.9 |
|
R2 |
1,272.8 |
1,272.8 |
1,252.7 |
|
R1 |
1,260.5 |
1,260.5 |
1,250.4 |
1,266.7 |
PP |
1,248.4 |
1,248.4 |
1,248.4 |
1,251.5 |
S1 |
1,236.1 |
1,236.1 |
1,246.0 |
1,242.3 |
S2 |
1,224.0 |
1,224.0 |
1,243.7 |
|
S3 |
1,199.6 |
1,211.7 |
1,241.5 |
|
S4 |
1,175.2 |
1,187.3 |
1,234.8 |
|
|
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% |
28.9 |
2.3% |
65% |
False |
False |
19,369 |
10 |
1,290.1 |
1,182.6 |
107.5 |
8.6% |
35.6 |
2.9% |
61% |
False |
False |
16,531 |
20 |
1,396.5 |
1,182.6 |
213.9 |
17.1% |
31.3 |
2.5% |
31% |
False |
False |
10,428 |
40 |
1,447.1 |
1,182.6 |
264.5 |
21.2% |
31.1 |
2.5% |
25% |
False |
False |
8,378 |
60 |
1,497.4 |
1,182.6 |
314.8 |
25.2% |
33.5 |
2.7% |
21% |
False |
False |
7,256 |
80 |
1,621.8 |
1,182.6 |
439.2 |
35.2% |
30.2 |
2.4% |
15% |
False |
False |
6,100 |
100 |
1,654.9 |
1,182.6 |
472.3 |
37.8% |
28.1 |
2.3% |
14% |
False |
False |
5,298 |
120 |
1,705.5 |
1,182.6 |
522.9 |
41.9% |
25.8 |
2.1% |
13% |
False |
False |
4,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.4 |
2.618 |
1,324.6 |
1.618 |
1,300.2 |
1.000 |
1,285.1 |
0.618 |
1,275.8 |
HIGH |
1,260.7 |
0.618 |
1,251.4 |
0.500 |
1,248.5 |
0.382 |
1,245.6 |
LOW |
1,236.3 |
0.618 |
1,221.2 |
1.000 |
1,211.9 |
1.618 |
1,196.8 |
2.618 |
1,172.4 |
4.250 |
1,132.6 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,248.5 |
1,243.8 |
PP |
1,248.4 |
1,239.4 |
S1 |
1,248.3 |
1,235.1 |
|