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 |
1,601.00 |
1,603.00 |
2.00 |
0.1% |
1,594.25 |
High |
1,606.50 |
1,623.00 |
16.50 |
1.0% |
1,623.00 |
Low |
1,588.25 |
1,602.75 |
14.50 |
0.9% |
1,586.50 |
Close |
1,602.75 |
1,621.00 |
18.25 |
1.1% |
1,621.00 |
Range |
18.25 |
20.25 |
2.00 |
11.0% |
36.50 |
ATR |
23.25 |
23.04 |
-0.21 |
-0.9% |
0.00 |
Volume |
5,172 |
2,304 |
-2,868 |
-55.5% |
13,832 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.25 |
1,669.00 |
1,632.25 |
|
R3 |
1,656.00 |
1,648.75 |
1,626.50 |
|
R2 |
1,635.75 |
1,635.75 |
1,624.75 |
|
R1 |
1,628.50 |
1,628.50 |
1,622.75 |
1,632.00 |
PP |
1,615.50 |
1,615.50 |
1,615.50 |
1,617.50 |
S1 |
1,608.25 |
1,608.25 |
1,619.25 |
1,612.00 |
S2 |
1,595.25 |
1,595.25 |
1,617.25 |
|
S3 |
1,575.00 |
1,588.00 |
1,615.50 |
|
S4 |
1,554.75 |
1,567.75 |
1,609.75 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,719.75 |
1,706.75 |
1,641.00 |
|
R3 |
1,683.25 |
1,670.25 |
1,631.00 |
|
R2 |
1,646.75 |
1,646.75 |
1,627.75 |
|
R1 |
1,633.75 |
1,633.75 |
1,624.25 |
1,640.25 |
PP |
1,610.25 |
1,610.25 |
1,610.25 |
1,613.50 |
S1 |
1,597.25 |
1,597.25 |
1,617.75 |
1,603.75 |
S2 |
1,573.75 |
1,573.75 |
1,614.25 |
|
S3 |
1,537.25 |
1,560.75 |
1,611.00 |
|
S4 |
1,500.75 |
1,524.25 |
1,601.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,623.00 |
1,586.50 |
36.50 |
2.3% |
20.75 |
1.3% |
95% |
True |
False |
4,136 |
10 |
1,623.00 |
1,547.25 |
75.75 |
4.7% |
24.00 |
1.5% |
97% |
True |
False |
5,029 |
20 |
1,642.25 |
1,547.25 |
95.00 |
5.9% |
24.50 |
1.5% |
78% |
False |
False |
2,999 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.6% |
21.00 |
1.3% |
60% |
False |
False |
1,678 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.3% |
18.75 |
1.2% |
67% |
False |
False |
1,160 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.3% |
17.00 |
1.0% |
67% |
False |
False |
920 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.6% |
15.75 |
1.0% |
76% |
False |
False |
748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.00 |
2.618 |
1,676.00 |
1.618 |
1,655.75 |
1.000 |
1,643.25 |
0.618 |
1,635.50 |
HIGH |
1,623.00 |
0.618 |
1,615.25 |
0.500 |
1,613.00 |
0.382 |
1,610.50 |
LOW |
1,602.75 |
0.618 |
1,590.25 |
1.000 |
1,582.50 |
1.618 |
1,570.00 |
2.618 |
1,549.75 |
4.250 |
1,516.75 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.25 |
1,616.00 |
PP |
1,615.50 |
1,610.75 |
S1 |
1,613.00 |
1,605.50 |
|