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 |
1,622.25 |
1,630.25 |
8.00 |
0.5% |
1,594.25 |
High |
1,633.25 |
1,642.00 |
8.75 |
0.5% |
1,623.00 |
Low |
1,620.00 |
1,629.25 |
9.25 |
0.6% |
1,586.50 |
Close |
1,629.00 |
1,639.00 |
10.00 |
0.6% |
1,621.00 |
Range |
13.25 |
12.75 |
-0.50 |
-3.8% |
36.50 |
ATR |
22.34 |
21.67 |
-0.67 |
-3.0% |
0.00 |
Volume |
4,361 |
2,005 |
-2,356 |
-54.0% |
13,832 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.00 |
1,669.75 |
1,646.00 |
|
R3 |
1,662.25 |
1,657.00 |
1,642.50 |
|
R2 |
1,649.50 |
1,649.50 |
1,641.25 |
|
R1 |
1,644.25 |
1,644.25 |
1,640.25 |
1,647.00 |
PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,638.00 |
S1 |
1,631.50 |
1,631.50 |
1,637.75 |
1,634.00 |
S2 |
1,624.00 |
1,624.00 |
1,636.75 |
|
S3 |
1,611.25 |
1,618.75 |
1,635.50 |
|
S4 |
1,598.50 |
1,606.00 |
1,632.00 |
|
|
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 |
1,642.00 |
1,588.25 |
53.75 |
3.3% |
16.50 |
1.0% |
94% |
True |
False |
3,328 |
10 |
1,642.00 |
1,549.75 |
92.25 |
5.6% |
20.75 |
1.3% |
97% |
True |
False |
4,429 |
20 |
1,642.25 |
1,547.25 |
95.00 |
5.8% |
24.00 |
1.5% |
97% |
False |
False |
3,306 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.5% |
21.25 |
1.3% |
74% |
False |
False |
1,835 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.2% |
19.00 |
1.2% |
79% |
False |
False |
1,249 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.2% |
17.25 |
1.0% |
79% |
False |
False |
976 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.5% |
15.75 |
1.0% |
84% |
False |
False |
811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,696.25 |
2.618 |
1,675.50 |
1.618 |
1,662.75 |
1.000 |
1,654.75 |
0.618 |
1,650.00 |
HIGH |
1,642.00 |
0.618 |
1,637.25 |
0.500 |
1,635.50 |
0.382 |
1,634.00 |
LOW |
1,629.25 |
0.618 |
1,621.25 |
1.000 |
1,616.50 |
1.618 |
1,608.50 |
2.618 |
1,595.75 |
4.250 |
1,575.00 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,638.00 |
1,633.50 |
PP |
1,636.75 |
1,628.00 |
S1 |
1,635.50 |
1,622.50 |
|