Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,630.25 |
1,640.25 |
10.00 |
0.6% |
1,594.25 |
High |
1,642.00 |
1,652.00 |
10.00 |
0.6% |
1,623.00 |
Low |
1,629.25 |
1,634.75 |
5.50 |
0.3% |
1,586.50 |
Close |
1,639.00 |
1,642.00 |
3.00 |
0.2% |
1,621.00 |
Range |
12.75 |
17.25 |
4.50 |
35.3% |
36.50 |
ATR |
21.67 |
21.35 |
-0.32 |
-1.5% |
0.00 |
Volume |
2,005 |
2,226 |
221 |
11.0% |
13,832 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.75 |
1,685.50 |
1,651.50 |
|
R3 |
1,677.50 |
1,668.25 |
1,646.75 |
|
R2 |
1,660.25 |
1,660.25 |
1,645.25 |
|
R1 |
1,651.00 |
1,651.00 |
1,643.50 |
1,655.50 |
PP |
1,643.00 |
1,643.00 |
1,643.00 |
1,645.25 |
S1 |
1,633.75 |
1,633.75 |
1,640.50 |
1,638.50 |
S2 |
1,625.75 |
1,625.75 |
1,638.75 |
|
S3 |
1,608.50 |
1,616.50 |
1,637.25 |
|
S4 |
1,591.25 |
1,599.25 |
1,632.50 |
|
|
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 |
1,652.00 |
1,588.25 |
63.75 |
3.9% |
16.25 |
1.0% |
84% |
True |
False |
3,213 |
10 |
1,652.00 |
1,567.25 |
84.75 |
5.2% |
19.50 |
1.2% |
88% |
True |
False |
3,999 |
20 |
1,652.00 |
1,547.25 |
104.75 |
6.4% |
24.00 |
1.5% |
90% |
True |
False |
3,394 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.5% |
21.50 |
1.3% |
77% |
False |
False |
1,890 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.2% |
18.75 |
1.1% |
81% |
False |
False |
1,285 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.2% |
17.25 |
1.1% |
81% |
False |
False |
1,002 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.5% |
16.00 |
1.0% |
86% |
False |
False |
834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.25 |
2.618 |
1,697.25 |
1.618 |
1,680.00 |
1.000 |
1,669.25 |
0.618 |
1,662.75 |
HIGH |
1,652.00 |
0.618 |
1,645.50 |
0.500 |
1,643.50 |
0.382 |
1,641.25 |
LOW |
1,634.75 |
0.618 |
1,624.00 |
1.000 |
1,617.50 |
1.618 |
1,606.75 |
2.618 |
1,589.50 |
4.250 |
1,561.50 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.50 |
1,640.00 |
PP |
1,643.00 |
1,638.00 |
S1 |
1,642.50 |
1,636.00 |
|