Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,640.25 |
1,653.25 |
13.00 |
0.8% |
1,594.25 |
High |
1,652.00 |
1,665.00 |
13.00 |
0.8% |
1,623.00 |
Low |
1,634.75 |
1,651.50 |
16.75 |
1.0% |
1,586.50 |
Close |
1,642.00 |
1,663.50 |
21.50 |
1.3% |
1,621.00 |
Range |
17.25 |
13.50 |
-3.75 |
-21.7% |
36.50 |
ATR |
21.35 |
21.47 |
0.12 |
0.6% |
0.00 |
Volume |
2,226 |
4,426 |
2,200 |
98.8% |
13,832 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.50 |
1,695.50 |
1,671.00 |
|
R3 |
1,687.00 |
1,682.00 |
1,667.25 |
|
R2 |
1,673.50 |
1,673.50 |
1,666.00 |
|
R1 |
1,668.50 |
1,668.50 |
1,664.75 |
1,671.00 |
PP |
1,660.00 |
1,660.00 |
1,660.00 |
1,661.25 |
S1 |
1,655.00 |
1,655.00 |
1,662.25 |
1,657.50 |
S2 |
1,646.50 |
1,646.50 |
1,661.00 |
|
S3 |
1,633.00 |
1,641.50 |
1,659.75 |
|
S4 |
1,619.50 |
1,628.00 |
1,656.00 |
|
|
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 |
1,665.00 |
1,602.75 |
62.25 |
3.7% |
15.50 |
0.9% |
98% |
True |
False |
3,064 |
10 |
1,665.00 |
1,586.50 |
78.50 |
4.7% |
18.00 |
1.1% |
98% |
True |
False |
3,693 |
20 |
1,665.00 |
1,547.25 |
117.75 |
7.1% |
23.25 |
1.4% |
99% |
True |
False |
3,568 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.4% |
21.50 |
1.3% |
94% |
False |
False |
1,993 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.1% |
18.50 |
1.1% |
95% |
False |
False |
1,358 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.1% |
17.25 |
1.0% |
95% |
False |
False |
1,056 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.3% |
16.25 |
1.0% |
96% |
False |
False |
878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,722.50 |
2.618 |
1,700.25 |
1.618 |
1,686.75 |
1.000 |
1,678.50 |
0.618 |
1,673.25 |
HIGH |
1,665.00 |
0.618 |
1,659.75 |
0.500 |
1,658.25 |
0.382 |
1,656.75 |
LOW |
1,651.50 |
0.618 |
1,643.25 |
1.000 |
1,638.00 |
1.618 |
1,629.75 |
2.618 |
1,616.25 |
4.250 |
1,594.00 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,661.75 |
1,658.00 |
PP |
1,660.00 |
1,652.50 |
S1 |
1,658.25 |
1,647.00 |
|