Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,653.25 |
1,663.50 |
10.25 |
0.6% |
1,622.25 |
High |
1,665.00 |
1,667.25 |
2.25 |
0.1% |
1,667.25 |
Low |
1,651.50 |
1,660.25 |
8.75 |
0.5% |
1,620.00 |
Close |
1,663.50 |
1,664.00 |
0.50 |
0.0% |
1,664.00 |
Range |
13.50 |
7.00 |
-6.50 |
-48.1% |
47.25 |
ATR |
21.47 |
20.44 |
-1.03 |
-4.8% |
0.00 |
Volume |
4,426 |
2,041 |
-2,385 |
-53.9% |
15,059 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.75 |
1,681.50 |
1,667.75 |
|
R3 |
1,677.75 |
1,674.50 |
1,666.00 |
|
R2 |
1,670.75 |
1,670.75 |
1,665.25 |
|
R1 |
1,667.50 |
1,667.50 |
1,664.75 |
1,669.00 |
PP |
1,663.75 |
1,663.75 |
1,663.75 |
1,664.75 |
S1 |
1,660.50 |
1,660.50 |
1,663.25 |
1,662.00 |
S2 |
1,656.75 |
1,656.75 |
1,662.75 |
|
S3 |
1,649.75 |
1,653.50 |
1,662.00 |
|
S4 |
1,642.75 |
1,646.50 |
1,660.25 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.25 |
1,775.25 |
1,690.00 |
|
R3 |
1,745.00 |
1,728.00 |
1,677.00 |
|
R2 |
1,697.75 |
1,697.75 |
1,672.75 |
|
R1 |
1,680.75 |
1,680.75 |
1,668.25 |
1,689.25 |
PP |
1,650.50 |
1,650.50 |
1,650.50 |
1,654.50 |
S1 |
1,633.50 |
1,633.50 |
1,659.75 |
1,642.00 |
S2 |
1,603.25 |
1,603.25 |
1,655.25 |
|
S3 |
1,556.00 |
1,586.25 |
1,651.00 |
|
S4 |
1,508.75 |
1,539.00 |
1,638.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,667.25 |
1,620.00 |
47.25 |
2.8% |
12.75 |
0.8% |
93% |
True |
False |
3,011 |
10 |
1,667.25 |
1,586.50 |
80.75 |
4.9% |
16.75 |
1.0% |
96% |
True |
False |
3,573 |
20 |
1,667.25 |
1,547.25 |
120.00 |
7.2% |
21.50 |
1.3% |
97% |
True |
False |
3,646 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.4% |
21.25 |
1.3% |
95% |
False |
False |
2,040 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.1% |
18.25 |
1.1% |
96% |
False |
False |
1,391 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.1% |
17.25 |
1.0% |
96% |
False |
False |
1,078 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.3% |
16.25 |
1.0% |
97% |
False |
False |
898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.00 |
2.618 |
1,685.50 |
1.618 |
1,678.50 |
1.000 |
1,674.25 |
0.618 |
1,671.50 |
HIGH |
1,667.25 |
0.618 |
1,664.50 |
0.500 |
1,663.75 |
0.382 |
1,663.00 |
LOW |
1,660.25 |
0.618 |
1,656.00 |
1.000 |
1,653.25 |
1.618 |
1,649.00 |
2.618 |
1,642.00 |
4.250 |
1,630.50 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,664.00 |
1,659.75 |
PP |
1,663.75 |
1,655.25 |
S1 |
1,663.75 |
1,651.00 |
|