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 |
1,288.3 |
1,286.3 |
-2.0 |
-0.2% |
1,221.6 |
High |
1,296.5 |
1,287.1 |
-9.4 |
-0.7% |
1,296.5 |
Low |
1,280.3 |
1,271.7 |
-8.6 |
-0.7% |
1,221.2 |
Close |
1,283.1 |
1,280.7 |
-2.4 |
-0.2% |
1,280.7 |
Range |
16.2 |
15.4 |
-0.8 |
-4.9% |
75.3 |
ATR |
28.3 |
27.3 |
-0.9 |
-3.3% |
0.0 |
Volume |
2,005 |
2,499 |
494 |
24.6% |
9,869 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.0 |
1,318.8 |
1,289.2 |
|
R3 |
1,310.6 |
1,303.4 |
1,284.9 |
|
R2 |
1,295.2 |
1,295.2 |
1,283.5 |
|
R1 |
1,288.0 |
1,288.0 |
1,282.1 |
1,283.9 |
PP |
1,279.8 |
1,279.8 |
1,279.8 |
1,277.8 |
S1 |
1,272.6 |
1,272.6 |
1,279.3 |
1,268.5 |
S2 |
1,264.4 |
1,264.4 |
1,277.9 |
|
S3 |
1,249.0 |
1,257.2 |
1,276.5 |
|
S4 |
1,233.6 |
1,241.8 |
1,272.2 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.0 |
1,461.7 |
1,322.1 |
|
R3 |
1,416.7 |
1,386.4 |
1,301.4 |
|
R2 |
1,341.4 |
1,341.4 |
1,294.5 |
|
R1 |
1,311.1 |
1,311.1 |
1,287.6 |
1,326.3 |
PP |
1,266.1 |
1,266.1 |
1,266.1 |
1,273.7 |
S1 |
1,235.8 |
1,235.8 |
1,273.8 |
1,251.0 |
S2 |
1,190.8 |
1,190.8 |
1,266.9 |
|
S3 |
1,115.5 |
1,160.5 |
1,260.0 |
|
S4 |
1,040.2 |
1,085.2 |
1,239.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.5 |
1,221.2 |
75.3 |
5.9% |
16.4 |
1.3% |
79% |
False |
False |
1,973 |
10 |
1,296.5 |
1,187.9 |
108.6 |
8.5% |
22.5 |
1.8% |
85% |
False |
False |
1,892 |
20 |
1,392.2 |
1,187.9 |
204.3 |
16.0% |
25.0 |
1.9% |
45% |
False |
False |
1,456 |
40 |
1,423.0 |
1,187.9 |
235.1 |
18.4% |
23.7 |
1.8% |
39% |
False |
False |
944 |
60 |
1,482.1 |
1,187.9 |
294.2 |
23.0% |
21.2 |
1.7% |
32% |
False |
False |
1,003 |
80 |
1,622.3 |
1,187.9 |
434.4 |
33.9% |
21.6 |
1.7% |
21% |
False |
False |
874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.6 |
2.618 |
1,327.4 |
1.618 |
1,312.0 |
1.000 |
1,302.5 |
0.618 |
1,296.6 |
HIGH |
1,287.1 |
0.618 |
1,281.2 |
0.500 |
1,279.4 |
0.382 |
1,277.6 |
LOW |
1,271.7 |
0.618 |
1,262.2 |
1.000 |
1,256.3 |
1.618 |
1,246.8 |
2.618 |
1,231.4 |
4.250 |
1,206.3 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,280.3 |
1,278.3 |
PP |
1,279.8 |
1,275.8 |
S1 |
1,279.4 |
1,273.4 |
|