Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,284.9 |
1,283.9 |
-1.0 |
-0.1% |
1,221.1 |
High |
1,287.4 |
1,293.6 |
6.2 |
0.5% |
1,297.2 |
Low |
1,266.4 |
1,272.5 |
6.1 |
0.5% |
1,214.4 |
Close |
1,277.6 |
1,283.5 |
5.9 |
0.5% |
1,277.6 |
Range |
21.0 |
21.1 |
0.1 |
0.5% |
82.8 |
ATR |
33.2 |
32.3 |
-0.9 |
-2.6% |
0.0 |
Volume |
136,396 |
116,682 |
-19,714 |
-14.5% |
840,944 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.5 |
1,336.1 |
1,295.1 |
|
R3 |
1,325.4 |
1,315.0 |
1,289.3 |
|
R2 |
1,304.3 |
1,304.3 |
1,287.4 |
|
R1 |
1,293.9 |
1,293.9 |
1,285.4 |
1,288.6 |
PP |
1,283.2 |
1,283.2 |
1,283.2 |
1,280.5 |
S1 |
1,272.8 |
1,272.8 |
1,281.6 |
1,267.5 |
S2 |
1,262.1 |
1,262.1 |
1,279.6 |
|
S3 |
1,241.0 |
1,251.7 |
1,277.7 |
|
S4 |
1,219.9 |
1,230.6 |
1,271.9 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.5 |
1,477.3 |
1,323.1 |
|
R3 |
1,428.7 |
1,394.5 |
1,300.4 |
|
R2 |
1,345.9 |
1,345.9 |
1,292.8 |
|
R1 |
1,311.7 |
1,311.7 |
1,285.2 |
1,328.8 |
PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,271.6 |
S1 |
1,228.9 |
1,228.9 |
1,270.0 |
1,246.0 |
S2 |
1,180.3 |
1,180.3 |
1,262.4 |
|
S3 |
1,097.5 |
1,146.1 |
1,254.8 |
|
S4 |
1,014.7 |
1,063.3 |
1,232.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.2 |
1,232.0 |
65.2 |
5.1% |
25.5 |
2.0% |
79% |
False |
False |
163,412 |
10 |
1,297.2 |
1,206.9 |
90.3 |
7.0% |
29.0 |
2.3% |
85% |
False |
False |
171,130 |
20 |
1,391.4 |
1,179.4 |
212.0 |
16.5% |
33.3 |
2.6% |
49% |
False |
False |
191,260 |
40 |
1,423.3 |
1,179.4 |
243.9 |
19.0% |
31.3 |
2.4% |
43% |
False |
False |
150,183 |
60 |
1,488.5 |
1,179.4 |
309.1 |
24.1% |
30.5 |
2.4% |
34% |
False |
False |
104,265 |
80 |
1,619.3 |
1,179.4 |
439.9 |
34.3% |
31.5 |
2.5% |
24% |
False |
False |
79,862 |
100 |
1,622.0 |
1,179.4 |
442.6 |
34.5% |
28.5 |
2.2% |
24% |
False |
False |
64,588 |
120 |
1,698.6 |
1,179.4 |
519.2 |
40.5% |
26.6 |
2.1% |
20% |
False |
False |
54,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.3 |
2.618 |
1,348.8 |
1.618 |
1,327.7 |
1.000 |
1,314.7 |
0.618 |
1,306.6 |
HIGH |
1,293.6 |
0.618 |
1,285.5 |
0.500 |
1,283.1 |
0.382 |
1,280.6 |
LOW |
1,272.5 |
0.618 |
1,259.5 |
1.000 |
1,251.4 |
1.618 |
1,238.4 |
2.618 |
1,217.3 |
4.250 |
1,182.8 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,283.4 |
1,282.2 |
PP |
1,283.2 |
1,280.9 |
S1 |
1,283.1 |
1,279.7 |
|