Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,282.4 |
1,296.2 |
13.8 |
1.1% |
1,283.9 |
High |
1,297.1 |
1,339.1 |
42.0 |
3.2% |
1,299.7 |
Low |
1,281.4 |
1,295.4 |
14.0 |
1.1% |
1,269.3 |
Close |
1,292.9 |
1,336.0 |
43.1 |
3.3% |
1,292.9 |
Range |
15.7 |
43.7 |
28.0 |
178.3% |
30.4 |
ATR |
29.1 |
30.3 |
1.2 |
4.2% |
0.0 |
Volume |
134,153 |
191,735 |
57,582 |
42.9% |
725,805 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.6 |
1,439.0 |
1,360.0 |
|
R3 |
1,410.9 |
1,395.3 |
1,348.0 |
|
R2 |
1,367.2 |
1,367.2 |
1,344.0 |
|
R1 |
1,351.6 |
1,351.6 |
1,340.0 |
1,359.4 |
PP |
1,323.5 |
1,323.5 |
1,323.5 |
1,327.4 |
S1 |
1,307.9 |
1,307.9 |
1,332.0 |
1,315.7 |
S2 |
1,279.8 |
1,279.8 |
1,328.0 |
|
S3 |
1,236.1 |
1,264.2 |
1,324.0 |
|
S4 |
1,192.4 |
1,220.5 |
1,312.0 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.5 |
1,366.1 |
1,309.6 |
|
R3 |
1,348.1 |
1,335.7 |
1,301.3 |
|
R2 |
1,317.7 |
1,317.7 |
1,298.5 |
|
R1 |
1,305.3 |
1,305.3 |
1,295.7 |
1,311.5 |
PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,290.4 |
S1 |
1,274.9 |
1,274.9 |
1,290.1 |
1,281.1 |
S2 |
1,256.9 |
1,256.9 |
1,287.3 |
|
S3 |
1,226.5 |
1,244.5 |
1,284.5 |
|
S4 |
1,196.1 |
1,214.1 |
1,276.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.1 |
1,269.3 |
69.8 |
5.2% |
24.7 |
1.8% |
96% |
True |
False |
160,171 |
10 |
1,339.1 |
1,232.0 |
107.1 |
8.0% |
25.1 |
1.9% |
97% |
True |
False |
161,791 |
20 |
1,339.1 |
1,179.4 |
159.7 |
12.0% |
30.9 |
2.3% |
98% |
True |
False |
186,171 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.3% |
28.4 |
2.1% |
64% |
False |
False |
166,596 |
60 |
1,488.5 |
1,179.4 |
309.1 |
23.1% |
29.9 |
2.2% |
51% |
False |
False |
117,083 |
80 |
1,608.6 |
1,179.4 |
429.2 |
32.1% |
32.1 |
2.4% |
36% |
False |
False |
89,484 |
100 |
1,619.3 |
1,179.4 |
439.9 |
32.9% |
28.6 |
2.1% |
36% |
False |
False |
72,487 |
120 |
1,687.6 |
1,179.4 |
508.2 |
38.0% |
27.2 |
2.0% |
31% |
False |
False |
60,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.8 |
2.618 |
1,453.5 |
1.618 |
1,409.8 |
1.000 |
1,382.8 |
0.618 |
1,366.1 |
HIGH |
1,339.1 |
0.618 |
1,322.4 |
0.500 |
1,317.3 |
0.382 |
1,312.1 |
LOW |
1,295.4 |
0.618 |
1,268.4 |
1.000 |
1,251.7 |
1.618 |
1,224.7 |
2.618 |
1,181.0 |
4.250 |
1,109.7 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,329.8 |
1,326.1 |
PP |
1,323.5 |
1,316.1 |
S1 |
1,317.3 |
1,306.2 |
|