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 |
4,960.0 |
4,955.0 |
-5.0 |
-0.1% |
4,795.0 |
High |
4,977.0 |
4,960.0 |
-17.0 |
-0.3% |
4,977.0 |
Low |
4,929.0 |
4,922.0 |
-7.0 |
-0.1% |
4,745.0 |
Close |
4,936.0 |
4,944.0 |
8.0 |
0.2% |
4,936.0 |
Range |
48.0 |
38.0 |
-10.0 |
-20.8% |
232.0 |
ATR |
72.2 |
69.7 |
-2.4 |
-3.4% |
0.0 |
Volume |
19,367 |
17,256 |
-2,111 |
-10.9% |
109,618 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,056.0 |
5,038.0 |
4,964.9 |
|
R3 |
5,018.0 |
5,000.0 |
4,954.5 |
|
R2 |
4,980.0 |
4,980.0 |
4,951.0 |
|
R1 |
4,962.0 |
4,962.0 |
4,947.5 |
4,952.0 |
PP |
4,942.0 |
4,942.0 |
4,942.0 |
4,937.0 |
S1 |
4,924.0 |
4,924.0 |
4,940.5 |
4,914.0 |
S2 |
4,904.0 |
4,904.0 |
4,937.0 |
|
S3 |
4,866.0 |
4,886.0 |
4,933.6 |
|
S4 |
4,828.0 |
4,848.0 |
4,923.1 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,582.0 |
5,491.0 |
5,063.6 |
|
R3 |
5,350.0 |
5,259.0 |
4,999.8 |
|
R2 |
5,118.0 |
5,118.0 |
4,978.5 |
|
R1 |
5,027.0 |
5,027.0 |
4,957.3 |
5,072.5 |
PP |
4,886.0 |
4,886.0 |
4,886.0 |
4,908.8 |
S1 |
4,795.0 |
4,795.0 |
4,914.7 |
4,840.5 |
S2 |
4,654.0 |
4,654.0 |
4,893.5 |
|
S3 |
4,422.0 |
4,563.0 |
4,872.2 |
|
S4 |
4,190.0 |
4,331.0 |
4,808.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,977.0 |
4,807.0 |
170.0 |
3.4% |
50.2 |
1.0% |
81% |
False |
False |
21,377 |
10 |
4,977.0 |
4,679.0 |
298.0 |
6.0% |
58.7 |
1.2% |
89% |
False |
False |
22,618 |
20 |
4,977.0 |
4,598.0 |
379.0 |
7.7% |
66.1 |
1.3% |
91% |
False |
False |
35,554 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
54.4 |
1.1% |
58% |
False |
False |
20,509 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.3 |
0.8% |
58% |
False |
False |
13,683 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
32.2 |
0.7% |
58% |
False |
False |
10,271 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
26.4 |
0.5% |
58% |
False |
False |
8,228 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
22.1 |
0.4% |
58% |
False |
False |
6,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,121.5 |
2.618 |
5,059.5 |
1.618 |
5,021.5 |
1.000 |
4,998.0 |
0.618 |
4,983.5 |
HIGH |
4,960.0 |
0.618 |
4,945.5 |
0.500 |
4,941.0 |
0.382 |
4,936.5 |
LOW |
4,922.0 |
0.618 |
4,898.5 |
1.000 |
4,884.0 |
1.618 |
4,860.5 |
2.618 |
4,822.5 |
4.250 |
4,760.5 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,943.0 |
4,940.8 |
PP |
4,942.0 |
4,937.7 |
S1 |
4,941.0 |
4,934.5 |
|