Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,950.0 |
4,960.0 |
10.0 |
0.2% |
4,795.0 |
High |
4,956.0 |
4,980.0 |
24.0 |
0.5% |
4,977.0 |
Low |
4,934.0 |
4,944.0 |
10.0 |
0.2% |
4,745.0 |
Close |
4,940.0 |
4,952.0 |
12.0 |
0.2% |
4,936.0 |
Range |
22.0 |
36.0 |
14.0 |
63.6% |
232.0 |
ATR |
64.1 |
62.4 |
-1.7 |
-2.7% |
0.0 |
Volume |
17,298 |
17,192 |
-106 |
-0.6% |
109,618 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.7 |
5,045.3 |
4,971.8 |
|
R3 |
5,030.7 |
5,009.3 |
4,961.9 |
|
R2 |
4,994.7 |
4,994.7 |
4,958.6 |
|
R1 |
4,973.3 |
4,973.3 |
4,955.3 |
4,966.0 |
PP |
4,958.7 |
4,958.7 |
4,958.7 |
4,955.0 |
S1 |
4,937.3 |
4,937.3 |
4,948.7 |
4,930.0 |
S2 |
4,922.7 |
4,922.7 |
4,945.4 |
|
S3 |
4,886.7 |
4,901.3 |
4,942.1 |
|
S4 |
4,850.7 |
4,865.3 |
4,932.2 |
|
|
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 |
4,980.0 |
4,922.0 |
58.0 |
1.2% |
36.0 |
0.7% |
52% |
True |
False |
17,114 |
10 |
4,980.0 |
4,745.0 |
235.0 |
4.7% |
45.4 |
0.9% |
88% |
True |
False |
19,144 |
20 |
4,980.0 |
4,598.0 |
382.0 |
7.7% |
59.4 |
1.2% |
93% |
True |
False |
24,889 |
40 |
5,111.0 |
4,598.0 |
513.0 |
10.4% |
54.6 |
1.1% |
69% |
False |
False |
21,724 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.9 |
0.8% |
60% |
False |
False |
14,498 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
33.3 |
0.7% |
60% |
False |
False |
10,880 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
27.3 |
0.6% |
60% |
False |
False |
8,716 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
22.9 |
0.5% |
60% |
False |
False |
7,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,133.0 |
2.618 |
5,074.2 |
1.618 |
5,038.2 |
1.000 |
5,016.0 |
0.618 |
5,002.2 |
HIGH |
4,980.0 |
0.618 |
4,966.2 |
0.500 |
4,962.0 |
0.382 |
4,957.8 |
LOW |
4,944.0 |
0.618 |
4,921.8 |
1.000 |
4,908.0 |
1.618 |
4,885.8 |
2.618 |
4,849.8 |
4.250 |
4,791.0 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,962.0 |
4,956.5 |
PP |
4,958.7 |
4,955.0 |
S1 |
4,955.3 |
4,953.5 |
|