Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,960.0 |
4,965.0 |
5.0 |
0.1% |
4,955.0 |
High |
4,980.0 |
4,976.0 |
-4.0 |
-0.1% |
4,980.0 |
Low |
4,944.0 |
4,919.0 |
-25.0 |
-0.5% |
4,919.0 |
Close |
4,952.0 |
4,942.0 |
-10.0 |
-0.2% |
4,942.0 |
Range |
36.0 |
57.0 |
21.0 |
58.3% |
61.0 |
ATR |
62.4 |
62.0 |
-0.4 |
-0.6% |
0.0 |
Volume |
17,192 |
18,605 |
1,413 |
8.2% |
84,811 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,116.7 |
5,086.3 |
4,973.4 |
|
R3 |
5,059.7 |
5,029.3 |
4,957.7 |
|
R2 |
5,002.7 |
5,002.7 |
4,952.5 |
|
R1 |
4,972.3 |
4,972.3 |
4,947.2 |
4,959.0 |
PP |
4,945.7 |
4,945.7 |
4,945.7 |
4,939.0 |
S1 |
4,915.3 |
4,915.3 |
4,936.8 |
4,902.0 |
S2 |
4,888.7 |
4,888.7 |
4,931.6 |
|
S3 |
4,831.7 |
4,858.3 |
4,926.3 |
|
S4 |
4,774.7 |
4,801.3 |
4,910.7 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,130.0 |
5,097.0 |
4,975.6 |
|
R3 |
5,069.0 |
5,036.0 |
4,958.8 |
|
R2 |
5,008.0 |
5,008.0 |
4,953.2 |
|
R1 |
4,975.0 |
4,975.0 |
4,947.6 |
4,961.0 |
PP |
4,947.0 |
4,947.0 |
4,947.0 |
4,940.0 |
S1 |
4,914.0 |
4,914.0 |
4,936.4 |
4,900.0 |
S2 |
4,886.0 |
4,886.0 |
4,930.8 |
|
S3 |
4,825.0 |
4,853.0 |
4,925.2 |
|
S4 |
4,764.0 |
4,792.0 |
4,908.5 |
|
|
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 |
4,919.0 |
61.0 |
1.2% |
37.8 |
0.8% |
38% |
False |
True |
16,962 |
10 |
4,980.0 |
4,745.0 |
235.0 |
4.8% |
47.4 |
1.0% |
84% |
False |
False |
19,442 |
20 |
4,980.0 |
4,598.0 |
382.0 |
7.7% |
57.4 |
1.2% |
90% |
False |
False |
24,236 |
40 |
5,057.0 |
4,598.0 |
459.0 |
9.3% |
54.1 |
1.1% |
75% |
False |
False |
22,163 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
40.8 |
0.8% |
58% |
False |
False |
14,808 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
33.6 |
0.7% |
58% |
False |
False |
11,112 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
27.8 |
0.6% |
58% |
False |
False |
8,897 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
23.4 |
0.5% |
58% |
False |
False |
7,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.3 |
2.618 |
5,125.2 |
1.618 |
5,068.2 |
1.000 |
5,033.0 |
0.618 |
5,011.2 |
HIGH |
4,976.0 |
0.618 |
4,954.2 |
0.500 |
4,947.5 |
0.382 |
4,940.8 |
LOW |
4,919.0 |
0.618 |
4,883.8 |
1.000 |
4,862.0 |
1.618 |
4,826.8 |
2.618 |
4,769.8 |
4.250 |
4,676.8 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,947.5 |
4,949.5 |
PP |
4,945.7 |
4,947.0 |
S1 |
4,943.8 |
4,944.5 |
|