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 |
8,211.5 |
8,238.5 |
27.0 |
0.3% |
7,869.5 |
High |
8,272.0 |
8,341.0 |
69.0 |
0.8% |
8,245.0 |
Low |
8,140.0 |
8,220.0 |
80.0 |
1.0% |
7,846.5 |
Close |
8,251.5 |
8,325.0 |
73.5 |
0.9% |
8,206.5 |
Range |
132.0 |
121.0 |
-11.0 |
-8.3% |
398.5 |
ATR |
137.9 |
136.7 |
-1.2 |
-0.9% |
0.0 |
Volume |
90,438 |
84,021 |
-6,417 |
-7.1% |
421,219 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,658.3 |
8,612.7 |
8,391.6 |
|
R3 |
8,537.3 |
8,491.7 |
8,358.3 |
|
R2 |
8,416.3 |
8,416.3 |
8,347.2 |
|
R1 |
8,370.7 |
8,370.7 |
8,336.1 |
8,393.5 |
PP |
8,295.3 |
8,295.3 |
8,295.3 |
8,306.8 |
S1 |
8,249.7 |
8,249.7 |
8,313.9 |
8,272.5 |
S2 |
8,174.3 |
8,174.3 |
8,302.8 |
|
S3 |
8,053.3 |
8,128.7 |
8,291.7 |
|
S4 |
7,932.3 |
8,007.7 |
8,258.5 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,294.8 |
9,149.2 |
8,425.7 |
|
R3 |
8,896.3 |
8,750.7 |
8,316.1 |
|
R2 |
8,497.8 |
8,497.8 |
8,279.6 |
|
R1 |
8,352.2 |
8,352.2 |
8,243.0 |
8,425.0 |
PP |
8,099.3 |
8,099.3 |
8,099.3 |
8,135.8 |
S1 |
7,953.7 |
7,953.7 |
8,170.0 |
8,026.5 |
S2 |
7,700.8 |
7,700.8 |
8,133.4 |
|
S3 |
7,302.3 |
7,555.2 |
8,096.9 |
|
S4 |
6,903.8 |
7,156.7 |
7,987.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,341.0 |
8,140.0 |
201.0 |
2.4% |
93.1 |
1.1% |
92% |
True |
False |
82,278 |
10 |
8,341.0 |
7,806.0 |
535.0 |
6.4% |
113.5 |
1.4% |
97% |
True |
False |
87,184 |
20 |
8,341.0 |
7,660.0 |
681.0 |
8.2% |
134.7 |
1.6% |
98% |
True |
False |
105,565 |
40 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
134.7 |
1.6% |
76% |
False |
False |
60,825 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
120.0 |
1.4% |
73% |
False |
False |
40,697 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
121.3 |
1.5% |
79% |
False |
False |
30,588 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
115.4 |
1.4% |
79% |
False |
False |
24,819 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
109.7 |
1.3% |
79% |
False |
False |
20,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,855.3 |
2.618 |
8,657.8 |
1.618 |
8,536.8 |
1.000 |
8,462.0 |
0.618 |
8,415.8 |
HIGH |
8,341.0 |
0.618 |
8,294.8 |
0.500 |
8,280.5 |
0.382 |
8,266.2 |
LOW |
8,220.0 |
0.618 |
8,145.2 |
1.000 |
8,099.0 |
1.618 |
8,024.2 |
2.618 |
7,903.2 |
4.250 |
7,705.8 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,310.2 |
8,296.8 |
PP |
8,295.3 |
8,268.7 |
S1 |
8,280.5 |
8,240.5 |
|