Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,031.3 |
1,042.2 |
10.9 |
1.1% |
1,003.3 |
High |
1,042.7 |
1,043.3 |
0.6 |
0.1% |
1,036.9 |
Low |
1,031.3 |
1,034.0 |
2.7 |
0.3% |
1,002.6 |
Close |
1,042.1 |
1,037.4 |
-4.7 |
-0.5% |
1,032.4 |
Range |
11.4 |
9.3 |
-2.1 |
-18.4% |
34.3 |
ATR |
14.1 |
13.7 |
-0.3 |
-2.4% |
0.0 |
Volume |
73,309 |
75,640 |
2,331 |
3.2% |
458,069 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,066.3 |
1,061.0 |
1,042.5 |
|
R3 |
1,056.8 |
1,051.8 |
1,040.0 |
|
R2 |
1,047.5 |
1,047.5 |
1,039.0 |
|
R1 |
1,042.5 |
1,042.5 |
1,038.3 |
1,040.3 |
PP |
1,038.3 |
1,038.3 |
1,038.3 |
1,037.3 |
S1 |
1,033.3 |
1,033.3 |
1,036.5 |
1,031.0 |
S2 |
1,029.0 |
1,029.0 |
1,035.8 |
|
S3 |
1,019.8 |
1,023.8 |
1,034.8 |
|
S4 |
1,010.3 |
1,014.5 |
1,032.3 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.8 |
1,114.0 |
1,051.3 |
|
R3 |
1,092.5 |
1,079.8 |
1,041.8 |
|
R2 |
1,058.3 |
1,058.3 |
1,038.8 |
|
R1 |
1,045.3 |
1,045.3 |
1,035.5 |
1,051.8 |
PP |
1,024.0 |
1,024.0 |
1,024.0 |
1,027.3 |
S1 |
1,011.0 |
1,011.0 |
1,029.3 |
1,017.5 |
S2 |
989.8 |
989.8 |
1,026.0 |
|
S3 |
955.3 |
976.8 |
1,023.0 |
|
S4 |
921.0 |
942.5 |
1,013.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,043.3 |
1,012.8 |
30.5 |
2.9% |
9.8 |
0.9% |
81% |
True |
False |
84,829 |
10 |
1,043.3 |
977.8 |
65.5 |
6.3% |
11.0 |
1.1% |
91% |
True |
False |
89,969 |
20 |
1,043.3 |
938.0 |
105.3 |
10.2% |
15.0 |
1.4% |
94% |
True |
False |
123,829 |
40 |
1,043.3 |
938.0 |
105.3 |
10.2% |
14.3 |
1.4% |
94% |
True |
False |
74,154 |
60 |
1,043.3 |
915.8 |
127.5 |
12.3% |
10.0 |
1.0% |
95% |
True |
False |
49,462 |
80 |
1,043.3 |
893.4 |
149.9 |
14.4% |
7.8 |
0.7% |
96% |
True |
False |
37,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.8 |
2.618 |
1,067.8 |
1.618 |
1,058.3 |
1.000 |
1,052.5 |
0.618 |
1,049.0 |
HIGH |
1,043.3 |
0.618 |
1,039.8 |
0.500 |
1,038.8 |
0.382 |
1,037.5 |
LOW |
1,034.0 |
0.618 |
1,028.3 |
1.000 |
1,024.8 |
1.618 |
1,019.0 |
2.618 |
1,009.8 |
4.250 |
994.5 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,038.8 |
1,036.8 |
PP |
1,038.3 |
1,036.0 |
S1 |
1,037.8 |
1,035.3 |
|