Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,042.2 |
1,037.4 |
-4.8 |
-0.5% |
1,003.3 |
High |
1,043.3 |
1,045.3 |
2.0 |
0.2% |
1,036.9 |
Low |
1,034.0 |
1,034.4 |
0.4 |
0.0% |
1,002.6 |
Close |
1,037.4 |
1,041.1 |
3.7 |
0.4% |
1,032.4 |
Range |
9.3 |
10.9 |
1.6 |
17.2% |
34.3 |
ATR |
13.7 |
13.5 |
-0.2 |
-1.5% |
0.0 |
Volume |
75,640 |
86,962 |
11,322 |
15.0% |
458,069 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.0 |
1,068.0 |
1,047.0 |
|
R3 |
1,062.0 |
1,057.0 |
1,044.0 |
|
R2 |
1,051.3 |
1,051.3 |
1,043.0 |
|
R1 |
1,046.3 |
1,046.3 |
1,042.0 |
1,048.8 |
PP |
1,040.3 |
1,040.3 |
1,040.3 |
1,041.5 |
S1 |
1,035.3 |
1,035.3 |
1,040.0 |
1,037.8 |
S2 |
1,029.3 |
1,029.3 |
1,039.0 |
|
S3 |
1,018.5 |
1,024.3 |
1,038.0 |
|
S4 |
1,007.5 |
1,013.5 |
1,035.0 |
|
|
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 |
1,045.3 |
1,024.7 |
20.6 |
2.0% |
9.8 |
0.9% |
80% |
True |
False |
82,061 |
10 |
1,045.3 |
977.8 |
67.5 |
6.5% |
10.8 |
1.0% |
94% |
True |
False |
86,371 |
20 |
1,045.3 |
938.0 |
107.3 |
10.3% |
14.8 |
1.4% |
96% |
True |
False |
119,581 |
40 |
1,045.3 |
938.0 |
107.3 |
10.3% |
14.5 |
1.4% |
96% |
True |
False |
76,327 |
60 |
1,045.3 |
915.8 |
129.5 |
12.4% |
10.3 |
1.0% |
97% |
True |
False |
50,911 |
80 |
1,045.3 |
893.4 |
151.9 |
14.6% |
8.0 |
0.8% |
97% |
True |
False |
38,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,091.5 |
2.618 |
1,073.8 |
1.618 |
1,063.0 |
1.000 |
1,056.3 |
0.618 |
1,052.0 |
HIGH |
1,045.3 |
0.618 |
1,041.3 |
0.500 |
1,039.8 |
0.382 |
1,038.5 |
LOW |
1,034.5 |
0.618 |
1,027.8 |
1.000 |
1,023.5 |
1.618 |
1,016.8 |
2.618 |
1,005.8 |
4.250 |
988.0 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,040.8 |
1,040.3 |
PP |
1,040.3 |
1,039.3 |
S1 |
1,039.8 |
1,038.3 |
|