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 |
1,040.1 |
1,045.5 |
5.4 |
0.5% |
1,031.3 |
High |
1,051.9 |
1,050.3 |
-1.6 |
-0.2% |
1,051.9 |
Low |
1,038.4 |
1,042.6 |
4.2 |
0.4% |
1,031.3 |
Close |
1,045.9 |
1,049.6 |
3.7 |
0.4% |
1,049.6 |
Range |
13.5 |
7.7 |
-5.8 |
-43.0% |
20.6 |
ATR |
13.5 |
13.1 |
-0.4 |
-3.1% |
0.0 |
Volume |
78,783 |
69,215 |
-9,568 |
-12.1% |
383,909 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.5 |
1,067.8 |
1,053.8 |
|
R3 |
1,063.0 |
1,060.0 |
1,051.8 |
|
R2 |
1,055.3 |
1,055.3 |
1,051.0 |
|
R1 |
1,052.5 |
1,052.5 |
1,050.3 |
1,053.8 |
PP |
1,047.5 |
1,047.5 |
1,047.5 |
1,048.3 |
S1 |
1,044.8 |
1,044.8 |
1,049.0 |
1,046.0 |
S2 |
1,039.8 |
1,039.8 |
1,048.3 |
|
S3 |
1,032.0 |
1,037.0 |
1,047.5 |
|
S4 |
1,024.5 |
1,029.3 |
1,045.3 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.0 |
1,098.5 |
1,061.0 |
|
R3 |
1,085.5 |
1,077.8 |
1,055.3 |
|
R2 |
1,064.8 |
1,064.8 |
1,053.5 |
|
R1 |
1,057.3 |
1,057.3 |
1,051.5 |
1,061.0 |
PP |
1,044.3 |
1,044.3 |
1,044.3 |
1,046.3 |
S1 |
1,036.8 |
1,036.8 |
1,047.8 |
1,040.5 |
S2 |
1,023.8 |
1,023.8 |
1,045.8 |
|
S3 |
1,003.0 |
1,016.0 |
1,044.0 |
|
S4 |
982.5 |
995.5 |
1,038.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,051.9 |
1,031.3 |
20.6 |
2.0% |
10.5 |
1.0% |
89% |
False |
False |
76,781 |
10 |
1,051.9 |
1,002.6 |
49.3 |
4.7% |
10.0 |
0.9% |
95% |
False |
False |
84,197 |
20 |
1,051.9 |
938.0 |
113.9 |
10.9% |
13.5 |
1.3% |
98% |
False |
False |
106,580 |
40 |
1,051.9 |
938.0 |
113.9 |
10.9% |
14.0 |
1.3% |
98% |
False |
False |
80,022 |
60 |
1,051.9 |
915.8 |
136.1 |
13.0% |
10.5 |
1.0% |
98% |
False |
False |
53,377 |
80 |
1,051.9 |
893.4 |
158.5 |
15.1% |
8.3 |
0.8% |
99% |
False |
False |
40,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.0 |
2.618 |
1,070.5 |
1.618 |
1,062.8 |
1.000 |
1,058.0 |
0.618 |
1,055.0 |
HIGH |
1,050.3 |
0.618 |
1,047.3 |
0.500 |
1,046.5 |
0.382 |
1,045.5 |
LOW |
1,042.5 |
0.618 |
1,037.8 |
1.000 |
1,035.0 |
1.618 |
1,030.3 |
2.618 |
1,022.5 |
4.250 |
1,010.0 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,048.5 |
1,047.5 |
PP |
1,047.5 |
1,045.3 |
S1 |
1,046.5 |
1,043.3 |
|