Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,045.5 |
1,050.0 |
4.5 |
0.4% |
1,031.3 |
High |
1,050.3 |
1,053.5 |
3.2 |
0.3% |
1,051.9 |
Low |
1,042.6 |
1,047.1 |
4.5 |
0.4% |
1,031.3 |
Close |
1,049.6 |
1,052.7 |
3.1 |
0.3% |
1,049.6 |
Range |
7.7 |
6.4 |
-1.3 |
-16.9% |
20.6 |
ATR |
13.1 |
12.6 |
-0.5 |
-3.7% |
0.0 |
Volume |
69,215 |
62,607 |
-6,608 |
-9.5% |
383,909 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.3 |
1,068.0 |
1,056.3 |
|
R3 |
1,064.0 |
1,061.5 |
1,054.5 |
|
R2 |
1,057.5 |
1,057.5 |
1,053.8 |
|
R1 |
1,055.0 |
1,055.0 |
1,053.3 |
1,056.3 |
PP |
1,051.0 |
1,051.0 |
1,051.0 |
1,051.8 |
S1 |
1,048.8 |
1,048.8 |
1,052.0 |
1,050.0 |
S2 |
1,044.8 |
1,044.8 |
1,051.5 |
|
S3 |
1,038.3 |
1,042.3 |
1,051.0 |
|
S4 |
1,032.0 |
1,036.0 |
1,049.3 |
|
|
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 |
1,053.5 |
1,034.0 |
19.5 |
1.9% |
9.5 |
0.9% |
96% |
True |
False |
74,641 |
10 |
1,053.5 |
1,006.6 |
46.9 |
4.5% |
9.8 |
0.9% |
98% |
True |
False |
80,891 |
20 |
1,053.5 |
938.0 |
115.5 |
11.0% |
13.0 |
1.2% |
99% |
True |
False |
99,538 |
40 |
1,053.5 |
938.0 |
115.5 |
11.0% |
13.8 |
1.3% |
99% |
True |
False |
81,585 |
60 |
1,053.5 |
915.8 |
137.7 |
13.1% |
10.8 |
1.0% |
99% |
True |
False |
54,421 |
80 |
1,053.5 |
893.4 |
160.1 |
15.2% |
8.3 |
0.8% |
100% |
True |
False |
40,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,080.8 |
2.618 |
1,070.3 |
1.618 |
1,063.8 |
1.000 |
1,060.0 |
0.618 |
1,057.5 |
HIGH |
1,053.5 |
0.618 |
1,051.0 |
0.500 |
1,050.3 |
0.382 |
1,049.5 |
LOW |
1,047.0 |
0.618 |
1,043.3 |
1.000 |
1,040.8 |
1.618 |
1,036.8 |
2.618 |
1,030.3 |
4.250 |
1,020.0 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,052.0 |
1,050.5 |
PP |
1,051.0 |
1,048.3 |
S1 |
1,050.3 |
1,046.0 |
|