Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,669.00 |
1,670.00 |
1.00 |
0.1% |
1,628.50 |
High |
1,674.25 |
1,679.50 |
5.25 |
0.3% |
1,674.25 |
Low |
1,666.25 |
1,669.75 |
3.50 |
0.2% |
1,626.00 |
Close |
1,670.25 |
1,677.50 |
7.25 |
0.4% |
1,670.25 |
Range |
8.00 |
9.75 |
1.75 |
21.9% |
48.25 |
ATR |
21.19 |
20.37 |
-0.82 |
-3.9% |
0.00 |
Volume |
1,144,481 |
911,484 |
-232,997 |
-20.4% |
6,660,273 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.75 |
1,701.00 |
1,682.75 |
|
R3 |
1,695.00 |
1,691.25 |
1,680.25 |
|
R2 |
1,685.25 |
1,685.25 |
1,679.25 |
|
R1 |
1,681.50 |
1,681.50 |
1,678.50 |
1,683.50 |
PP |
1,675.50 |
1,675.50 |
1,675.50 |
1,676.50 |
S1 |
1,671.75 |
1,671.75 |
1,676.50 |
1,673.50 |
S2 |
1,665.75 |
1,665.75 |
1,675.75 |
|
S3 |
1,656.00 |
1,662.00 |
1,674.75 |
|
S4 |
1,646.25 |
1,652.25 |
1,672.25 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.50 |
1,784.25 |
1,696.75 |
|
R3 |
1,753.25 |
1,736.00 |
1,683.50 |
|
R2 |
1,705.00 |
1,705.00 |
1,679.00 |
|
R1 |
1,687.75 |
1,687.75 |
1,674.75 |
1,696.50 |
PP |
1,656.75 |
1,656.75 |
1,656.75 |
1,661.25 |
S1 |
1,639.50 |
1,639.50 |
1,665.75 |
1,648.00 |
S2 |
1,608.50 |
1,608.50 |
1,661.50 |
|
S3 |
1,560.25 |
1,591.25 |
1,657.00 |
|
S4 |
1,512.00 |
1,543.00 |
1,643.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,679.50 |
1,635.75 |
43.75 |
2.6% |
12.50 |
0.7% |
95% |
True |
False |
1,250,884 |
10 |
1,679.50 |
1,593.25 |
86.25 |
5.1% |
16.25 |
1.0% |
98% |
True |
False |
1,354,674 |
20 |
1,679.50 |
1,553.25 |
126.25 |
7.5% |
21.75 |
1.3% |
98% |
True |
False |
1,837,965 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.6% |
22.50 |
1.3% |
98% |
False |
False |
1,017,273 |
60 |
1,680.25 |
1,530.25 |
150.00 |
8.9% |
20.00 |
1.2% |
98% |
False |
False |
682,509 |
80 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
19.75 |
1.2% |
98% |
False |
False |
513,190 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.5% |
18.50 |
1.1% |
99% |
False |
False |
410,735 |
120 |
1,680.25 |
1,470.25 |
210.00 |
12.5% |
17.00 |
1.0% |
99% |
False |
False |
342,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.00 |
2.618 |
1,705.00 |
1.618 |
1,695.25 |
1.000 |
1,689.25 |
0.618 |
1,685.50 |
HIGH |
1,679.50 |
0.618 |
1,675.75 |
0.500 |
1,674.50 |
0.382 |
1,673.50 |
LOW |
1,669.75 |
0.618 |
1,663.75 |
1.000 |
1,660.00 |
1.618 |
1,654.00 |
2.618 |
1,644.25 |
4.250 |
1,628.25 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.50 |
1,674.50 |
PP |
1,675.50 |
1,671.50 |
S1 |
1,674.50 |
1,668.50 |
|