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 |
1,670.00 |
1,677.75 |
7.75 |
0.5% |
1,628.50 |
High |
1,679.50 |
1,679.50 |
0.00 |
0.0% |
1,674.25 |
Low |
1,669.75 |
1,666.50 |
-3.25 |
-0.2% |
1,626.00 |
Close |
1,677.50 |
1,671.25 |
-6.25 |
-0.4% |
1,670.25 |
Range |
9.75 |
13.00 |
3.25 |
33.3% |
48.25 |
ATR |
20.37 |
19.85 |
-0.53 |
-2.6% |
0.00 |
Volume |
911,484 |
1,171,424 |
259,940 |
28.5% |
6,660,273 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.50 |
1,704.25 |
1,678.50 |
|
R3 |
1,698.50 |
1,691.25 |
1,674.75 |
|
R2 |
1,685.50 |
1,685.50 |
1,673.75 |
|
R1 |
1,678.25 |
1,678.25 |
1,672.50 |
1,675.50 |
PP |
1,672.50 |
1,672.50 |
1,672.50 |
1,671.00 |
S1 |
1,665.25 |
1,665.25 |
1,670.00 |
1,662.50 |
S2 |
1,659.50 |
1,659.50 |
1,668.75 |
|
S3 |
1,646.50 |
1,652.25 |
1,667.75 |
|
S4 |
1,633.50 |
1,639.25 |
1,664.00 |
|
|
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 |
1,641.25 |
38.25 |
2.3% |
12.50 |
0.7% |
78% |
True |
False |
1,228,962 |
10 |
1,679.50 |
1,594.00 |
85.50 |
5.1% |
15.00 |
0.9% |
90% |
True |
False |
1,316,716 |
20 |
1,679.50 |
1,553.25 |
126.25 |
7.6% |
21.25 |
1.3% |
93% |
True |
False |
1,791,167 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.6% |
22.50 |
1.3% |
93% |
False |
False |
1,046,272 |
60 |
1,680.25 |
1,537.50 |
142.75 |
8.5% |
20.00 |
1.2% |
94% |
False |
False |
701,905 |
80 |
1,680.25 |
1,524.75 |
155.50 |
9.3% |
19.75 |
1.2% |
94% |
False |
False |
527,807 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.6% |
18.75 |
1.1% |
96% |
False |
False |
422,444 |
120 |
1,680.25 |
1,470.25 |
210.00 |
12.6% |
17.00 |
1.0% |
96% |
False |
False |
352,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.75 |
2.618 |
1,713.50 |
1.618 |
1,700.50 |
1.000 |
1,692.50 |
0.618 |
1,687.50 |
HIGH |
1,679.50 |
0.618 |
1,674.50 |
0.500 |
1,673.00 |
0.382 |
1,671.50 |
LOW |
1,666.50 |
0.618 |
1,658.50 |
1.000 |
1,653.50 |
1.618 |
1,645.50 |
2.618 |
1,632.50 |
4.250 |
1,611.25 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,673.00 |
1,673.00 |
PP |
1,672.50 |
1,672.25 |
S1 |
1,671.75 |
1,671.75 |
|