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 |
1,677.75 |
1,671.75 |
-6.00 |
-0.4% |
1,628.50 |
High |
1,679.50 |
1,680.50 |
1.00 |
0.1% |
1,674.25 |
Low |
1,666.50 |
1,665.75 |
-0.75 |
0.0% |
1,626.00 |
Close |
1,671.25 |
1,675.50 |
4.25 |
0.3% |
1,670.25 |
Range |
13.00 |
14.75 |
1.75 |
13.5% |
48.25 |
ATR |
19.85 |
19.48 |
-0.36 |
-1.8% |
0.00 |
Volume |
1,171,424 |
1,413,187 |
241,763 |
20.6% |
6,660,273 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.25 |
1,711.50 |
1,683.50 |
|
R3 |
1,703.50 |
1,696.75 |
1,679.50 |
|
R2 |
1,688.75 |
1,688.75 |
1,678.25 |
|
R1 |
1,682.00 |
1,682.00 |
1,676.75 |
1,685.50 |
PP |
1,674.00 |
1,674.00 |
1,674.00 |
1,675.50 |
S1 |
1,667.25 |
1,667.25 |
1,674.25 |
1,670.50 |
S2 |
1,659.25 |
1,659.25 |
1,672.75 |
|
S3 |
1,644.50 |
1,652.50 |
1,671.50 |
|
S4 |
1,629.75 |
1,637.75 |
1,667.50 |
|
|
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 |
1,680.50 |
1,657.50 |
23.00 |
1.4% |
12.00 |
0.7% |
78% |
True |
False |
1,219,598 |
10 |
1,680.50 |
1,594.00 |
86.50 |
5.2% |
14.50 |
0.9% |
94% |
True |
False |
1,290,935 |
20 |
1,680.50 |
1,553.25 |
127.25 |
7.6% |
21.25 |
1.3% |
96% |
True |
False |
1,773,286 |
40 |
1,680.50 |
1,553.25 |
127.25 |
7.6% |
22.50 |
1.3% |
96% |
True |
False |
1,081,187 |
60 |
1,680.50 |
1,543.00 |
137.50 |
8.2% |
20.00 |
1.2% |
96% |
True |
False |
725,250 |
80 |
1,680.50 |
1,524.75 |
155.75 |
9.3% |
19.75 |
1.2% |
97% |
True |
False |
545,462 |
100 |
1,680.50 |
1,470.25 |
210.25 |
12.5% |
18.75 |
1.1% |
98% |
True |
False |
436,575 |
120 |
1,680.50 |
1,470.25 |
210.25 |
12.5% |
17.00 |
1.0% |
98% |
True |
False |
363,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.25 |
2.618 |
1,719.00 |
1.618 |
1,704.25 |
1.000 |
1,695.25 |
0.618 |
1,689.50 |
HIGH |
1,680.50 |
0.618 |
1,674.75 |
0.500 |
1,673.00 |
0.382 |
1,671.50 |
LOW |
1,665.75 |
0.618 |
1,656.75 |
1.000 |
1,651.00 |
1.618 |
1,642.00 |
2.618 |
1,627.25 |
4.250 |
1,603.00 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.75 |
1,674.75 |
PP |
1,674.00 |
1,674.00 |
S1 |
1,673.00 |
1,673.00 |
|