Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,671.75 |
1,676.75 |
5.00 |
0.3% |
1,628.50 |
High |
1,680.50 |
1,688.50 |
8.00 |
0.5% |
1,674.25 |
Low |
1,665.75 |
1,671.75 |
6.00 |
0.4% |
1,626.00 |
Close |
1,675.50 |
1,680.50 |
5.00 |
0.3% |
1,670.25 |
Range |
14.75 |
16.75 |
2.00 |
13.6% |
48.25 |
ATR |
19.48 |
19.29 |
-0.20 |
-1.0% |
0.00 |
Volume |
1,413,187 |
1,355,890 |
-57,297 |
-4.1% |
6,660,273 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.50 |
1,722.25 |
1,689.75 |
|
R3 |
1,713.75 |
1,705.50 |
1,685.00 |
|
R2 |
1,697.00 |
1,697.00 |
1,683.50 |
|
R1 |
1,688.75 |
1,688.75 |
1,682.00 |
1,693.00 |
PP |
1,680.25 |
1,680.25 |
1,680.25 |
1,682.25 |
S1 |
1,672.00 |
1,672.00 |
1,679.00 |
1,676.00 |
S2 |
1,663.50 |
1,663.50 |
1,677.50 |
|
S3 |
1,646.75 |
1,655.25 |
1,676.00 |
|
S4 |
1,630.00 |
1,638.50 |
1,671.25 |
|
|
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 |
1,688.50 |
1,665.75 |
22.75 |
1.4% |
12.50 |
0.7% |
65% |
True |
False |
1,199,293 |
10 |
1,688.50 |
1,608.25 |
80.25 |
4.8% |
14.25 |
0.9% |
90% |
True |
False |
1,323,347 |
20 |
1,688.50 |
1,553.25 |
135.25 |
8.0% |
20.50 |
1.2% |
94% |
True |
False |
1,722,599 |
40 |
1,688.50 |
1,553.25 |
135.25 |
8.0% |
22.50 |
1.3% |
94% |
True |
False |
1,114,469 |
60 |
1,688.50 |
1,553.25 |
135.25 |
8.0% |
19.75 |
1.2% |
94% |
True |
False |
747,698 |
80 |
1,688.50 |
1,524.75 |
163.75 |
9.7% |
19.50 |
1.2% |
95% |
True |
False |
562,399 |
100 |
1,688.50 |
1,473.50 |
215.00 |
12.8% |
18.50 |
1.1% |
96% |
True |
False |
450,132 |
120 |
1,688.50 |
1,470.25 |
218.25 |
13.0% |
17.25 |
1.0% |
96% |
True |
False |
375,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.75 |
2.618 |
1,732.25 |
1.618 |
1,715.50 |
1.000 |
1,705.25 |
0.618 |
1,698.75 |
HIGH |
1,688.50 |
0.618 |
1,682.00 |
0.500 |
1,680.00 |
0.382 |
1,678.25 |
LOW |
1,671.75 |
0.618 |
1,661.50 |
1.000 |
1,655.00 |
1.618 |
1,644.75 |
2.618 |
1,628.00 |
4.250 |
1,600.50 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.50 |
1,679.50 |
PP |
1,680.25 |
1,678.25 |
S1 |
1,680.00 |
1,677.00 |
|