Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,676.75 |
1,680.00 |
3.25 |
0.2% |
1,670.00 |
High |
1,688.50 |
1,690.50 |
2.00 |
0.1% |
1,690.50 |
Low |
1,671.75 |
1,675.25 |
3.50 |
0.2% |
1,665.75 |
Close |
1,680.50 |
1,689.50 |
9.00 |
0.5% |
1,689.50 |
Range |
16.75 |
15.25 |
-1.50 |
-9.0% |
24.75 |
ATR |
19.29 |
19.00 |
-0.29 |
-1.5% |
0.00 |
Volume |
1,355,890 |
1,145,886 |
-210,004 |
-15.5% |
5,997,871 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.75 |
1,725.50 |
1,698.00 |
|
R3 |
1,715.50 |
1,710.25 |
1,693.75 |
|
R2 |
1,700.25 |
1,700.25 |
1,692.25 |
|
R1 |
1,695.00 |
1,695.00 |
1,691.00 |
1,697.50 |
PP |
1,685.00 |
1,685.00 |
1,685.00 |
1,686.50 |
S1 |
1,679.75 |
1,679.75 |
1,688.00 |
1,682.50 |
S2 |
1,669.75 |
1,669.75 |
1,686.75 |
|
S3 |
1,654.50 |
1,664.50 |
1,685.25 |
|
S4 |
1,639.25 |
1,649.25 |
1,681.00 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,756.25 |
1,747.50 |
1,703.00 |
|
R3 |
1,731.50 |
1,722.75 |
1,696.25 |
|
R2 |
1,706.75 |
1,706.75 |
1,694.00 |
|
R1 |
1,698.00 |
1,698.00 |
1,691.75 |
1,702.50 |
PP |
1,682.00 |
1,682.00 |
1,682.00 |
1,684.00 |
S1 |
1,673.25 |
1,673.25 |
1,687.25 |
1,677.50 |
S2 |
1,657.25 |
1,657.25 |
1,685.00 |
|
S3 |
1,632.50 |
1,648.50 |
1,682.75 |
|
S4 |
1,607.75 |
1,623.75 |
1,676.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,690.50 |
1,665.75 |
24.75 |
1.5% |
14.00 |
0.8% |
96% |
True |
False |
1,199,574 |
10 |
1,690.50 |
1,626.00 |
64.50 |
3.8% |
13.50 |
0.8% |
98% |
True |
False |
1,265,814 |
20 |
1,690.50 |
1,553.25 |
137.25 |
8.1% |
19.00 |
1.1% |
99% |
True |
False |
1,598,043 |
40 |
1,690.50 |
1,553.25 |
137.25 |
8.1% |
22.00 |
1.3% |
99% |
True |
False |
1,142,880 |
60 |
1,690.50 |
1,553.25 |
137.25 |
8.1% |
20.00 |
1.2% |
99% |
True |
False |
766,555 |
80 |
1,690.50 |
1,524.75 |
165.75 |
9.8% |
19.75 |
1.2% |
99% |
True |
False |
576,700 |
100 |
1,690.50 |
1,479.00 |
211.50 |
12.5% |
18.50 |
1.1% |
100% |
True |
False |
461,589 |
120 |
1,690.50 |
1,470.25 |
220.25 |
13.0% |
17.25 |
1.0% |
100% |
True |
False |
384,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,755.25 |
2.618 |
1,730.50 |
1.618 |
1,715.25 |
1.000 |
1,705.75 |
0.618 |
1,700.00 |
HIGH |
1,690.50 |
0.618 |
1,684.75 |
0.500 |
1,683.00 |
0.382 |
1,681.00 |
LOW |
1,675.25 |
0.618 |
1,665.75 |
1.000 |
1,660.00 |
1.618 |
1,650.50 |
2.618 |
1,635.25 |
4.250 |
1,610.50 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.25 |
1,685.75 |
PP |
1,685.00 |
1,682.00 |
S1 |
1,683.00 |
1,678.00 |
|