Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,680.00 |
1,690.00 |
10.00 |
0.6% |
1,670.00 |
High |
1,690.50 |
1,694.25 |
3.75 |
0.2% |
1,690.50 |
Low |
1,675.25 |
1,685.50 |
10.25 |
0.6% |
1,665.75 |
Close |
1,689.50 |
1,690.25 |
0.75 |
0.0% |
1,689.50 |
Range |
15.25 |
8.75 |
-6.50 |
-42.6% |
24.75 |
ATR |
19.00 |
18.27 |
-0.73 |
-3.9% |
0.00 |
Volume |
1,145,886 |
900,143 |
-245,743 |
-21.4% |
5,997,871 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.25 |
1,712.00 |
1,695.00 |
|
R3 |
1,707.50 |
1,703.25 |
1,692.75 |
|
R2 |
1,698.75 |
1,698.75 |
1,691.75 |
|
R1 |
1,694.50 |
1,694.50 |
1,691.00 |
1,696.50 |
PP |
1,690.00 |
1,690.00 |
1,690.00 |
1,691.00 |
S1 |
1,685.75 |
1,685.75 |
1,689.50 |
1,688.00 |
S2 |
1,681.25 |
1,681.25 |
1,688.75 |
|
S3 |
1,672.50 |
1,677.00 |
1,687.75 |
|
S4 |
1,663.75 |
1,668.25 |
1,685.50 |
|
|
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 |
1,694.25 |
1,665.75 |
28.50 |
1.7% |
13.75 |
0.8% |
86% |
True |
False |
1,197,306 |
10 |
1,694.25 |
1,635.75 |
58.50 |
3.5% |
13.00 |
0.8% |
93% |
True |
False |
1,224,095 |
20 |
1,694.25 |
1,553.25 |
141.00 |
8.3% |
18.00 |
1.1% |
97% |
True |
False |
1,493,931 |
40 |
1,694.25 |
1,553.25 |
141.00 |
8.3% |
21.50 |
1.3% |
97% |
True |
False |
1,164,451 |
60 |
1,694.25 |
1,553.25 |
141.00 |
8.3% |
19.75 |
1.2% |
97% |
True |
False |
781,305 |
80 |
1,694.25 |
1,524.75 |
169.50 |
10.0% |
19.50 |
1.2% |
98% |
True |
False |
587,939 |
100 |
1,694.25 |
1,488.25 |
206.00 |
12.2% |
18.25 |
1.1% |
98% |
True |
False |
470,589 |
120 |
1,694.25 |
1,470.25 |
224.00 |
13.3% |
17.25 |
1.0% |
98% |
True |
False |
392,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.50 |
2.618 |
1,717.25 |
1.618 |
1,708.50 |
1.000 |
1,703.00 |
0.618 |
1,699.75 |
HIGH |
1,694.25 |
0.618 |
1,691.00 |
0.500 |
1,690.00 |
0.382 |
1,688.75 |
LOW |
1,685.50 |
0.618 |
1,680.00 |
1.000 |
1,676.75 |
1.618 |
1,671.25 |
2.618 |
1,662.50 |
4.250 |
1,648.25 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,690.00 |
1,687.75 |
PP |
1,690.00 |
1,685.50 |
S1 |
1,690.00 |
1,683.00 |
|