Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,690.00 |
1,690.50 |
0.50 |
0.0% |
1,670.00 |
High |
1,694.25 |
1,695.50 |
1.25 |
0.1% |
1,690.50 |
Low |
1,685.50 |
1,686.00 |
0.50 |
0.0% |
1,665.75 |
Close |
1,690.25 |
1,688.25 |
-2.00 |
-0.1% |
1,689.50 |
Range |
8.75 |
9.50 |
0.75 |
8.6% |
24.75 |
ATR |
18.27 |
17.64 |
-0.63 |
-3.4% |
0.00 |
Volume |
900,143 |
979,783 |
79,640 |
8.8% |
5,997,871 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.50 |
1,712.75 |
1,693.50 |
|
R3 |
1,709.00 |
1,703.25 |
1,690.75 |
|
R2 |
1,699.50 |
1,699.50 |
1,690.00 |
|
R1 |
1,693.75 |
1,693.75 |
1,689.00 |
1,692.00 |
PP |
1,690.00 |
1,690.00 |
1,690.00 |
1,689.00 |
S1 |
1,684.25 |
1,684.25 |
1,687.50 |
1,682.50 |
S2 |
1,680.50 |
1,680.50 |
1,686.50 |
|
S3 |
1,671.00 |
1,674.75 |
1,685.75 |
|
S4 |
1,661.50 |
1,665.25 |
1,683.00 |
|
|
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 |
1,695.50 |
1,665.75 |
29.75 |
1.8% |
13.00 |
0.8% |
76% |
True |
False |
1,158,977 |
10 |
1,695.50 |
1,641.25 |
54.25 |
3.2% |
12.75 |
0.8% |
87% |
True |
False |
1,193,969 |
20 |
1,695.50 |
1,558.25 |
137.25 |
8.1% |
17.00 |
1.0% |
95% |
True |
False |
1,400,516 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
21.25 |
1.3% |
95% |
True |
False |
1,188,408 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
19.75 |
1.2% |
95% |
True |
False |
797,398 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.1% |
19.50 |
1.2% |
96% |
True |
False |
600,174 |
100 |
1,695.50 |
1,488.25 |
207.25 |
12.3% |
18.25 |
1.1% |
97% |
True |
False |
480,380 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.3% |
17.25 |
1.0% |
97% |
True |
False |
400,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.00 |
2.618 |
1,720.25 |
1.618 |
1,710.75 |
1.000 |
1,705.00 |
0.618 |
1,701.25 |
HIGH |
1,695.50 |
0.618 |
1,691.75 |
0.500 |
1,690.75 |
0.382 |
1,689.75 |
LOW |
1,686.00 |
0.618 |
1,680.25 |
1.000 |
1,676.50 |
1.618 |
1,670.75 |
2.618 |
1,661.25 |
4.250 |
1,645.50 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,690.75 |
1,687.25 |
PP |
1,690.00 |
1,686.25 |
S1 |
1,689.00 |
1,685.50 |
|