Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,690.50 |
1,689.50 |
-1.00 |
-0.1% |
1,670.00 |
High |
1,695.50 |
1,695.25 |
-0.25 |
0.0% |
1,690.50 |
Low |
1,686.00 |
1,677.25 |
-8.75 |
-0.5% |
1,665.75 |
Close |
1,688.25 |
1,683.75 |
-4.50 |
-0.3% |
1,689.50 |
Range |
9.50 |
18.00 |
8.50 |
89.5% |
24.75 |
ATR |
17.64 |
17.67 |
0.03 |
0.1% |
0.00 |
Volume |
979,783 |
1,508,386 |
528,603 |
54.0% |
5,997,871 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.50 |
1,729.50 |
1,693.75 |
|
R3 |
1,721.50 |
1,711.50 |
1,688.75 |
|
R2 |
1,703.50 |
1,703.50 |
1,687.00 |
|
R1 |
1,693.50 |
1,693.50 |
1,685.50 |
1,689.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,683.50 |
S1 |
1,675.50 |
1,675.50 |
1,682.00 |
1,671.50 |
S2 |
1,667.50 |
1,667.50 |
1,680.50 |
|
S3 |
1,649.50 |
1,657.50 |
1,678.75 |
|
S4 |
1,631.50 |
1,639.50 |
1,673.75 |
|
|
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 |
1,671.75 |
23.75 |
1.4% |
13.75 |
0.8% |
51% |
False |
False |
1,178,017 |
10 |
1,695.50 |
1,657.50 |
38.00 |
2.3% |
12.75 |
0.8% |
69% |
False |
False |
1,198,808 |
20 |
1,695.50 |
1,573.00 |
122.50 |
7.3% |
16.25 |
1.0% |
90% |
False |
False |
1,374,886 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
21.00 |
1.3% |
92% |
False |
False |
1,225,592 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
19.75 |
1.2% |
92% |
False |
False |
822,418 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.1% |
19.50 |
1.2% |
93% |
False |
False |
618,997 |
100 |
1,695.50 |
1,496.00 |
199.50 |
11.8% |
18.25 |
1.1% |
94% |
False |
False |
495,463 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.4% |
17.50 |
1.0% |
95% |
False |
False |
412,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.75 |
2.618 |
1,742.25 |
1.618 |
1,724.25 |
1.000 |
1,713.25 |
0.618 |
1,706.25 |
HIGH |
1,695.25 |
0.618 |
1,688.25 |
0.500 |
1,686.25 |
0.382 |
1,684.25 |
LOW |
1,677.25 |
0.618 |
1,666.25 |
1.000 |
1,659.25 |
1.618 |
1,648.25 |
2.618 |
1,630.25 |
4.250 |
1,600.75 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,686.25 |
1,686.50 |
PP |
1,685.50 |
1,685.50 |
S1 |
1,684.50 |
1,684.50 |
|