Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,689.50 |
1,684.00 |
-5.50 |
-0.3% |
1,670.00 |
High |
1,695.25 |
1,686.50 |
-8.75 |
-0.5% |
1,690.50 |
Low |
1,677.25 |
1,671.75 |
-5.50 |
-0.3% |
1,665.75 |
Close |
1,683.75 |
1,684.00 |
0.25 |
0.0% |
1,689.50 |
Range |
18.00 |
14.75 |
-3.25 |
-18.1% |
24.75 |
ATR |
17.67 |
17.46 |
-0.21 |
-1.2% |
0.00 |
Volume |
1,508,386 |
1,425,052 |
-83,334 |
-5.5% |
5,997,871 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.00 |
1,719.25 |
1,692.00 |
|
R3 |
1,710.25 |
1,704.50 |
1,688.00 |
|
R2 |
1,695.50 |
1,695.50 |
1,686.75 |
|
R1 |
1,689.75 |
1,689.75 |
1,685.25 |
1,691.50 |
PP |
1,680.75 |
1,680.75 |
1,680.75 |
1,681.50 |
S1 |
1,675.00 |
1,675.00 |
1,682.75 |
1,676.50 |
S2 |
1,666.00 |
1,666.00 |
1,681.25 |
|
S3 |
1,651.25 |
1,660.25 |
1,680.00 |
|
S4 |
1,636.50 |
1,645.50 |
1,676.00 |
|
|
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 |
1,671.75 |
23.75 |
1.4% |
13.25 |
0.8% |
52% |
False |
True |
1,191,850 |
10 |
1,695.50 |
1,665.75 |
29.75 |
1.8% |
12.75 |
0.8% |
61% |
False |
False |
1,195,571 |
20 |
1,695.50 |
1,593.25 |
102.25 |
6.1% |
15.75 |
0.9% |
89% |
False |
False |
1,359,564 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
21.00 |
1.2% |
92% |
False |
False |
1,260,427 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
19.75 |
1.2% |
92% |
False |
False |
846,005 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.1% |
19.75 |
1.2% |
93% |
False |
False |
636,800 |
100 |
1,695.50 |
1,513.25 |
182.25 |
10.8% |
18.25 |
1.1% |
94% |
False |
False |
509,707 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.4% |
17.50 |
1.0% |
95% |
False |
False |
424,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,749.25 |
2.618 |
1,725.00 |
1.618 |
1,710.25 |
1.000 |
1,701.25 |
0.618 |
1,695.50 |
HIGH |
1,686.50 |
0.618 |
1,680.75 |
0.500 |
1,679.00 |
0.382 |
1,677.50 |
LOW |
1,671.75 |
0.618 |
1,662.75 |
1.000 |
1,657.00 |
1.618 |
1,648.00 |
2.618 |
1,633.25 |
4.250 |
1,609.00 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,682.50 |
1,684.00 |
PP |
1,680.75 |
1,683.75 |
S1 |
1,679.00 |
1,683.50 |
|