Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.00 |
1,685.75 |
1.75 |
0.1% |
1,690.00 |
High |
1,686.50 |
1,689.00 |
2.50 |
0.1% |
1,695.50 |
Low |
1,671.75 |
1,670.50 |
-1.25 |
-0.1% |
1,670.50 |
Close |
1,684.00 |
1,686.50 |
2.50 |
0.1% |
1,686.50 |
Range |
14.75 |
18.50 |
3.75 |
25.4% |
25.00 |
ATR |
17.46 |
17.53 |
0.07 |
0.4% |
0.00 |
Volume |
1,425,052 |
1,400,373 |
-24,679 |
-1.7% |
6,213,737 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.50 |
1,730.50 |
1,696.75 |
|
R3 |
1,719.00 |
1,712.00 |
1,691.50 |
|
R2 |
1,700.50 |
1,700.50 |
1,690.00 |
|
R1 |
1,693.50 |
1,693.50 |
1,688.25 |
1,697.00 |
PP |
1,682.00 |
1,682.00 |
1,682.00 |
1,683.75 |
S1 |
1,675.00 |
1,675.00 |
1,684.75 |
1,678.50 |
S2 |
1,663.50 |
1,663.50 |
1,683.00 |
|
S3 |
1,645.00 |
1,656.50 |
1,681.50 |
|
S4 |
1,626.50 |
1,638.00 |
1,676.25 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.25 |
1,747.75 |
1,700.25 |
|
R3 |
1,734.25 |
1,722.75 |
1,693.50 |
|
R2 |
1,709.25 |
1,709.25 |
1,691.00 |
|
R1 |
1,697.75 |
1,697.75 |
1,688.75 |
1,691.00 |
PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,680.75 |
S1 |
1,672.75 |
1,672.75 |
1,684.25 |
1,666.00 |
S2 |
1,659.25 |
1,659.25 |
1,682.00 |
|
S3 |
1,634.25 |
1,647.75 |
1,679.50 |
|
S4 |
1,609.25 |
1,622.75 |
1,672.75 |
|
|
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 |
1,670.50 |
25.00 |
1.5% |
14.00 |
0.8% |
64% |
False |
True |
1,242,747 |
10 |
1,695.50 |
1,665.75 |
29.75 |
1.8% |
14.00 |
0.8% |
70% |
False |
False |
1,221,160 |
20 |
1,695.50 |
1,593.25 |
102.25 |
6.1% |
15.75 |
0.9% |
91% |
False |
False |
1,349,531 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
21.00 |
1.2% |
94% |
False |
False |
1,295,174 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
19.75 |
1.2% |
94% |
False |
False |
869,268 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.1% |
19.50 |
1.2% |
95% |
False |
False |
654,273 |
100 |
1,695.50 |
1,523.50 |
172.00 |
10.2% |
18.25 |
1.1% |
95% |
False |
False |
523,705 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.4% |
17.50 |
1.0% |
96% |
False |
False |
436,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.50 |
2.618 |
1,737.50 |
1.618 |
1,719.00 |
1.000 |
1,707.50 |
0.618 |
1,700.50 |
HIGH |
1,689.00 |
0.618 |
1,682.00 |
0.500 |
1,679.75 |
0.382 |
1,677.50 |
LOW |
1,670.50 |
0.618 |
1,659.00 |
1.000 |
1,652.00 |
1.618 |
1,640.50 |
2.618 |
1,622.00 |
4.250 |
1,592.00 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,684.25 |
1,685.25 |
PP |
1,682.00 |
1,684.00 |
S1 |
1,679.75 |
1,683.00 |
|