Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3,074.00 |
3,073.25 |
-0.75 |
0.0% |
2,961.50 |
High |
3,080.25 |
3,086.50 |
6.25 |
0.2% |
3,070.50 |
Low |
3,063.75 |
3,065.50 |
1.75 |
0.1% |
2,948.75 |
Close |
3,070.75 |
3,079.25 |
8.50 |
0.3% |
3,062.00 |
Range |
16.50 |
21.00 |
4.50 |
27.3% |
121.75 |
ATR |
37.95 |
36.74 |
-1.21 |
-3.2% |
0.00 |
Volume |
147,259 |
186,222 |
38,963 |
26.5% |
910,970 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,140.00 |
3,130.75 |
3,090.75 |
|
R3 |
3,119.00 |
3,109.75 |
3,085.00 |
|
R2 |
3,098.00 |
3,098.00 |
3,083.00 |
|
R1 |
3,088.75 |
3,088.75 |
3,081.25 |
3,093.50 |
PP |
3,077.00 |
3,077.00 |
3,077.00 |
3,079.50 |
S1 |
3,067.75 |
3,067.75 |
3,077.25 |
3,072.50 |
S2 |
3,056.00 |
3,056.00 |
3,075.50 |
|
S3 |
3,035.00 |
3,046.75 |
3,073.50 |
|
S4 |
3,014.00 |
3,025.75 |
3,067.75 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,392.25 |
3,349.00 |
3,129.00 |
|
R3 |
3,270.50 |
3,227.25 |
3,095.50 |
|
R2 |
3,148.75 |
3,148.75 |
3,084.25 |
|
R1 |
3,105.50 |
3,105.50 |
3,073.25 |
3,127.00 |
PP |
3,027.00 |
3,027.00 |
3,027.00 |
3,038.00 |
S1 |
2,983.75 |
2,983.75 |
3,050.75 |
3,005.50 |
S2 |
2,905.25 |
2,905.25 |
3,039.75 |
|
S3 |
2,783.50 |
2,862.00 |
3,028.50 |
|
S4 |
2,661.75 |
2,740.25 |
2,995.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,086.50 |
3,011.50 |
75.00 |
2.4% |
23.75 |
0.8% |
90% |
True |
False |
159,053 |
10 |
3,086.50 |
2,897.00 |
189.50 |
6.2% |
31.50 |
1.0% |
96% |
True |
False |
173,782 |
20 |
3,086.50 |
2,817.75 |
268.75 |
8.7% |
40.00 |
1.3% |
97% |
True |
False |
226,672 |
40 |
3,086.50 |
2,817.75 |
268.75 |
8.7% |
40.75 |
1.3% |
97% |
True |
False |
136,445 |
60 |
3,086.50 |
2,799.00 |
287.50 |
9.3% |
34.50 |
1.1% |
97% |
True |
False |
91,024 |
80 |
3,086.50 |
2,733.00 |
353.50 |
11.5% |
33.00 |
1.1% |
98% |
True |
False |
68,274 |
100 |
3,086.50 |
2,690.50 |
396.00 |
12.9% |
29.25 |
1.0% |
98% |
True |
False |
54,621 |
120 |
3,086.50 |
2,690.50 |
396.00 |
12.9% |
25.25 |
0.8% |
98% |
True |
False |
45,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,175.75 |
2.618 |
3,141.50 |
1.618 |
3,120.50 |
1.000 |
3,107.50 |
0.618 |
3,099.50 |
HIGH |
3,086.50 |
0.618 |
3,078.50 |
0.500 |
3,076.00 |
0.382 |
3,073.50 |
LOW |
3,065.50 |
0.618 |
3,052.50 |
1.000 |
3,044.50 |
1.618 |
3,031.50 |
2.618 |
3,010.50 |
4.250 |
2,976.25 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3,078.25 |
3,077.75 |
PP |
3,077.00 |
3,076.25 |
S1 |
3,076.00 |
3,074.50 |
|