Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3,049.00 |
3,043.75 |
-5.25 |
-0.2% |
3,062.75 |
High |
3,049.00 |
3,055.25 |
6.25 |
0.2% |
3,087.00 |
Low |
3,030.50 |
3,038.50 |
8.00 |
0.3% |
3,030.50 |
Close |
3,040.75 |
3,047.50 |
6.75 |
0.2% |
3,040.75 |
Range |
18.50 |
16.75 |
-1.75 |
-9.5% |
56.50 |
ATR |
35.72 |
34.36 |
-1.35 |
-3.8% |
0.00 |
Volume |
203,203 |
140,933 |
-62,270 |
-30.6% |
828,655 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,097.25 |
3,089.25 |
3,056.75 |
|
R3 |
3,080.50 |
3,072.50 |
3,052.00 |
|
R2 |
3,063.75 |
3,063.75 |
3,050.50 |
|
R1 |
3,055.75 |
3,055.75 |
3,049.00 |
3,059.75 |
PP |
3,047.00 |
3,047.00 |
3,047.00 |
3,049.00 |
S1 |
3,039.00 |
3,039.00 |
3,046.00 |
3,043.00 |
S2 |
3,030.25 |
3,030.25 |
3,044.50 |
|
S3 |
3,013.50 |
3,022.25 |
3,043.00 |
|
S4 |
2,996.75 |
3,005.50 |
3,038.25 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,222.25 |
3,188.00 |
3,071.75 |
|
R3 |
3,165.75 |
3,131.50 |
3,056.25 |
|
R2 |
3,109.25 |
3,109.25 |
3,051.00 |
|
R1 |
3,075.00 |
3,075.00 |
3,046.00 |
3,064.00 |
PP |
3,052.75 |
3,052.75 |
3,052.75 |
3,047.25 |
S1 |
3,018.50 |
3,018.50 |
3,035.50 |
3,007.50 |
S2 |
2,996.25 |
2,996.25 |
3,030.50 |
|
S3 |
2,939.75 |
2,962.00 |
3,025.25 |
|
S4 |
2,883.25 |
2,905.50 |
3,009.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,087.00 |
3,030.50 |
56.50 |
1.9% |
22.75 |
0.7% |
30% |
False |
False |
171,435 |
10 |
3,087.00 |
2,959.00 |
128.00 |
4.2% |
26.50 |
0.9% |
69% |
False |
False |
168,015 |
20 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
34.75 |
1.1% |
85% |
False |
False |
194,536 |
40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
39.50 |
1.3% |
85% |
False |
False |
149,495 |
60 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
34.50 |
1.1% |
85% |
False |
False |
99,747 |
80 |
3,087.00 |
2,733.00 |
354.00 |
11.6% |
33.25 |
1.1% |
89% |
False |
False |
74,820 |
100 |
3,087.00 |
2,724.00 |
363.00 |
11.9% |
29.50 |
1.0% |
89% |
False |
False |
59,857 |
120 |
3,087.00 |
2,690.50 |
396.50 |
13.0% |
25.75 |
0.8% |
90% |
False |
False |
49,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,126.50 |
2.618 |
3,099.00 |
1.618 |
3,082.25 |
1.000 |
3,072.00 |
0.618 |
3,065.50 |
HIGH |
3,055.25 |
0.618 |
3,048.75 |
0.500 |
3,047.00 |
0.382 |
3,045.00 |
LOW |
3,038.50 |
0.618 |
3,028.25 |
1.000 |
3,021.75 |
1.618 |
3,011.50 |
2.618 |
2,994.75 |
4.250 |
2,967.25 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3,047.25 |
3,058.75 |
PP |
3,047.00 |
3,055.00 |
S1 |
3,047.00 |
3,051.25 |
|