Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,287.2 |
1,286.5 |
-0.7 |
-0.1% |
1,223.9 |
High |
1,289.1 |
1,295.5 |
6.4 |
0.5% |
1,299.0 |
Low |
1,269.0 |
1,274.7 |
5.7 |
0.4% |
1,218.5 |
Close |
1,279.6 |
1,285.4 |
5.8 |
0.5% |
1,279.6 |
Range |
20.1 |
20.8 |
0.7 |
3.5% |
80.5 |
ATR |
32.5 |
31.7 |
-0.8 |
-2.6% |
0.0 |
Volume |
17,395 |
22,041 |
4,646 |
26.7% |
107,335 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.6 |
1,337.3 |
1,296.8 |
|
R3 |
1,326.8 |
1,316.5 |
1,291.1 |
|
R2 |
1,306.0 |
1,306.0 |
1,289.2 |
|
R1 |
1,295.7 |
1,295.7 |
1,287.3 |
1,290.5 |
PP |
1,285.2 |
1,285.2 |
1,285.2 |
1,282.6 |
S1 |
1,274.9 |
1,274.9 |
1,283.5 |
1,269.7 |
S2 |
1,264.4 |
1,264.4 |
1,281.6 |
|
S3 |
1,243.6 |
1,254.1 |
1,279.7 |
|
S4 |
1,222.8 |
1,233.3 |
1,274.0 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.2 |
1,473.9 |
1,323.9 |
|
R3 |
1,426.7 |
1,393.4 |
1,301.7 |
|
R2 |
1,346.2 |
1,346.2 |
1,294.4 |
|
R1 |
1,312.9 |
1,312.9 |
1,287.0 |
1,329.6 |
PP |
1,265.7 |
1,265.7 |
1,265.7 |
1,274.0 |
S1 |
1,232.4 |
1,232.4 |
1,272.2 |
1,249.1 |
S2 |
1,185.2 |
1,185.2 |
1,264.8 |
|
S3 |
1,104.7 |
1,151.9 |
1,257.5 |
|
S4 |
1,024.2 |
1,071.4 |
1,235.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.0 |
1,236.3 |
62.7 |
4.9% |
24.1 |
1.9% |
78% |
False |
False |
22,384 |
10 |
1,299.0 |
1,209.4 |
89.6 |
7.0% |
27.7 |
2.2% |
85% |
False |
False |
20,333 |
20 |
1,393.5 |
1,182.6 |
210.9 |
16.4% |
32.3 |
2.5% |
49% |
False |
False |
14,078 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.9% |
30.9 |
2.4% |
42% |
False |
False |
10,025 |
60 |
1,490.5 |
1,182.6 |
307.9 |
24.0% |
29.7 |
2.3% |
33% |
False |
False |
8,286 |
80 |
1,621.8 |
1,182.6 |
439.2 |
34.2% |
30.8 |
2.4% |
23% |
False |
False |
7,131 |
100 |
1,625.2 |
1,182.6 |
442.6 |
34.4% |
27.9 |
2.2% |
23% |
False |
False |
5,993 |
120 |
1,704.4 |
1,182.6 |
521.8 |
40.6% |
26.2 |
2.0% |
20% |
False |
False |
5,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.9 |
2.618 |
1,350.0 |
1.618 |
1,329.2 |
1.000 |
1,316.3 |
0.618 |
1,308.4 |
HIGH |
1,295.5 |
0.618 |
1,287.6 |
0.500 |
1,285.1 |
0.382 |
1,282.6 |
LOW |
1,274.7 |
0.618 |
1,261.8 |
1.000 |
1,253.9 |
1.618 |
1,241.0 |
2.618 |
1,220.2 |
4.250 |
1,186.3 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,285.3 |
1,284.4 |
PP |
1,285.2 |
1,283.4 |
S1 |
1,285.1 |
1,282.4 |
|