Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,286.5 |
1,284.0 |
-2.5 |
-0.2% |
1,223.9 |
High |
1,295.5 |
1,296.4 |
0.9 |
0.1% |
1,299.0 |
Low |
1,274.7 |
1,278.0 |
3.3 |
0.3% |
1,218.5 |
Close |
1,285.4 |
1,292.0 |
6.6 |
0.5% |
1,279.6 |
Range |
20.8 |
18.4 |
-2.4 |
-11.5% |
80.5 |
ATR |
31.7 |
30.7 |
-0.9 |
-3.0% |
0.0 |
Volume |
22,041 |
19,172 |
-2,869 |
-13.0% |
107,335 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.0 |
1,336.4 |
1,302.1 |
|
R3 |
1,325.6 |
1,318.0 |
1,297.1 |
|
R2 |
1,307.2 |
1,307.2 |
1,295.4 |
|
R1 |
1,299.6 |
1,299.6 |
1,293.7 |
1,303.4 |
PP |
1,288.8 |
1,288.8 |
1,288.8 |
1,290.7 |
S1 |
1,281.2 |
1,281.2 |
1,290.3 |
1,285.0 |
S2 |
1,270.4 |
1,270.4 |
1,288.6 |
|
S3 |
1,252.0 |
1,262.8 |
1,286.9 |
|
S4 |
1,233.6 |
1,244.4 |
1,281.9 |
|
|
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 |
1,245.6 |
53.4 |
4.1% |
22.9 |
1.8% |
87% |
False |
False |
21,513 |
10 |
1,299.0 |
1,209.4 |
89.6 |
6.9% |
25.9 |
2.0% |
92% |
False |
False |
20,441 |
20 |
1,386.9 |
1,182.6 |
204.3 |
15.8% |
32.6 |
2.5% |
54% |
False |
False |
14,933 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.8% |
30.5 |
2.4% |
45% |
False |
False |
10,421 |
60 |
1,490.5 |
1,182.6 |
307.9 |
23.8% |
29.4 |
2.3% |
36% |
False |
False |
8,532 |
80 |
1,621.8 |
1,182.6 |
439.2 |
34.0% |
30.9 |
2.4% |
25% |
False |
False |
7,352 |
100 |
1,625.2 |
1,182.6 |
442.6 |
34.3% |
27.8 |
2.2% |
25% |
False |
False |
6,164 |
120 |
1,694.7 |
1,182.6 |
512.1 |
39.6% |
26.2 |
2.0% |
21% |
False |
False |
5,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.6 |
2.618 |
1,344.6 |
1.618 |
1,326.2 |
1.000 |
1,314.8 |
0.618 |
1,307.8 |
HIGH |
1,296.4 |
0.618 |
1,289.4 |
0.500 |
1,287.2 |
0.382 |
1,285.0 |
LOW |
1,278.0 |
0.618 |
1,266.6 |
1.000 |
1,259.6 |
1.618 |
1,248.2 |
2.618 |
1,229.8 |
4.250 |
1,199.8 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,290.4 |
1,288.9 |
PP |
1,288.8 |
1,285.8 |
S1 |
1,287.2 |
1,282.7 |
|