Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,291.5 |
1,275.0 |
-16.5 |
-1.3% |
1,223.9 |
High |
1,301.1 |
1,289.2 |
-11.9 |
-0.9% |
1,299.0 |
Low |
1,270.6 |
1,275.0 |
4.4 |
0.3% |
1,218.5 |
Close |
1,278.8 |
1,285.5 |
6.7 |
0.5% |
1,279.6 |
Range |
30.5 |
14.2 |
-16.3 |
-53.4% |
80.5 |
ATR |
30.7 |
29.5 |
-1.2 |
-3.8% |
0.0 |
Volume |
32,500 |
15,918 |
-16,582 |
-51.0% |
107,335 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.8 |
1,319.9 |
1,293.3 |
|
R3 |
1,311.6 |
1,305.7 |
1,289.4 |
|
R2 |
1,297.4 |
1,297.4 |
1,288.1 |
|
R1 |
1,291.5 |
1,291.5 |
1,286.8 |
1,294.5 |
PP |
1,283.2 |
1,283.2 |
1,283.2 |
1,284.7 |
S1 |
1,277.3 |
1,277.3 |
1,284.2 |
1,280.3 |
S2 |
1,269.0 |
1,269.0 |
1,282.9 |
|
S3 |
1,254.8 |
1,263.1 |
1,281.6 |
|
S4 |
1,240.6 |
1,248.9 |
1,277.7 |
|
|
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 |
1,301.1 |
1,269.0 |
32.1 |
2.5% |
20.8 |
1.6% |
51% |
False |
False |
21,405 |
10 |
1,301.1 |
1,209.4 |
91.7 |
7.1% |
25.3 |
2.0% |
83% |
False |
False |
21,749 |
20 |
1,351.0 |
1,182.6 |
168.4 |
13.1% |
32.3 |
2.5% |
61% |
False |
False |
17,178 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.9% |
29.0 |
2.3% |
42% |
False |
False |
11,282 |
60 |
1,490.5 |
1,182.6 |
307.9 |
24.0% |
29.1 |
2.3% |
33% |
False |
False |
9,260 |
80 |
1,612.6 |
1,182.6 |
430.0 |
33.5% |
31.0 |
2.4% |
24% |
False |
False |
7,917 |
100 |
1,625.2 |
1,182.6 |
442.6 |
34.4% |
27.9 |
2.2% |
23% |
False |
False |
6,623 |
120 |
1,694.3 |
1,182.6 |
511.7 |
39.8% |
26.3 |
2.0% |
20% |
False |
False |
5,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,349.6 |
2.618 |
1,326.4 |
1.618 |
1,312.2 |
1.000 |
1,303.4 |
0.618 |
1,298.0 |
HIGH |
1,289.2 |
0.618 |
1,283.8 |
0.500 |
1,282.1 |
0.382 |
1,280.4 |
LOW |
1,275.0 |
0.618 |
1,266.2 |
1.000 |
1,260.8 |
1.618 |
1,252.0 |
2.618 |
1,237.8 |
4.250 |
1,214.7 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,284.4 |
1,285.9 |
PP |
1,283.2 |
1,285.7 |
S1 |
1,282.1 |
1,285.6 |
|