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 |
1,663.50 |
1,665.00 |
1.50 |
0.1% |
1,622.25 |
High |
1,667.25 |
1,672.75 |
5.50 |
0.3% |
1,667.25 |
Low |
1,660.25 |
1,665.00 |
4.75 |
0.3% |
1,620.00 |
Close |
1,664.00 |
1,671.00 |
7.00 |
0.4% |
1,664.00 |
Range |
7.00 |
7.75 |
0.75 |
10.7% |
47.25 |
ATR |
20.44 |
19.60 |
-0.83 |
-4.1% |
0.00 |
Volume |
2,041 |
2,070 |
29 |
1.4% |
15,059 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.75 |
1,689.75 |
1,675.25 |
|
R3 |
1,685.00 |
1,682.00 |
1,673.25 |
|
R2 |
1,677.25 |
1,677.25 |
1,672.50 |
|
R1 |
1,674.25 |
1,674.25 |
1,671.75 |
1,675.75 |
PP |
1,669.50 |
1,669.50 |
1,669.50 |
1,670.50 |
S1 |
1,666.50 |
1,666.50 |
1,670.25 |
1,668.00 |
S2 |
1,661.75 |
1,661.75 |
1,669.50 |
|
S3 |
1,654.00 |
1,658.75 |
1,668.75 |
|
S4 |
1,646.25 |
1,651.00 |
1,666.75 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.25 |
1,775.25 |
1,690.00 |
|
R3 |
1,745.00 |
1,728.00 |
1,677.00 |
|
R2 |
1,697.75 |
1,697.75 |
1,672.75 |
|
R1 |
1,680.75 |
1,680.75 |
1,668.25 |
1,689.25 |
PP |
1,650.50 |
1,650.50 |
1,650.50 |
1,654.50 |
S1 |
1,633.50 |
1,633.50 |
1,659.75 |
1,642.00 |
S2 |
1,603.25 |
1,603.25 |
1,655.25 |
|
S3 |
1,556.00 |
1,586.25 |
1,651.00 |
|
S4 |
1,508.75 |
1,539.00 |
1,638.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.75 |
1,629.25 |
43.50 |
2.6% |
11.75 |
0.7% |
96% |
True |
False |
2,553 |
10 |
1,672.75 |
1,586.50 |
86.25 |
5.2% |
15.50 |
0.9% |
98% |
True |
False |
3,096 |
20 |
1,672.75 |
1,547.25 |
125.50 |
7.5% |
21.25 |
1.3% |
99% |
True |
False |
3,720 |
40 |
1,672.75 |
1,547.25 |
125.50 |
7.5% |
21.25 |
1.3% |
99% |
True |
False |
2,077 |
60 |
1,672.75 |
1,523.50 |
149.25 |
8.9% |
18.00 |
1.1% |
99% |
True |
False |
1,425 |
80 |
1,672.75 |
1,519.50 |
153.25 |
9.2% |
17.25 |
1.0% |
99% |
True |
False |
1,100 |
100 |
1,672.75 |
1,466.00 |
206.75 |
12.4% |
16.00 |
1.0% |
99% |
True |
False |
919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.75 |
2.618 |
1,693.00 |
1.618 |
1,685.25 |
1.000 |
1,680.50 |
0.618 |
1,677.50 |
HIGH |
1,672.75 |
0.618 |
1,669.75 |
0.500 |
1,669.00 |
0.382 |
1,668.00 |
LOW |
1,665.00 |
0.618 |
1,660.25 |
1.000 |
1,657.25 |
1.618 |
1,652.50 |
2.618 |
1,644.75 |
4.250 |
1,632.00 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,670.25 |
1,668.00 |
PP |
1,669.50 |
1,665.00 |
S1 |
1,669.00 |
1,662.00 |
|