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 |
1,665.00 |
1,671.25 |
6.25 |
0.4% |
1,622.25 |
High |
1,672.75 |
1,673.00 |
0.25 |
0.0% |
1,667.25 |
Low |
1,665.00 |
1,660.25 |
-4.75 |
-0.3% |
1,620.00 |
Close |
1,671.00 |
1,664.75 |
-6.25 |
-0.4% |
1,664.00 |
Range |
7.75 |
12.75 |
5.00 |
64.5% |
47.25 |
ATR |
19.60 |
19.11 |
-0.49 |
-2.5% |
0.00 |
Volume |
2,070 |
1,454 |
-616 |
-29.8% |
15,059 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.25 |
1,697.25 |
1,671.75 |
|
R3 |
1,691.50 |
1,684.50 |
1,668.25 |
|
R2 |
1,678.75 |
1,678.75 |
1,667.00 |
|
R1 |
1,671.75 |
1,671.75 |
1,666.00 |
1,669.00 |
PP |
1,666.00 |
1,666.00 |
1,666.00 |
1,664.50 |
S1 |
1,659.00 |
1,659.00 |
1,663.50 |
1,656.00 |
S2 |
1,653.25 |
1,653.25 |
1,662.50 |
|
S3 |
1,640.50 |
1,646.25 |
1,661.25 |
|
S4 |
1,627.75 |
1,633.50 |
1,657.75 |
|
|
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 |
1,673.00 |
1,634.75 |
38.25 |
2.3% |
11.75 |
0.7% |
78% |
True |
False |
2,443 |
10 |
1,673.00 |
1,588.25 |
84.75 |
5.1% |
14.00 |
0.8% |
90% |
True |
False |
2,885 |
20 |
1,673.00 |
1,547.25 |
125.75 |
7.6% |
20.75 |
1.2% |
93% |
True |
False |
3,719 |
40 |
1,673.00 |
1,547.25 |
125.75 |
7.6% |
21.25 |
1.3% |
93% |
True |
False |
2,112 |
60 |
1,673.00 |
1,532.00 |
141.00 |
8.5% |
18.00 |
1.1% |
94% |
True |
False |
1,444 |
80 |
1,673.00 |
1,519.50 |
153.50 |
9.2% |
17.25 |
1.0% |
95% |
True |
False |
1,118 |
100 |
1,673.00 |
1,466.00 |
207.00 |
12.4% |
16.00 |
1.0% |
96% |
True |
False |
933 |
120 |
1,673.00 |
1,466.00 |
207.00 |
12.4% |
14.50 |
0.9% |
96% |
True |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.25 |
2.618 |
1,706.50 |
1.618 |
1,693.75 |
1.000 |
1,685.75 |
0.618 |
1,681.00 |
HIGH |
1,673.00 |
0.618 |
1,668.25 |
0.500 |
1,666.50 |
0.382 |
1,665.00 |
LOW |
1,660.25 |
0.618 |
1,652.25 |
1.000 |
1,647.50 |
1.618 |
1,639.50 |
2.618 |
1,626.75 |
4.250 |
1,606.00 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,666.50 |
1,666.50 |
PP |
1,666.00 |
1,666.00 |
S1 |
1,665.50 |
1,665.50 |
|