Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,671.25 |
1,665.25 |
-6.00 |
-0.4% |
1,622.25 |
High |
1,673.00 |
1,674.00 |
1.00 |
0.1% |
1,667.25 |
Low |
1,660.25 |
1,660.00 |
-0.25 |
0.0% |
1,620.00 |
Close |
1,664.75 |
1,669.20 |
4.45 |
0.3% |
1,664.00 |
Range |
12.75 |
14.00 |
1.25 |
9.8% |
47.25 |
ATR |
19.11 |
18.75 |
-0.37 |
-1.9% |
0.00 |
Volume |
1,454 |
3,091 |
1,637 |
112.6% |
15,059 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.75 |
1,703.50 |
1,677.00 |
|
R3 |
1,695.75 |
1,689.50 |
1,673.00 |
|
R2 |
1,681.75 |
1,681.75 |
1,671.75 |
|
R1 |
1,675.50 |
1,675.50 |
1,670.50 |
1,678.50 |
PP |
1,667.75 |
1,667.75 |
1,667.75 |
1,669.25 |
S1 |
1,661.50 |
1,661.50 |
1,668.00 |
1,664.50 |
S2 |
1,653.75 |
1,653.75 |
1,666.75 |
|
S3 |
1,639.75 |
1,647.50 |
1,665.25 |
|
S4 |
1,625.75 |
1,633.50 |
1,661.50 |
|
|
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 |
1,674.00 |
1,651.50 |
22.50 |
1.3% |
11.00 |
0.7% |
79% |
True |
False |
2,616 |
10 |
1,674.00 |
1,588.25 |
85.75 |
5.1% |
13.75 |
0.8% |
94% |
True |
False |
2,915 |
20 |
1,674.00 |
1,547.25 |
126.75 |
7.6% |
20.50 |
1.2% |
96% |
True |
False |
3,834 |
40 |
1,674.00 |
1,547.25 |
126.75 |
7.6% |
21.25 |
1.3% |
96% |
True |
False |
2,169 |
60 |
1,674.00 |
1,547.25 |
126.75 |
7.6% |
18.00 |
1.1% |
96% |
True |
False |
1,495 |
80 |
1,674.00 |
1,519.50 |
154.50 |
9.3% |
17.25 |
1.0% |
97% |
True |
False |
1,156 |
100 |
1,674.00 |
1,466.00 |
208.00 |
12.5% |
16.00 |
1.0% |
98% |
True |
False |
964 |
120 |
1,674.00 |
1,466.00 |
208.00 |
12.5% |
14.75 |
0.9% |
98% |
True |
False |
833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.50 |
2.618 |
1,710.75 |
1.618 |
1,696.75 |
1.000 |
1,688.00 |
0.618 |
1,682.75 |
HIGH |
1,674.00 |
0.618 |
1,668.75 |
0.500 |
1,667.00 |
0.382 |
1,665.25 |
LOW |
1,660.00 |
0.618 |
1,651.25 |
1.000 |
1,646.00 |
1.618 |
1,637.25 |
2.618 |
1,623.25 |
4.250 |
1,600.50 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.50 |
1,668.50 |
PP |
1,667.75 |
1,667.75 |
S1 |
1,667.00 |
1,667.00 |
|