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 |
1,665.25 |
1,670.25 |
5.00 |
0.3% |
1,622.25 |
High |
1,674.00 |
1,682.25 |
8.25 |
0.5% |
1,667.25 |
Low |
1,660.00 |
1,665.25 |
5.25 |
0.3% |
1,620.00 |
Close |
1,669.20 |
1,674.25 |
5.05 |
0.3% |
1,664.00 |
Range |
14.00 |
17.00 |
3.00 |
21.4% |
47.25 |
ATR |
18.75 |
18.62 |
-0.12 |
-0.7% |
0.00 |
Volume |
3,091 |
7,932 |
4,841 |
156.6% |
15,059 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.00 |
1,716.50 |
1,683.50 |
|
R3 |
1,708.00 |
1,699.50 |
1,679.00 |
|
R2 |
1,691.00 |
1,691.00 |
1,677.25 |
|
R1 |
1,682.50 |
1,682.50 |
1,675.75 |
1,686.75 |
PP |
1,674.00 |
1,674.00 |
1,674.00 |
1,676.00 |
S1 |
1,665.50 |
1,665.50 |
1,672.75 |
1,669.75 |
S2 |
1,657.00 |
1,657.00 |
1,671.25 |
|
S3 |
1,640.00 |
1,648.50 |
1,669.50 |
|
S4 |
1,623.00 |
1,631.50 |
1,665.00 |
|
|
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 |
1,682.25 |
1,660.00 |
22.25 |
1.3% |
11.75 |
0.7% |
64% |
True |
False |
3,317 |
10 |
1,682.25 |
1,602.75 |
79.50 |
4.7% |
13.50 |
0.8% |
90% |
True |
False |
3,191 |
20 |
1,682.25 |
1,547.25 |
135.00 |
8.1% |
20.00 |
1.2% |
94% |
True |
False |
4,166 |
40 |
1,682.25 |
1,547.25 |
135.00 |
8.1% |
21.50 |
1.3% |
94% |
True |
False |
2,327 |
60 |
1,682.25 |
1,547.25 |
135.00 |
8.1% |
18.00 |
1.1% |
94% |
True |
False |
1,627 |
80 |
1,682.25 |
1,519.50 |
162.75 |
9.7% |
17.25 |
1.0% |
95% |
True |
False |
1,255 |
100 |
1,682.25 |
1,466.00 |
216.25 |
12.9% |
16.00 |
0.9% |
96% |
True |
False |
1,043 |
120 |
1,682.25 |
1,466.00 |
216.25 |
12.9% |
14.75 |
0.9% |
96% |
True |
False |
899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.50 |
2.618 |
1,726.75 |
1.618 |
1,709.75 |
1.000 |
1,699.25 |
0.618 |
1,692.75 |
HIGH |
1,682.25 |
0.618 |
1,675.75 |
0.500 |
1,673.75 |
0.382 |
1,671.75 |
LOW |
1,665.25 |
0.618 |
1,654.75 |
1.000 |
1,648.25 |
1.618 |
1,637.75 |
2.618 |
1,620.75 |
4.250 |
1,593.00 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.00 |
1,673.25 |
PP |
1,674.00 |
1,672.25 |
S1 |
1,673.75 |
1,671.00 |
|