Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,670.25 |
1,673.50 |
3.25 |
0.2% |
1,665.00 |
High |
1,682.25 |
1,684.00 |
1.75 |
0.1% |
1,684.00 |
Low |
1,665.25 |
1,669.00 |
3.75 |
0.2% |
1,660.00 |
Close |
1,674.25 |
1,683.00 |
8.75 |
0.5% |
1,683.00 |
Range |
17.00 |
15.00 |
-2.00 |
-11.8% |
24.00 |
ATR |
18.62 |
18.37 |
-0.26 |
-1.4% |
0.00 |
Volume |
7,932 |
2,773 |
-5,159 |
-65.0% |
17,320 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.75 |
1,718.25 |
1,691.25 |
|
R3 |
1,708.75 |
1,703.25 |
1,687.00 |
|
R2 |
1,693.75 |
1,693.75 |
1,685.75 |
|
R1 |
1,688.25 |
1,688.25 |
1,684.50 |
1,691.00 |
PP |
1,678.75 |
1,678.75 |
1,678.75 |
1,680.00 |
S1 |
1,673.25 |
1,673.25 |
1,681.50 |
1,676.00 |
S2 |
1,663.75 |
1,663.75 |
1,680.25 |
|
S3 |
1,648.75 |
1,658.25 |
1,679.00 |
|
S4 |
1,633.75 |
1,643.25 |
1,674.75 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.75 |
1,739.25 |
1,696.25 |
|
R3 |
1,723.75 |
1,715.25 |
1,689.50 |
|
R2 |
1,699.75 |
1,699.75 |
1,687.50 |
|
R1 |
1,691.25 |
1,691.25 |
1,685.25 |
1,695.50 |
PP |
1,675.75 |
1,675.75 |
1,675.75 |
1,677.75 |
S1 |
1,667.25 |
1,667.25 |
1,680.75 |
1,671.50 |
S2 |
1,651.75 |
1,651.75 |
1,678.50 |
|
S3 |
1,627.75 |
1,643.25 |
1,676.50 |
|
S4 |
1,603.75 |
1,619.25 |
1,669.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,684.00 |
1,660.00 |
24.00 |
1.4% |
13.25 |
0.8% |
96% |
True |
False |
3,464 |
10 |
1,684.00 |
1,620.00 |
64.00 |
3.8% |
13.00 |
0.8% |
98% |
True |
False |
3,237 |
20 |
1,684.00 |
1,547.25 |
136.75 |
8.1% |
18.50 |
1.1% |
99% |
True |
False |
4,133 |
40 |
1,684.00 |
1,547.25 |
136.75 |
8.1% |
21.00 |
1.2% |
99% |
True |
False |
2,383 |
60 |
1,684.00 |
1,547.25 |
136.75 |
8.1% |
18.25 |
1.1% |
99% |
True |
False |
1,673 |
80 |
1,684.00 |
1,519.50 |
164.50 |
9.8% |
17.25 |
1.0% |
99% |
True |
False |
1,289 |
100 |
1,684.00 |
1,473.50 |
210.50 |
12.5% |
16.00 |
0.9% |
100% |
True |
False |
1,071 |
120 |
1,684.00 |
1,466.00 |
218.00 |
13.0% |
15.00 |
0.9% |
100% |
True |
False |
922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.75 |
2.618 |
1,723.25 |
1.618 |
1,708.25 |
1.000 |
1,699.00 |
0.618 |
1,693.25 |
HIGH |
1,684.00 |
0.618 |
1,678.25 |
0.500 |
1,676.50 |
0.382 |
1,674.75 |
LOW |
1,669.00 |
0.618 |
1,659.75 |
1.000 |
1,654.00 |
1.618 |
1,644.75 |
2.618 |
1,629.75 |
4.250 |
1,605.25 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.75 |
1,679.25 |
PP |
1,678.75 |
1,675.75 |
S1 |
1,676.50 |
1,672.00 |
|