Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,673.50 |
1,684.00 |
10.50 |
0.6% |
1,665.00 |
High |
1,684.00 |
1,687.25 |
3.25 |
0.2% |
1,684.00 |
Low |
1,669.00 |
1,679.25 |
10.25 |
0.6% |
1,660.00 |
Close |
1,683.00 |
1,684.00 |
1.00 |
0.1% |
1,683.00 |
Range |
15.00 |
8.00 |
-7.00 |
-46.7% |
24.00 |
ATR |
18.37 |
17.62 |
-0.74 |
-4.0% |
0.00 |
Volume |
2,773 |
3,503 |
730 |
26.3% |
17,320 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.50 |
1,703.75 |
1,688.50 |
|
R3 |
1,699.50 |
1,695.75 |
1,686.25 |
|
R2 |
1,691.50 |
1,691.50 |
1,685.50 |
|
R1 |
1,687.75 |
1,687.75 |
1,684.75 |
1,688.00 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,683.50 |
S1 |
1,679.75 |
1,679.75 |
1,683.25 |
1,680.00 |
S2 |
1,675.50 |
1,675.50 |
1,682.50 |
|
S3 |
1,667.50 |
1,671.75 |
1,681.75 |
|
S4 |
1,659.50 |
1,663.75 |
1,679.50 |
|
|
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 |
1,687.25 |
1,660.00 |
27.25 |
1.6% |
13.25 |
0.8% |
88% |
True |
False |
3,750 |
10 |
1,687.25 |
1,629.25 |
58.00 |
3.4% |
12.50 |
0.7% |
94% |
True |
False |
3,152 |
20 |
1,687.25 |
1,547.25 |
140.00 |
8.3% |
17.50 |
1.0% |
98% |
True |
False |
3,994 |
40 |
1,687.25 |
1,547.25 |
140.00 |
8.3% |
20.50 |
1.2% |
98% |
True |
False |
2,456 |
60 |
1,687.25 |
1,547.25 |
140.00 |
8.3% |
18.25 |
1.1% |
98% |
True |
False |
1,730 |
80 |
1,687.25 |
1,519.50 |
167.75 |
10.0% |
17.25 |
1.0% |
98% |
True |
False |
1,331 |
100 |
1,687.25 |
1,485.00 |
202.25 |
12.0% |
15.75 |
0.9% |
98% |
True |
False |
1,106 |
120 |
1,687.25 |
1,466.00 |
221.25 |
13.1% |
15.00 |
0.9% |
99% |
True |
False |
951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.25 |
2.618 |
1,708.25 |
1.618 |
1,700.25 |
1.000 |
1,695.25 |
0.618 |
1,692.25 |
HIGH |
1,687.25 |
0.618 |
1,684.25 |
0.500 |
1,683.25 |
0.382 |
1,682.25 |
LOW |
1,679.25 |
0.618 |
1,674.25 |
1.000 |
1,671.25 |
1.618 |
1,666.25 |
2.618 |
1,658.25 |
4.250 |
1,645.25 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,683.75 |
1,681.50 |
PP |
1,683.50 |
1,678.75 |
S1 |
1,683.25 |
1,676.25 |
|