Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.00 |
1,684.75 |
0.75 |
0.0% |
1,665.00 |
High |
1,687.25 |
1,688.75 |
1.50 |
0.1% |
1,684.00 |
Low |
1,679.25 |
1,679.50 |
0.25 |
0.0% |
1,660.00 |
Close |
1,684.00 |
1,682.00 |
-2.00 |
-0.1% |
1,683.00 |
Range |
8.00 |
9.25 |
1.25 |
15.6% |
24.00 |
ATR |
17.62 |
17.03 |
-0.60 |
-3.4% |
0.00 |
Volume |
3,503 |
4,231 |
728 |
20.8% |
17,320 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.25 |
1,705.75 |
1,687.00 |
|
R3 |
1,702.00 |
1,696.50 |
1,684.50 |
|
R2 |
1,692.75 |
1,692.75 |
1,683.75 |
|
R1 |
1,687.25 |
1,687.25 |
1,682.75 |
1,685.50 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,682.50 |
S1 |
1,678.00 |
1,678.00 |
1,681.25 |
1,676.00 |
S2 |
1,674.25 |
1,674.25 |
1,680.25 |
|
S3 |
1,665.00 |
1,668.75 |
1,679.50 |
|
S4 |
1,655.75 |
1,659.50 |
1,677.00 |
|
|
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 |
1,688.75 |
1,660.00 |
28.75 |
1.7% |
12.75 |
0.8% |
77% |
True |
False |
4,306 |
10 |
1,688.75 |
1,634.75 |
54.00 |
3.2% |
12.25 |
0.7% |
88% |
True |
False |
3,374 |
20 |
1,688.75 |
1,549.75 |
139.00 |
8.3% |
16.50 |
1.0% |
95% |
True |
False |
3,902 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
20.25 |
1.2% |
95% |
True |
False |
2,545 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
18.25 |
1.1% |
95% |
True |
False |
1,800 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.25 |
1.0% |
96% |
True |
False |
1,383 |
100 |
1,688.75 |
1,485.00 |
203.75 |
12.1% |
15.75 |
0.9% |
97% |
True |
False |
1,148 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.2% |
15.00 |
0.9% |
97% |
True |
False |
986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.00 |
2.618 |
1,713.00 |
1.618 |
1,703.75 |
1.000 |
1,698.00 |
0.618 |
1,694.50 |
HIGH |
1,688.75 |
0.618 |
1,685.25 |
0.500 |
1,684.00 |
0.382 |
1,683.00 |
LOW |
1,679.50 |
0.618 |
1,673.75 |
1.000 |
1,670.25 |
1.618 |
1,664.50 |
2.618 |
1,655.25 |
4.250 |
1,640.25 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,684.00 |
1,681.00 |
PP |
1,683.50 |
1,680.00 |
S1 |
1,682.75 |
1,679.00 |
|