Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.75 |
1,682.00 |
-2.75 |
-0.2% |
1,665.00 |
High |
1,688.75 |
1,688.25 |
-0.50 |
0.0% |
1,684.00 |
Low |
1,679.50 |
1,671.50 |
-8.00 |
-0.5% |
1,660.00 |
Close |
1,682.00 |
1,677.50 |
-4.50 |
-0.3% |
1,683.00 |
Range |
9.25 |
16.75 |
7.50 |
81.1% |
24.00 |
ATR |
17.03 |
17.01 |
-0.02 |
-0.1% |
0.00 |
Volume |
4,231 |
3,805 |
-426 |
-10.1% |
17,320 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.25 |
1,720.25 |
1,686.75 |
|
R3 |
1,712.50 |
1,703.50 |
1,682.00 |
|
R2 |
1,695.75 |
1,695.75 |
1,680.50 |
|
R1 |
1,686.75 |
1,686.75 |
1,679.00 |
1,683.00 |
PP |
1,679.00 |
1,679.00 |
1,679.00 |
1,677.25 |
S1 |
1,670.00 |
1,670.00 |
1,676.00 |
1,666.00 |
S2 |
1,662.25 |
1,662.25 |
1,674.50 |
|
S3 |
1,645.50 |
1,653.25 |
1,673.00 |
|
S4 |
1,628.75 |
1,636.50 |
1,668.25 |
|
|
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 |
1,665.25 |
23.50 |
1.4% |
13.25 |
0.8% |
52% |
False |
False |
4,448 |
10 |
1,688.75 |
1,651.50 |
37.25 |
2.2% |
12.00 |
0.7% |
70% |
False |
False |
3,532 |
20 |
1,688.75 |
1,567.25 |
121.50 |
7.2% |
15.75 |
0.9% |
91% |
False |
False |
3,765 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
20.00 |
1.2% |
92% |
False |
False |
2,639 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
18.25 |
1.1% |
92% |
False |
False |
1,862 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.25 |
1.0% |
93% |
False |
False |
1,429 |
100 |
1,688.75 |
1,494.75 |
194.00 |
11.6% |
15.75 |
0.9% |
94% |
False |
False |
1,186 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.3% |
15.00 |
0.9% |
95% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.50 |
2.618 |
1,732.00 |
1.618 |
1,715.25 |
1.000 |
1,705.00 |
0.618 |
1,698.50 |
HIGH |
1,688.25 |
0.618 |
1,681.75 |
0.500 |
1,680.00 |
0.382 |
1,678.00 |
LOW |
1,671.50 |
0.618 |
1,661.25 |
1.000 |
1,654.75 |
1.618 |
1,644.50 |
2.618 |
1,627.75 |
4.250 |
1,600.25 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.00 |
1,680.00 |
PP |
1,679.00 |
1,679.25 |
S1 |
1,678.25 |
1,678.50 |
|