Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,682.00 |
1,677.25 |
-4.75 |
-0.3% |
1,665.00 |
High |
1,688.25 |
1,680.00 |
-8.25 |
-0.5% |
1,684.00 |
Low |
1,671.50 |
1,665.75 |
-5.75 |
-0.3% |
1,660.00 |
Close |
1,677.50 |
1,677.75 |
0.25 |
0.0% |
1,683.00 |
Range |
16.75 |
14.25 |
-2.50 |
-14.9% |
24.00 |
ATR |
17.01 |
16.81 |
-0.20 |
-1.2% |
0.00 |
Volume |
3,805 |
1,760 |
-2,045 |
-53.7% |
17,320 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.25 |
1,711.75 |
1,685.50 |
|
R3 |
1,703.00 |
1,697.50 |
1,681.75 |
|
R2 |
1,688.75 |
1,688.75 |
1,680.25 |
|
R1 |
1,683.25 |
1,683.25 |
1,679.00 |
1,686.00 |
PP |
1,674.50 |
1,674.50 |
1,674.50 |
1,676.00 |
S1 |
1,669.00 |
1,669.00 |
1,676.50 |
1,671.75 |
S2 |
1,660.25 |
1,660.25 |
1,675.25 |
|
S3 |
1,646.00 |
1,654.75 |
1,673.75 |
|
S4 |
1,631.75 |
1,640.50 |
1,670.00 |
|
|
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 |
1,665.75 |
23.00 |
1.4% |
12.75 |
0.8% |
52% |
False |
True |
3,214 |
10 |
1,688.75 |
1,660.00 |
28.75 |
1.7% |
12.25 |
0.7% |
62% |
False |
False |
3,266 |
20 |
1,688.75 |
1,586.50 |
102.25 |
6.1% |
15.00 |
0.9% |
89% |
False |
False |
3,479 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
20.00 |
1.2% |
92% |
False |
False |
2,680 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
18.25 |
1.1% |
92% |
False |
False |
1,889 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.25 |
1.0% |
94% |
False |
False |
1,450 |
100 |
1,688.75 |
1,507.50 |
181.25 |
10.8% |
15.75 |
0.9% |
94% |
False |
False |
1,204 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.3% |
15.00 |
0.9% |
95% |
False |
False |
1,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.50 |
2.618 |
1,717.25 |
1.618 |
1,703.00 |
1.000 |
1,694.25 |
0.618 |
1,688.75 |
HIGH |
1,680.00 |
0.618 |
1,674.50 |
0.500 |
1,673.00 |
0.382 |
1,671.25 |
LOW |
1,665.75 |
0.618 |
1,657.00 |
1.000 |
1,651.50 |
1.618 |
1,642.75 |
2.618 |
1,628.50 |
4.250 |
1,605.25 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.00 |
1,677.50 |
PP |
1,674.50 |
1,677.50 |
S1 |
1,673.00 |
1,677.25 |
|