Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,677.25 |
1,679.50 |
2.25 |
0.1% |
1,684.00 |
High |
1,680.00 |
1,682.25 |
2.25 |
0.1% |
1,688.75 |
Low |
1,665.75 |
1,664.25 |
-1.50 |
-0.1% |
1,664.25 |
Close |
1,677.75 |
1,680.25 |
2.50 |
0.1% |
1,680.25 |
Range |
14.25 |
18.00 |
3.75 |
26.3% |
24.50 |
ATR |
16.81 |
16.89 |
0.09 |
0.5% |
0.00 |
Volume |
1,760 |
5,809 |
4,049 |
230.1% |
19,108 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.50 |
1,723.00 |
1,690.25 |
|
R3 |
1,711.50 |
1,705.00 |
1,685.25 |
|
R2 |
1,693.50 |
1,693.50 |
1,683.50 |
|
R1 |
1,687.00 |
1,687.00 |
1,682.00 |
1,690.25 |
PP |
1,675.50 |
1,675.50 |
1,675.50 |
1,677.25 |
S1 |
1,669.00 |
1,669.00 |
1,678.50 |
1,672.25 |
S2 |
1,657.50 |
1,657.50 |
1,677.00 |
|
S3 |
1,639.50 |
1,651.00 |
1,675.25 |
|
S4 |
1,621.50 |
1,633.00 |
1,670.25 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.25 |
1,740.25 |
1,693.75 |
|
R3 |
1,726.75 |
1,715.75 |
1,687.00 |
|
R2 |
1,702.25 |
1,702.25 |
1,684.75 |
|
R1 |
1,691.25 |
1,691.25 |
1,682.50 |
1,684.50 |
PP |
1,677.75 |
1,677.75 |
1,677.75 |
1,674.50 |
S1 |
1,666.75 |
1,666.75 |
1,678.00 |
1,660.00 |
S2 |
1,653.25 |
1,653.25 |
1,675.75 |
|
S3 |
1,628.75 |
1,642.25 |
1,673.50 |
|
S4 |
1,604.25 |
1,617.75 |
1,666.75 |
|
|
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 |
1,664.25 |
24.50 |
1.5% |
13.25 |
0.8% |
65% |
False |
True |
3,821 |
10 |
1,688.75 |
1,660.00 |
28.75 |
1.7% |
13.25 |
0.8% |
70% |
False |
False |
3,642 |
20 |
1,688.75 |
1,586.50 |
102.25 |
6.1% |
15.00 |
0.9% |
92% |
False |
False |
3,608 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
20.00 |
1.2% |
94% |
False |
False |
2,817 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
18.25 |
1.1% |
94% |
False |
False |
1,985 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.50 |
1.0% |
95% |
False |
False |
1,523 |
100 |
1,688.75 |
1,519.00 |
169.75 |
10.1% |
15.75 |
0.9% |
95% |
False |
False |
1,262 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.3% |
15.00 |
0.9% |
96% |
False |
False |
1,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.75 |
2.618 |
1,729.25 |
1.618 |
1,711.25 |
1.000 |
1,700.25 |
0.618 |
1,693.25 |
HIGH |
1,682.25 |
0.618 |
1,675.25 |
0.500 |
1,673.25 |
0.382 |
1,671.25 |
LOW |
1,664.25 |
0.618 |
1,653.25 |
1.000 |
1,646.25 |
1.618 |
1,635.25 |
2.618 |
1,617.25 |
4.250 |
1,587.75 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,678.00 |
1,679.00 |
PP |
1,675.50 |
1,677.50 |
S1 |
1,673.25 |
1,676.25 |
|