Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,286.3 |
1,286.8 |
0.5 |
0.0% |
1,221.6 |
High |
1,287.1 |
1,296.0 |
8.9 |
0.7% |
1,296.5 |
Low |
1,271.7 |
1,279.7 |
8.0 |
0.6% |
1,221.2 |
Close |
1,280.7 |
1,286.5 |
5.8 |
0.5% |
1,280.7 |
Range |
15.4 |
16.3 |
0.9 |
5.8% |
75.3 |
ATR |
27.3 |
26.6 |
-0.8 |
-2.9% |
0.0 |
Volume |
2,499 |
1,297 |
-1,202 |
-48.1% |
9,869 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.3 |
1,327.7 |
1,295.5 |
|
R3 |
1,320.0 |
1,311.4 |
1,291.0 |
|
R2 |
1,303.7 |
1,303.7 |
1,289.5 |
|
R1 |
1,295.1 |
1,295.1 |
1,288.0 |
1,291.3 |
PP |
1,287.4 |
1,287.4 |
1,287.4 |
1,285.5 |
S1 |
1,278.8 |
1,278.8 |
1,285.0 |
1,275.0 |
S2 |
1,271.1 |
1,271.1 |
1,283.5 |
|
S3 |
1,254.8 |
1,262.5 |
1,282.0 |
|
S4 |
1,238.5 |
1,246.2 |
1,277.5 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.0 |
1,461.7 |
1,322.1 |
|
R3 |
1,416.7 |
1,386.4 |
1,301.4 |
|
R2 |
1,341.4 |
1,341.4 |
1,294.5 |
|
R1 |
1,311.1 |
1,311.1 |
1,287.6 |
1,326.3 |
PP |
1,266.1 |
1,266.1 |
1,266.1 |
1,273.7 |
S1 |
1,235.8 |
1,235.8 |
1,273.8 |
1,251.0 |
S2 |
1,190.8 |
1,190.8 |
1,266.9 |
|
S3 |
1,115.5 |
1,160.5 |
1,260.0 |
|
S4 |
1,040.2 |
1,085.2 |
1,239.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.5 |
1,237.0 |
59.5 |
4.6% |
16.1 |
1.3% |
83% |
False |
False |
1,959 |
10 |
1,296.5 |
1,214.4 |
82.1 |
6.4% |
19.7 |
1.5% |
88% |
False |
False |
1,964 |
20 |
1,392.2 |
1,187.9 |
204.3 |
15.9% |
25.3 |
2.0% |
48% |
False |
False |
1,452 |
40 |
1,423.0 |
1,187.9 |
235.1 |
18.3% |
23.5 |
1.8% |
42% |
False |
False |
961 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.9% |
21.0 |
1.6% |
34% |
False |
False |
1,009 |
80 |
1,622.3 |
1,187.9 |
434.4 |
33.8% |
21.7 |
1.7% |
23% |
False |
False |
874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.3 |
2.618 |
1,338.7 |
1.618 |
1,322.4 |
1.000 |
1,312.3 |
0.618 |
1,306.1 |
HIGH |
1,296.0 |
0.618 |
1,289.8 |
0.500 |
1,287.9 |
0.382 |
1,285.9 |
LOW |
1,279.7 |
0.618 |
1,269.6 |
1.000 |
1,263.4 |
1.618 |
1,253.3 |
2.618 |
1,237.0 |
4.250 |
1,210.4 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,287.9 |
1,285.7 |
PP |
1,287.4 |
1,284.9 |
S1 |
1,287.0 |
1,284.1 |
|