Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,286.8 |
1,279.4 |
-7.4 |
-0.6% |
1,221.6 |
High |
1,296.0 |
1,295.3 |
-0.7 |
-0.1% |
1,296.5 |
Low |
1,279.7 |
1,279.3 |
-0.4 |
0.0% |
1,221.2 |
Close |
1,286.5 |
1,293.0 |
6.5 |
0.5% |
1,280.7 |
Range |
16.3 |
16.0 |
-0.3 |
-1.8% |
75.3 |
ATR |
26.6 |
25.8 |
-0.8 |
-2.8% |
0.0 |
Volume |
1,297 |
1,209 |
-88 |
-6.8% |
9,869 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.2 |
1,331.1 |
1,301.8 |
|
R3 |
1,321.2 |
1,315.1 |
1,297.4 |
|
R2 |
1,305.2 |
1,305.2 |
1,295.9 |
|
R1 |
1,299.1 |
1,299.1 |
1,294.5 |
1,302.2 |
PP |
1,289.2 |
1,289.2 |
1,289.2 |
1,290.7 |
S1 |
1,283.1 |
1,283.1 |
1,291.5 |
1,286.2 |
S2 |
1,273.2 |
1,273.2 |
1,290.1 |
|
S3 |
1,257.2 |
1,267.1 |
1,288.6 |
|
S4 |
1,241.2 |
1,251.1 |
1,284.2 |
|
|
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 |
1,250.2 |
46.3 |
3.6% |
15.5 |
1.2% |
92% |
False |
False |
1,746 |
10 |
1,296.5 |
1,214.4 |
82.1 |
6.3% |
18.9 |
1.5% |
96% |
False |
False |
1,965 |
20 |
1,387.3 |
1,187.9 |
199.4 |
15.4% |
25.8 |
2.0% |
53% |
False |
False |
1,477 |
40 |
1,423.0 |
1,187.9 |
235.1 |
18.2% |
23.5 |
1.8% |
45% |
False |
False |
988 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.8% |
20.8 |
1.6% |
36% |
False |
False |
1,019 |
80 |
1,622.3 |
1,187.9 |
434.4 |
33.6% |
21.8 |
1.7% |
24% |
False |
False |
883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.3 |
2.618 |
1,337.2 |
1.618 |
1,321.2 |
1.000 |
1,311.3 |
0.618 |
1,305.2 |
HIGH |
1,295.3 |
0.618 |
1,289.2 |
0.500 |
1,287.3 |
0.382 |
1,285.4 |
LOW |
1,279.3 |
0.618 |
1,269.4 |
1.000 |
1,263.3 |
1.618 |
1,253.4 |
2.618 |
1,237.4 |
4.250 |
1,211.3 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,291.1 |
1,290.0 |
PP |
1,289.2 |
1,286.9 |
S1 |
1,287.3 |
1,283.9 |
|