Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,290.7 |
1,279.1 |
-11.6 |
-0.9% |
1,221.6 |
High |
1,299.5 |
1,288.6 |
-10.9 |
-0.8% |
1,296.5 |
Low |
1,273.8 |
1,279.1 |
5.3 |
0.4% |
1,221.2 |
Close |
1,279.8 |
1,286.5 |
6.7 |
0.5% |
1,280.7 |
Range |
25.7 |
9.5 |
-16.2 |
-63.0% |
75.3 |
ATR |
25.8 |
24.6 |
-1.2 |
-4.5% |
0.0 |
Volume |
1,771 |
2,397 |
626 |
35.3% |
9,869 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,309.4 |
1,291.7 |
|
R3 |
1,303.7 |
1,299.9 |
1,289.1 |
|
R2 |
1,294.2 |
1,294.2 |
1,288.2 |
|
R1 |
1,290.4 |
1,290.4 |
1,287.4 |
1,292.3 |
PP |
1,284.7 |
1,284.7 |
1,284.7 |
1,285.7 |
S1 |
1,280.9 |
1,280.9 |
1,285.6 |
1,282.8 |
S2 |
1,275.2 |
1,275.2 |
1,284.8 |
|
S3 |
1,265.7 |
1,271.4 |
1,283.9 |
|
S4 |
1,256.2 |
1,261.9 |
1,281.3 |
|
|
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 |
1,299.5 |
1,271.7 |
27.8 |
2.2% |
16.6 |
1.3% |
53% |
False |
False |
1,834 |
10 |
1,299.5 |
1,214.4 |
85.1 |
6.6% |
19.3 |
1.5% |
85% |
False |
False |
2,113 |
20 |
1,340.0 |
1,187.9 |
152.1 |
11.8% |
25.4 |
2.0% |
65% |
False |
False |
1,672 |
40 |
1,423.0 |
1,187.9 |
235.1 |
18.3% |
22.1 |
1.7% |
42% |
False |
False |
1,071 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.9% |
20.8 |
1.6% |
34% |
False |
False |
1,067 |
80 |
1,613.6 |
1,187.9 |
425.7 |
33.1% |
22.1 |
1.7% |
23% |
False |
False |
928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.0 |
2.618 |
1,313.5 |
1.618 |
1,304.0 |
1.000 |
1,298.1 |
0.618 |
1,294.5 |
HIGH |
1,288.6 |
0.618 |
1,285.0 |
0.500 |
1,283.9 |
0.382 |
1,282.7 |
LOW |
1,279.1 |
0.618 |
1,273.2 |
1.000 |
1,269.6 |
1.618 |
1,263.7 |
2.618 |
1,254.2 |
4.250 |
1,238.7 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,285.6 |
1,286.7 |
PP |
1,284.7 |
1,286.6 |
S1 |
1,283.9 |
1,286.6 |
|