Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,279.1 |
1,286.2 |
7.1 |
0.6% |
1,286.8 |
High |
1,288.6 |
1,298.6 |
10.0 |
0.8% |
1,299.5 |
Low |
1,279.1 |
1,286.2 |
7.1 |
0.6% |
1,273.8 |
Close |
1,286.5 |
1,295.0 |
8.5 |
0.7% |
1,295.0 |
Range |
9.5 |
12.4 |
2.9 |
30.5% |
25.7 |
ATR |
24.6 |
23.8 |
-0.9 |
-3.5% |
0.0 |
Volume |
2,397 |
2,697 |
300 |
12.5% |
9,371 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.5 |
1,325.1 |
1,301.8 |
|
R3 |
1,318.1 |
1,312.7 |
1,298.4 |
|
R2 |
1,305.7 |
1,305.7 |
1,297.3 |
|
R1 |
1,300.3 |
1,300.3 |
1,296.1 |
1,303.0 |
PP |
1,293.3 |
1,293.3 |
1,293.3 |
1,294.6 |
S1 |
1,287.9 |
1,287.9 |
1,293.9 |
1,290.6 |
S2 |
1,280.9 |
1,280.9 |
1,292.7 |
|
S3 |
1,268.5 |
1,275.5 |
1,291.6 |
|
S4 |
1,256.1 |
1,263.1 |
1,288.2 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.5 |
1,356.5 |
1,309.1 |
|
R3 |
1,340.8 |
1,330.8 |
1,302.1 |
|
R2 |
1,315.1 |
1,315.1 |
1,299.7 |
|
R1 |
1,305.1 |
1,305.1 |
1,297.4 |
1,310.1 |
PP |
1,289.4 |
1,289.4 |
1,289.4 |
1,292.0 |
S1 |
1,279.4 |
1,279.4 |
1,292.6 |
1,284.4 |
S2 |
1,263.7 |
1,263.7 |
1,290.3 |
|
S3 |
1,238.0 |
1,253.7 |
1,287.9 |
|
S4 |
1,212.3 |
1,228.0 |
1,280.9 |
|
|
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 |
1,273.8 |
25.7 |
2.0% |
16.0 |
1.2% |
82% |
False |
False |
1,874 |
10 |
1,299.5 |
1,221.2 |
78.3 |
6.0% |
16.2 |
1.3% |
94% |
False |
False |
1,924 |
20 |
1,304.1 |
1,187.9 |
116.2 |
9.0% |
23.0 |
1.8% |
92% |
False |
False |
1,783 |
40 |
1,423.0 |
1,187.9 |
235.1 |
18.2% |
21.5 |
1.7% |
46% |
False |
False |
1,133 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.7% |
20.9 |
1.6% |
36% |
False |
False |
1,104 |
80 |
1,613.6 |
1,187.9 |
425.7 |
32.9% |
22.1 |
1.7% |
25% |
False |
False |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.3 |
2.618 |
1,331.1 |
1.618 |
1,318.7 |
1.000 |
1,311.0 |
0.618 |
1,306.3 |
HIGH |
1,298.6 |
0.618 |
1,293.9 |
0.500 |
1,292.4 |
0.382 |
1,290.9 |
LOW |
1,286.2 |
0.618 |
1,278.5 |
1.000 |
1,273.8 |
1.618 |
1,266.1 |
2.618 |
1,253.7 |
4.250 |
1,233.5 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,294.1 |
1,292.2 |
PP |
1,293.3 |
1,289.4 |
S1 |
1,292.4 |
1,286.7 |
|