Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,543.97 |
15,547.00 |
3.03 |
0.0% |
15,459.69 |
High |
15,576.21 |
15,604.22 |
28.01 |
0.2% |
15,589.40 |
Low |
15,516.20 |
15,544.06 |
27.86 |
0.2% |
15,415.71 |
Close |
15,545.55 |
15,567.74 |
22.19 |
0.1% |
15,543.74 |
Range |
60.01 |
60.16 |
0.15 |
0.2% |
173.69 |
ATR |
129.58 |
124.62 |
-4.96 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,752.49 |
15,720.27 |
15,600.83 |
|
R3 |
15,692.33 |
15,660.11 |
15,584.28 |
|
R2 |
15,632.17 |
15,632.17 |
15,578.77 |
|
R1 |
15,599.95 |
15,599.95 |
15,573.25 |
15,616.06 |
PP |
15,572.01 |
15,572.01 |
15,572.01 |
15,580.06 |
S1 |
15,539.79 |
15,539.79 |
15,562.23 |
15,555.90 |
S2 |
15,511.85 |
15,511.85 |
15,556.71 |
|
S3 |
15,451.69 |
15,479.63 |
15,551.20 |
|
S4 |
15,391.53 |
15,419.47 |
15,534.65 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,037.35 |
15,964.24 |
15,639.27 |
|
R3 |
15,863.66 |
15,790.55 |
15,591.50 |
|
R2 |
15,689.97 |
15,689.97 |
15,575.58 |
|
R1 |
15,616.86 |
15,616.86 |
15,559.66 |
15,653.42 |
PP |
15,516.28 |
15,516.28 |
15,516.28 |
15,534.56 |
S1 |
15,443.17 |
15,443.17 |
15,527.82 |
15,479.73 |
S2 |
15,342.59 |
15,342.59 |
15,511.90 |
|
S3 |
15,168.90 |
15,269.48 |
15,495.98 |
|
S4 |
14,995.21 |
15,095.79 |
15,448.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,604.22 |
15,438.12 |
166.10 |
1.1% |
72.03 |
0.5% |
78% |
True |
False |
|
10 |
15,604.22 |
15,258.89 |
345.33 |
2.2% |
86.00 |
0.6% |
89% |
True |
False |
|
20 |
15,604.22 |
14,669.69 |
934.53 |
6.0% |
118.82 |
0.8% |
96% |
True |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
159.51 |
1.0% |
97% |
True |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
145.75 |
0.9% |
97% |
True |
False |
|
80 |
15,604.22 |
14,434.43 |
1,169.79 |
7.5% |
141.76 |
0.9% |
97% |
True |
False |
|
100 |
15,604.22 |
13,937.60 |
1,666.62 |
10.7% |
133.66 |
0.9% |
98% |
True |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
131.00 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,859.90 |
2.618 |
15,761.72 |
1.618 |
15,701.56 |
1.000 |
15,664.38 |
0.618 |
15,641.40 |
HIGH |
15,604.22 |
0.618 |
15,581.24 |
0.500 |
15,574.14 |
0.382 |
15,567.04 |
LOW |
15,544.06 |
0.618 |
15,506.88 |
1.000 |
15,483.90 |
1.618 |
15,446.72 |
2.618 |
15,386.56 |
4.250 |
15,288.38 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,574.14 |
15,561.19 |
PP |
15,572.01 |
15,554.64 |
S1 |
15,569.87 |
15,548.09 |
|