| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
14,735 |
14,800 |
65 |
0.4% |
14,620 |
| High |
14,925 |
14,865 |
-60 |
-0.4% |
15,060 |
| Low |
14,610 |
14,685 |
75 |
0.5% |
14,480 |
| Close |
14,775 |
14,785 |
10 |
0.1% |
14,905 |
| Range |
315 |
180 |
-135 |
-42.9% |
580 |
| ATR |
426 |
408 |
-18 |
-4.1% |
0 |
| Volume |
13,438 |
10,931 |
-2,507 |
-18.7% |
54,589 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,318 |
15,232 |
14,884 |
|
| R3 |
15,138 |
15,052 |
14,835 |
|
| R2 |
14,958 |
14,958 |
14,818 |
|
| R1 |
14,872 |
14,872 |
14,802 |
14,825 |
| PP |
14,778 |
14,778 |
14,778 |
14,755 |
| S1 |
14,692 |
14,692 |
14,769 |
14,645 |
| S2 |
14,598 |
14,598 |
14,752 |
|
| S3 |
14,418 |
14,512 |
14,736 |
|
| S4 |
14,238 |
14,332 |
14,686 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,555 |
16,310 |
15,224 |
|
| R3 |
15,975 |
15,730 |
15,065 |
|
| R2 |
15,395 |
15,395 |
15,011 |
|
| R1 |
15,150 |
15,150 |
14,958 |
15,273 |
| PP |
14,815 |
14,815 |
14,815 |
14,876 |
| S1 |
14,570 |
14,570 |
14,852 |
14,693 |
| S2 |
14,235 |
14,235 |
14,799 |
|
| S3 |
13,655 |
13,990 |
14,746 |
|
| S4 |
13,075 |
13,410 |
14,586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,060 |
14,480 |
580 |
3.9% |
363 |
2.5% |
53% |
False |
False |
13,242 |
| 10 |
15,060 |
14,370 |
690 |
4.7% |
323 |
2.2% |
60% |
False |
False |
12,232 |
| 20 |
15,060 |
12,890 |
2,170 |
14.7% |
388 |
2.6% |
87% |
False |
False |
15,366 |
| 40 |
15,060 |
12,420 |
2,640 |
17.9% |
506 |
3.4% |
90% |
False |
False |
17,248 |
| 60 |
16,120 |
12,420 |
3,700 |
25.0% |
447 |
3.0% |
64% |
False |
False |
11,556 |
| 80 |
16,120 |
12,015 |
4,105 |
27.8% |
396 |
2.7% |
67% |
False |
False |
8,695 |
| 100 |
16,120 |
11,770 |
4,350 |
29.4% |
329 |
2.2% |
69% |
False |
False |
6,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,630 |
|
2.618 |
15,336 |
|
1.618 |
15,156 |
|
1.000 |
15,045 |
|
0.618 |
14,976 |
|
HIGH |
14,865 |
|
0.618 |
14,796 |
|
0.500 |
14,775 |
|
0.382 |
14,754 |
|
LOW |
14,685 |
|
0.618 |
14,574 |
|
1.000 |
14,505 |
|
1.618 |
14,394 |
|
2.618 |
14,214 |
|
4.250 |
13,920 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,782 |
14,798 |
| PP |
14,778 |
14,793 |
| S1 |
14,775 |
14,789 |
|