| 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 |
15,431 |
15,465 |
34 |
0.2% |
15,367 |
| High |
15,533 |
15,511 |
-22 |
-0.1% |
15,533 |
| Low |
15,400 |
15,429 |
29 |
0.2% |
15,345 |
| Close |
15,481 |
15,506 |
25 |
0.2% |
15,506 |
| Range |
133 |
82 |
-51 |
-38.3% |
188 |
| ATR |
162 |
156 |
-6 |
-3.5% |
0 |
| Volume |
103,102 |
88,567 |
-14,535 |
-14.1% |
463,975 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,728 |
15,699 |
15,551 |
|
| R3 |
15,646 |
15,617 |
15,529 |
|
| R2 |
15,564 |
15,564 |
15,521 |
|
| R1 |
15,535 |
15,535 |
15,514 |
15,550 |
| PP |
15,482 |
15,482 |
15,482 |
15,489 |
| S1 |
15,453 |
15,453 |
15,499 |
15,468 |
| S2 |
15,400 |
15,400 |
15,491 |
|
| S3 |
15,318 |
15,371 |
15,484 |
|
| S4 |
15,236 |
15,289 |
15,461 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,025 |
15,954 |
15,610 |
|
| R3 |
15,837 |
15,766 |
15,558 |
|
| R2 |
15,649 |
15,649 |
15,541 |
|
| R1 |
15,578 |
15,578 |
15,523 |
15,614 |
| PP |
15,461 |
15,461 |
15,461 |
15,479 |
| S1 |
15,390 |
15,390 |
15,489 |
15,426 |
| S2 |
15,273 |
15,273 |
15,472 |
|
| S3 |
15,085 |
15,202 |
15,454 |
|
| S4 |
14,897 |
15,014 |
15,403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,533 |
15,345 |
188 |
1.2% |
99 |
0.6% |
86% |
False |
False |
92,795 |
| 10 |
15,533 |
15,063 |
470 |
3.0% |
106 |
0.7% |
94% |
False |
False |
101,609 |
| 20 |
15,533 |
14,474 |
1,059 |
6.8% |
159 |
1.0% |
97% |
False |
False |
140,427 |
| 40 |
15,533 |
14,474 |
1,059 |
6.8% |
188 |
1.2% |
97% |
False |
False |
95,328 |
| 60 |
15,533 |
14,474 |
1,059 |
6.8% |
162 |
1.0% |
97% |
False |
False |
63,577 |
| 80 |
15,533 |
14,300 |
1,233 |
8.0% |
148 |
1.0% |
98% |
False |
False |
47,693 |
| 100 |
15,533 |
13,792 |
1,741 |
11.2% |
130 |
0.8% |
98% |
False |
False |
38,155 |
| 120 |
15,533 |
13,642 |
1,891 |
12.2% |
108 |
0.7% |
99% |
False |
False |
31,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,860 |
|
2.618 |
15,726 |
|
1.618 |
15,644 |
|
1.000 |
15,593 |
|
0.618 |
15,562 |
|
HIGH |
15,511 |
|
0.618 |
15,480 |
|
0.500 |
15,470 |
|
0.382 |
15,460 |
|
LOW |
15,429 |
|
0.618 |
15,378 |
|
1.000 |
15,347 |
|
1.618 |
15,296 |
|
2.618 |
15,214 |
|
4.250 |
15,081 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,494 |
15,484 |
| PP |
15,482 |
15,461 |
| S1 |
15,470 |
15,439 |
|