| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,465 |
15,507 |
42 |
0.3% |
15,367 |
| High |
15,511 |
15,541 |
30 |
0.2% |
15,533 |
| Low |
15,429 |
15,458 |
29 |
0.2% |
15,345 |
| Close |
15,506 |
15,491 |
-15 |
-0.1% |
15,506 |
| Range |
82 |
83 |
1 |
1.2% |
188 |
| ATR |
156 |
151 |
-5 |
-3.3% |
0 |
| Volume |
88,567 |
69,810 |
-18,757 |
-21.2% |
463,975 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,746 |
15,701 |
15,537 |
|
| R3 |
15,663 |
15,618 |
15,514 |
|
| R2 |
15,580 |
15,580 |
15,506 |
|
| R1 |
15,535 |
15,535 |
15,499 |
15,516 |
| PP |
15,497 |
15,497 |
15,497 |
15,487 |
| S1 |
15,452 |
15,452 |
15,484 |
15,433 |
| S2 |
15,414 |
15,414 |
15,476 |
|
| S3 |
15,331 |
15,369 |
15,468 |
|
| S4 |
15,248 |
15,286 |
15,445 |
|
|
| 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 |
15,541 |
15,345 |
196 |
1.3% |
99 |
0.6% |
74% |
True |
False |
94,149 |
| 10 |
15,541 |
15,162 |
379 |
2.4% |
101 |
0.6% |
87% |
True |
False |
97,446 |
| 20 |
15,541 |
14,474 |
1,067 |
6.9% |
153 |
1.0% |
95% |
True |
False |
130,788 |
| 40 |
15,541 |
14,474 |
1,067 |
6.9% |
185 |
1.2% |
95% |
True |
False |
97,068 |
| 60 |
15,541 |
14,474 |
1,067 |
6.9% |
162 |
1.0% |
95% |
True |
False |
64,736 |
| 80 |
15,541 |
14,300 |
1,241 |
8.0% |
149 |
1.0% |
96% |
True |
False |
48,566 |
| 100 |
15,541 |
13,880 |
1,661 |
10.7% |
129 |
0.8% |
97% |
True |
False |
38,853 |
| 120 |
15,541 |
13,642 |
1,899 |
12.3% |
109 |
0.7% |
97% |
True |
False |
32,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,894 |
|
2.618 |
15,758 |
|
1.618 |
15,675 |
|
1.000 |
15,624 |
|
0.618 |
15,592 |
|
HIGH |
15,541 |
|
0.618 |
15,509 |
|
0.500 |
15,500 |
|
0.382 |
15,490 |
|
LOW |
15,458 |
|
0.618 |
15,407 |
|
1.000 |
15,375 |
|
1.618 |
15,324 |
|
2.618 |
15,241 |
|
4.250 |
15,105 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,500 |
15,484 |
| PP |
15,497 |
15,477 |
| S1 |
15,494 |
15,471 |
|