| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,515 |
15,498 |
-17 |
-0.1% |
15,367 |
| High |
15,564 |
15,504 |
-60 |
-0.4% |
15,533 |
| Low |
15,438 |
15,398 |
-40 |
-0.3% |
15,345 |
| Close |
15,500 |
15,484 |
-16 |
-0.1% |
15,506 |
| Range |
126 |
106 |
-20 |
-15.9% |
188 |
| ATR |
143 |
141 |
-3 |
-1.9% |
0 |
| Volume |
124,470 |
121,975 |
-2,495 |
-2.0% |
463,975 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,780 |
15,738 |
15,542 |
|
| R3 |
15,674 |
15,632 |
15,513 |
|
| R2 |
15,568 |
15,568 |
15,504 |
|
| R1 |
15,526 |
15,526 |
15,494 |
15,494 |
| PP |
15,462 |
15,462 |
15,462 |
15,446 |
| S1 |
15,420 |
15,420 |
15,474 |
15,388 |
| S2 |
15,356 |
15,356 |
15,465 |
|
| S3 |
15,250 |
15,314 |
15,455 |
|
| S4 |
15,144 |
15,208 |
15,426 |
|
|
| 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 |
15,564 |
15,398 |
166 |
1.1% |
92 |
0.6% |
52% |
False |
True |
97,022 |
| 10 |
15,564 |
15,345 |
219 |
1.4% |
96 |
0.6% |
63% |
False |
False |
95,736 |
| 20 |
15,564 |
14,751 |
813 |
5.3% |
132 |
0.9% |
90% |
False |
False |
115,505 |
| 40 |
15,564 |
14,474 |
1,090 |
7.0% |
177 |
1.1% |
93% |
False |
False |
105,206 |
| 60 |
15,564 |
14,474 |
1,090 |
7.0% |
162 |
1.0% |
93% |
False |
False |
70,177 |
| 80 |
15,564 |
14,300 |
1,264 |
8.2% |
151 |
1.0% |
94% |
False |
False |
52,650 |
| 100 |
15,564 |
14,050 |
1,514 |
9.8% |
131 |
0.8% |
95% |
False |
False |
42,121 |
| 120 |
15,564 |
13,642 |
1,922 |
12.4% |
111 |
0.7% |
96% |
False |
False |
35,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,955 |
|
2.618 |
15,782 |
|
1.618 |
15,676 |
|
1.000 |
15,610 |
|
0.618 |
15,570 |
|
HIGH |
15,504 |
|
0.618 |
15,464 |
|
0.500 |
15,451 |
|
0.382 |
15,439 |
|
LOW |
15,398 |
|
0.618 |
15,333 |
|
1.000 |
15,292 |
|
1.618 |
15,227 |
|
2.618 |
15,121 |
|
4.250 |
14,948 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,473 |
15,483 |
| PP |
15,462 |
15,482 |
| S1 |
15,451 |
15,481 |
|