| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,498 |
15,494 |
-4 |
0.0% |
15,507 |
| High |
15,504 |
15,522 |
18 |
0.1% |
15,564 |
| Low |
15,398 |
15,343 |
-55 |
-0.4% |
15,343 |
| Close |
15,484 |
15,498 |
14 |
0.1% |
15,498 |
| Range |
106 |
179 |
73 |
68.9% |
221 |
| ATR |
141 |
143 |
3 |
2.0% |
0 |
| Volume |
121,975 |
122,848 |
873 |
0.7% |
519,392 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,991 |
15,924 |
15,597 |
|
| R3 |
15,812 |
15,745 |
15,547 |
|
| R2 |
15,633 |
15,633 |
15,531 |
|
| R1 |
15,566 |
15,566 |
15,515 |
15,600 |
| PP |
15,454 |
15,454 |
15,454 |
15,471 |
| S1 |
15,387 |
15,387 |
15,482 |
15,421 |
| S2 |
15,275 |
15,275 |
15,465 |
|
| S3 |
15,096 |
15,208 |
15,449 |
|
| S4 |
14,917 |
15,029 |
15,400 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,131 |
16,036 |
15,620 |
|
| R3 |
15,910 |
15,815 |
15,559 |
|
| R2 |
15,689 |
15,689 |
15,539 |
|
| R1 |
15,594 |
15,594 |
15,518 |
15,531 |
| PP |
15,468 |
15,468 |
15,468 |
15,437 |
| S1 |
15,373 |
15,373 |
15,478 |
15,310 |
| S2 |
15,247 |
15,247 |
15,458 |
|
| S3 |
15,026 |
15,152 |
15,437 |
|
| S4 |
14,805 |
14,931 |
15,377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,564 |
15,343 |
221 |
1.4% |
111 |
0.7% |
70% |
False |
True |
103,878 |
| 10 |
15,564 |
15,343 |
221 |
1.4% |
105 |
0.7% |
70% |
False |
True |
98,336 |
| 20 |
15,564 |
14,751 |
813 |
5.2% |
132 |
0.9% |
92% |
False |
False |
114,495 |
| 40 |
15,564 |
14,474 |
1,090 |
7.0% |
179 |
1.2% |
94% |
False |
False |
108,275 |
| 60 |
15,564 |
14,474 |
1,090 |
7.0% |
163 |
1.0% |
94% |
False |
False |
72,224 |
| 80 |
15,564 |
14,300 |
1,264 |
8.2% |
153 |
1.0% |
95% |
False |
False |
54,185 |
| 100 |
15,564 |
14,118 |
1,446 |
9.3% |
133 |
0.9% |
95% |
False |
False |
43,349 |
| 120 |
15,564 |
13,642 |
1,922 |
12.4% |
113 |
0.7% |
97% |
False |
False |
36,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,283 |
|
2.618 |
15,991 |
|
1.618 |
15,812 |
|
1.000 |
15,701 |
|
0.618 |
15,633 |
|
HIGH |
15,522 |
|
0.618 |
15,454 |
|
0.500 |
15,433 |
|
0.382 |
15,412 |
|
LOW |
15,343 |
|
0.618 |
15,233 |
|
1.000 |
15,164 |
|
1.618 |
15,054 |
|
2.618 |
14,875 |
|
4.250 |
14,582 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,476 |
15,483 |
| PP |
15,454 |
15,468 |
| S1 |
15,433 |
15,454 |
|