Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,456.92 |
15,465.91 |
8.99 |
0.1% |
15,137.22 |
High |
15,502.00 |
15,589.40 |
87.40 |
0.6% |
15,498.39 |
Low |
15,438.12 |
15,465.91 |
27.79 |
0.2% |
15,137.22 |
Close |
15,470.52 |
15,548.54 |
78.02 |
0.5% |
15,464.30 |
Range |
63.88 |
123.49 |
59.61 |
93.3% |
361.17 |
ATR |
142.30 |
140.96 |
-1.34 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,905.09 |
15,850.30 |
15,616.46 |
|
R3 |
15,781.60 |
15,726.81 |
15,582.50 |
|
R2 |
15,658.11 |
15,658.11 |
15,571.18 |
|
R1 |
15,603.32 |
15,603.32 |
15,559.86 |
15,630.72 |
PP |
15,534.62 |
15,534.62 |
15,534.62 |
15,548.31 |
S1 |
15,479.83 |
15,479.83 |
15,537.22 |
15,507.23 |
S2 |
15,411.13 |
15,411.13 |
15,525.90 |
|
S3 |
15,287.64 |
15,356.34 |
15,514.58 |
|
S4 |
15,164.15 |
15,232.85 |
15,480.62 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,450.15 |
16,318.39 |
15,662.94 |
|
R3 |
16,088.98 |
15,957.22 |
15,563.62 |
|
R2 |
15,727.81 |
15,727.81 |
15,530.51 |
|
R1 |
15,596.05 |
15,596.05 |
15,497.41 |
15,661.93 |
PP |
15,366.64 |
15,366.64 |
15,366.64 |
15,399.58 |
S1 |
15,234.88 |
15,234.88 |
15,431.19 |
15,300.76 |
S2 |
15,005.47 |
15,005.47 |
15,398.09 |
|
S3 |
14,644.30 |
14,873.71 |
15,364.98 |
|
S4 |
14,283.13 |
14,512.54 |
15,265.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,589.40 |
15,410.27 |
179.13 |
1.2% |
82.33 |
0.5% |
77% |
True |
False |
|
10 |
15,589.40 |
14,971.20 |
618.20 |
4.0% |
107.10 |
0.7% |
93% |
True |
False |
|
20 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
149.59 |
1.0% |
96% |
True |
False |
|
40 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
168.98 |
1.1% |
96% |
True |
False |
|
60 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
146.91 |
0.9% |
96% |
True |
False |
|
80 |
15,589.40 |
14,434.43 |
1,154.97 |
7.4% |
143.33 |
0.9% |
96% |
True |
False |
|
100 |
15,589.40 |
13,784.17 |
1,805.23 |
11.6% |
136.51 |
0.9% |
98% |
True |
False |
|
120 |
15,589.40 |
13,784.01 |
1,805.39 |
11.6% |
131.33 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,114.23 |
2.618 |
15,912.70 |
1.618 |
15,789.21 |
1.000 |
15,712.89 |
0.618 |
15,665.72 |
HIGH |
15,589.40 |
0.618 |
15,542.23 |
0.500 |
15,527.66 |
0.382 |
15,513.08 |
LOW |
15,465.91 |
0.618 |
15,389.59 |
1.000 |
15,342.42 |
1.618 |
15,266.10 |
2.618 |
15,142.61 |
4.250 |
14,941.08 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,541.58 |
15,533.21 |
PP |
15,534.62 |
15,517.88 |
S1 |
15,527.66 |
15,502.56 |
|