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 |
15,465.91 |
15,524.27 |
58.36 |
0.4% |
15,459.69 |
High |
15,589.40 |
15,544.55 |
-44.85 |
-0.3% |
15,589.40 |
Low |
15,465.91 |
15,491.96 |
26.05 |
0.2% |
15,415.71 |
Close |
15,548.54 |
15,543.74 |
-4.80 |
0.0% |
15,543.74 |
Range |
123.49 |
52.59 |
-70.90 |
-57.4% |
173.69 |
ATR |
140.96 |
134.93 |
-6.03 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,684.52 |
15,666.72 |
15,572.66 |
|
R3 |
15,631.93 |
15,614.13 |
15,558.20 |
|
R2 |
15,579.34 |
15,579.34 |
15,553.38 |
|
R1 |
15,561.54 |
15,561.54 |
15,548.56 |
15,570.44 |
PP |
15,526.75 |
15,526.75 |
15,526.75 |
15,531.20 |
S1 |
15,508.95 |
15,508.95 |
15,538.92 |
15,517.85 |
S2 |
15,474.16 |
15,474.16 |
15,534.10 |
|
S3 |
15,421.57 |
15,456.36 |
15,529.28 |
|
S4 |
15,368.98 |
15,403.77 |
15,514.82 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,037.35 |
15,964.24 |
15,639.27 |
|
R3 |
15,863.66 |
15,790.55 |
15,591.50 |
|
R2 |
15,689.97 |
15,689.97 |
15,575.58 |
|
R1 |
15,616.86 |
15,616.86 |
15,559.66 |
15,653.42 |
PP |
15,516.28 |
15,516.28 |
15,516.28 |
15,534.56 |
S1 |
15,443.17 |
15,443.17 |
15,527.82 |
15,479.73 |
S2 |
15,342.59 |
15,342.59 |
15,511.90 |
|
S3 |
15,168.90 |
15,269.48 |
15,495.98 |
|
S4 |
14,995.21 |
15,095.79 |
15,448.21 |
|
|
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 |
15,415.71 |
173.69 |
1.1% |
75.22 |
0.5% |
74% |
False |
False |
|
10 |
15,589.40 |
15,137.22 |
452.18 |
2.9% |
95.73 |
0.6% |
90% |
False |
False |
|
20 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
133.54 |
0.9% |
96% |
False |
False |
|
40 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
163.39 |
1.1% |
96% |
False |
False |
|
60 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
146.43 |
0.9% |
96% |
False |
False |
|
80 |
15,589.40 |
14,434.43 |
1,154.97 |
7.4% |
142.56 |
0.9% |
96% |
False |
False |
|
100 |
15,589.40 |
13,880.19 |
1,709.21 |
11.0% |
135.70 |
0.9% |
97% |
False |
False |
|
120 |
15,589.40 |
13,784.01 |
1,805.39 |
11.6% |
131.33 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,768.06 |
2.618 |
15,682.23 |
1.618 |
15,629.64 |
1.000 |
15,597.14 |
0.618 |
15,577.05 |
HIGH |
15,544.55 |
0.618 |
15,524.46 |
0.500 |
15,518.26 |
0.382 |
15,512.05 |
LOW |
15,491.96 |
0.618 |
15,459.46 |
1.000 |
15,439.37 |
1.618 |
15,406.87 |
2.618 |
15,354.28 |
4.250 |
15,268.45 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,535.25 |
15,533.75 |
PP |
15,526.75 |
15,523.75 |
S1 |
15,518.26 |
15,513.76 |
|