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 |
15,524.27 |
15,543.97 |
19.70 |
0.1% |
15,459.69 |
High |
15,544.55 |
15,576.21 |
31.66 |
0.2% |
15,589.40 |
Low |
15,491.96 |
15,516.20 |
24.24 |
0.2% |
15,415.71 |
Close |
15,543.74 |
15,545.55 |
1.81 |
0.0% |
15,543.74 |
Range |
52.59 |
60.01 |
7.42 |
14.1% |
173.69 |
ATR |
134.93 |
129.58 |
-5.35 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,726.02 |
15,695.79 |
15,578.56 |
|
R3 |
15,666.01 |
15,635.78 |
15,562.05 |
|
R2 |
15,606.00 |
15,606.00 |
15,556.55 |
|
R1 |
15,575.77 |
15,575.77 |
15,551.05 |
15,590.89 |
PP |
15,545.99 |
15,545.99 |
15,545.99 |
15,553.54 |
S1 |
15,515.76 |
15,515.76 |
15,540.05 |
15,530.88 |
S2 |
15,485.98 |
15,485.98 |
15,534.55 |
|
S3 |
15,425.97 |
15,455.75 |
15,529.05 |
|
S4 |
15,365.96 |
15,395.74 |
15,512.54 |
|
|
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% |
76.48 |
0.5% |
75% |
False |
False |
|
10 |
15,589.40 |
15,228.46 |
360.94 |
2.3% |
89.18 |
0.6% |
88% |
False |
False |
|
20 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
128.04 |
0.8% |
96% |
False |
False |
|
40 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
160.68 |
1.0% |
96% |
False |
False |
|
60 |
15,589.40 |
14,551.27 |
1,038.13 |
6.7% |
145.73 |
0.9% |
96% |
False |
False |
|
80 |
15,589.40 |
14,434.43 |
1,154.97 |
7.4% |
141.81 |
0.9% |
96% |
False |
False |
|
100 |
15,589.40 |
13,937.60 |
1,651.80 |
10.6% |
134.05 |
0.9% |
97% |
False |
False |
|
120 |
15,589.40 |
13,784.01 |
1,805.39 |
11.6% |
131.08 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,831.25 |
2.618 |
15,733.32 |
1.618 |
15,673.31 |
1.000 |
15,636.22 |
0.618 |
15,613.30 |
HIGH |
15,576.21 |
0.618 |
15,553.29 |
0.500 |
15,546.21 |
0.382 |
15,539.12 |
LOW |
15,516.20 |
0.618 |
15,479.11 |
1.000 |
15,456.19 |
1.618 |
15,419.10 |
2.618 |
15,359.09 |
4.250 |
15,261.16 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,546.21 |
15,539.59 |
PP |
15,545.99 |
15,533.62 |
S1 |
15,545.77 |
15,527.66 |
|