Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,547.00 |
15,576.69 |
29.69 |
0.2% |
15,459.69 |
High |
15,604.22 |
15,602.60 |
-1.62 |
0.0% |
15,589.40 |
Low |
15,544.06 |
15,496.84 |
-47.22 |
-0.3% |
15,415.71 |
Close |
15,567.74 |
15,542.24 |
-25.50 |
-0.2% |
15,543.74 |
Range |
60.16 |
105.76 |
45.60 |
75.8% |
173.69 |
ATR |
124.62 |
123.27 |
-1.35 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,864.51 |
15,809.13 |
15,600.41 |
|
R3 |
15,758.75 |
15,703.37 |
15,571.32 |
|
R2 |
15,652.99 |
15,652.99 |
15,561.63 |
|
R1 |
15,597.61 |
15,597.61 |
15,551.93 |
15,572.42 |
PP |
15,547.23 |
15,547.23 |
15,547.23 |
15,534.63 |
S1 |
15,491.85 |
15,491.85 |
15,532.55 |
15,466.66 |
S2 |
15,441.47 |
15,441.47 |
15,522.85 |
|
S3 |
15,335.71 |
15,386.09 |
15,513.16 |
|
S4 |
15,229.95 |
15,280.33 |
15,484.07 |
|
|
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 |
15,604.22 |
15,465.91 |
138.31 |
0.9% |
80.40 |
0.5% |
55% |
False |
False |
|
10 |
15,604.22 |
15,298.00 |
306.22 |
2.0% |
87.57 |
0.6% |
80% |
False |
False |
|
20 |
15,604.22 |
14,769.68 |
834.54 |
5.4% |
116.99 |
0.8% |
93% |
False |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
156.80 |
1.0% |
94% |
False |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
145.31 |
0.9% |
94% |
False |
False |
|
80 |
15,604.22 |
14,434.43 |
1,169.79 |
7.5% |
142.15 |
0.9% |
95% |
False |
False |
|
100 |
15,604.22 |
14,030.37 |
1,573.85 |
10.1% |
133.03 |
0.9% |
96% |
False |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
131.21 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,052.08 |
2.618 |
15,879.48 |
1.618 |
15,773.72 |
1.000 |
15,708.36 |
0.618 |
15,667.96 |
HIGH |
15,602.60 |
0.618 |
15,562.20 |
0.500 |
15,549.72 |
0.382 |
15,537.24 |
LOW |
15,496.84 |
0.618 |
15,431.48 |
1.000 |
15,391.08 |
1.618 |
15,325.72 |
2.618 |
15,219.96 |
4.250 |
15,047.36 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,549.72 |
15,550.53 |
PP |
15,547.23 |
15,547.77 |
S1 |
15,544.73 |
15,545.00 |
|