Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,576.69 |
15,539.17 |
-37.52 |
-0.2% |
15,459.69 |
High |
15,602.60 |
15,560.33 |
-42.27 |
-0.3% |
15,589.40 |
Low |
15,496.84 |
15,455.59 |
-41.25 |
-0.3% |
15,415.71 |
Close |
15,542.24 |
15,555.61 |
13.37 |
0.1% |
15,543.74 |
Range |
105.76 |
104.74 |
-1.02 |
-1.0% |
173.69 |
ATR |
123.27 |
121.95 |
-1.32 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,838.06 |
15,801.58 |
15,613.22 |
|
R3 |
15,733.32 |
15,696.84 |
15,584.41 |
|
R2 |
15,628.58 |
15,628.58 |
15,574.81 |
|
R1 |
15,592.10 |
15,592.10 |
15,565.21 |
15,610.34 |
PP |
15,523.84 |
15,523.84 |
15,523.84 |
15,532.97 |
S1 |
15,487.36 |
15,487.36 |
15,546.01 |
15,505.60 |
S2 |
15,419.10 |
15,419.10 |
15,536.41 |
|
S3 |
15,314.36 |
15,382.62 |
15,526.81 |
|
S4 |
15,209.62 |
15,277.88 |
15,498.00 |
|
|
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 |
15,455.59 |
148.63 |
1.0% |
76.65 |
0.5% |
67% |
False |
True |
|
10 |
15,604.22 |
15,410.27 |
193.95 |
1.2% |
79.49 |
0.5% |
75% |
False |
False |
|
20 |
15,604.22 |
14,858.93 |
745.29 |
4.8% |
113.76 |
0.7% |
93% |
False |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
155.15 |
1.0% |
95% |
False |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
145.30 |
0.9% |
95% |
False |
False |
|
80 |
15,604.22 |
14,434.43 |
1,169.79 |
7.5% |
142.07 |
0.9% |
96% |
False |
False |
|
100 |
15,604.22 |
14,127.82 |
1,476.40 |
9.5% |
133.09 |
0.9% |
97% |
False |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
130.76 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,005.48 |
2.618 |
15,834.54 |
1.618 |
15,729.80 |
1.000 |
15,665.07 |
0.618 |
15,625.06 |
HIGH |
15,560.33 |
0.618 |
15,520.32 |
0.500 |
15,507.96 |
0.382 |
15,495.60 |
LOW |
15,455.59 |
0.618 |
15,390.86 |
1.000 |
15,350.85 |
1.618 |
15,286.12 |
2.618 |
15,181.38 |
4.250 |
15,010.45 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,539.73 |
15,547.04 |
PP |
15,523.84 |
15,538.47 |
S1 |
15,507.96 |
15,529.91 |
|