Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,539.17 |
15,547.85 |
8.68 |
0.1% |
15,543.97 |
High |
15,560.33 |
15,560.97 |
0.64 |
0.0% |
15,604.22 |
Low |
15,455.59 |
15,405.16 |
-50.43 |
-0.3% |
15,405.16 |
Close |
15,555.61 |
15,558.83 |
3.22 |
0.0% |
15,558.83 |
Range |
104.74 |
155.81 |
51.07 |
48.8% |
199.06 |
ATR |
121.95 |
124.37 |
2.42 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,975.75 |
15,923.10 |
15,644.53 |
|
R3 |
15,819.94 |
15,767.29 |
15,601.68 |
|
R2 |
15,664.13 |
15,664.13 |
15,587.40 |
|
R1 |
15,611.48 |
15,611.48 |
15,573.11 |
15,637.81 |
PP |
15,508.32 |
15,508.32 |
15,508.32 |
15,521.48 |
S1 |
15,455.67 |
15,455.67 |
15,544.55 |
15,482.00 |
S2 |
15,352.51 |
15,352.51 |
15,530.26 |
|
S3 |
15,196.70 |
15,299.86 |
15,515.98 |
|
S4 |
15,040.89 |
15,144.05 |
15,473.13 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,119.92 |
16,038.43 |
15,668.31 |
|
R3 |
15,920.86 |
15,839.37 |
15,613.57 |
|
R2 |
15,721.80 |
15,721.80 |
15,595.32 |
|
R1 |
15,640.31 |
15,640.31 |
15,577.08 |
15,681.06 |
PP |
15,522.74 |
15,522.74 |
15,522.74 |
15,543.11 |
S1 |
15,441.25 |
15,441.25 |
15,540.58 |
15,482.00 |
S2 |
15,323.68 |
15,323.68 |
15,522.34 |
|
S3 |
15,124.62 |
15,242.19 |
15,504.09 |
|
S4 |
14,925.56 |
15,043.13 |
15,449.35 |
|
|
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 |
15,405.16 |
199.06 |
1.3% |
97.30 |
0.6% |
77% |
False |
True |
|
10 |
15,604.22 |
15,405.16 |
199.06 |
1.3% |
86.26 |
0.6% |
77% |
False |
True |
|
20 |
15,604.22 |
14,858.93 |
745.29 |
4.8% |
113.86 |
0.7% |
94% |
False |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
156.10 |
1.0% |
96% |
False |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
145.35 |
0.9% |
96% |
False |
False |
|
80 |
15,604.22 |
14,434.43 |
1,169.79 |
7.5% |
142.04 |
0.9% |
96% |
False |
False |
|
100 |
15,604.22 |
14,253.00 |
1,351.22 |
8.7% |
133.07 |
0.9% |
97% |
False |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
130.87 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,223.16 |
2.618 |
15,968.88 |
1.618 |
15,813.07 |
1.000 |
15,716.78 |
0.618 |
15,657.26 |
HIGH |
15,560.97 |
0.618 |
15,501.45 |
0.500 |
15,483.07 |
0.382 |
15,464.68 |
LOW |
15,405.16 |
0.618 |
15,308.87 |
1.000 |
15,249.35 |
1.618 |
15,153.06 |
2.618 |
14,997.25 |
4.250 |
14,742.97 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,533.58 |
15,540.51 |
PP |
15,508.32 |
15,522.20 |
S1 |
15,483.07 |
15,503.88 |
|