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 |
1,334.3 |
1,347.5 |
13.2 |
1.0% |
1,283.9 |
High |
1,348.7 |
1,348.7 |
0.0 |
0.0% |
1,299.7 |
Low |
1,325.6 |
1,312.7 |
-12.9 |
-1.0% |
1,269.3 |
Close |
1,334.7 |
1,319.5 |
-15.2 |
-1.1% |
1,292.9 |
Range |
23.1 |
36.0 |
12.9 |
55.8% |
30.4 |
ATR |
29.8 |
30.2 |
0.4 |
1.5% |
0.0 |
Volume |
159,441 |
182,162 |
22,721 |
14.3% |
725,805 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.0 |
1,413.2 |
1,339.3 |
|
R3 |
1,399.0 |
1,377.2 |
1,329.4 |
|
R2 |
1,363.0 |
1,363.0 |
1,326.1 |
|
R1 |
1,341.2 |
1,341.2 |
1,322.8 |
1,334.1 |
PP |
1,327.0 |
1,327.0 |
1,327.0 |
1,323.4 |
S1 |
1,305.2 |
1,305.2 |
1,316.2 |
1,298.1 |
S2 |
1,291.0 |
1,291.0 |
1,312.9 |
|
S3 |
1,255.0 |
1,269.2 |
1,309.6 |
|
S4 |
1,219.0 |
1,233.2 |
1,299.7 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.5 |
1,366.1 |
1,309.6 |
|
R3 |
1,348.1 |
1,335.7 |
1,301.3 |
|
R2 |
1,317.7 |
1,317.7 |
1,298.5 |
|
R1 |
1,305.3 |
1,305.3 |
1,295.7 |
1,311.5 |
PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,290.4 |
S1 |
1,274.9 |
1,274.9 |
1,290.1 |
1,281.1 |
S2 |
1,256.9 |
1,256.9 |
1,287.3 |
|
S3 |
1,226.5 |
1,244.5 |
1,284.5 |
|
S4 |
1,196.1 |
1,214.1 |
1,276.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.7 |
1,273.3 |
75.4 |
5.7% |
26.6 |
2.0% |
61% |
True |
False |
158,280 |
10 |
1,348.7 |
1,262.1 |
86.6 |
6.6% |
26.0 |
2.0% |
66% |
True |
False |
160,268 |
20 |
1,348.7 |
1,179.4 |
169.3 |
12.8% |
31.6 |
2.4% |
83% |
True |
False |
187,144 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.5% |
28.7 |
2.2% |
57% |
False |
False |
171,015 |
60 |
1,488.5 |
1,179.4 |
309.1 |
23.4% |
30.0 |
2.3% |
45% |
False |
False |
122,435 |
80 |
1,604.0 |
1,179.4 |
424.6 |
32.2% |
32.7 |
2.5% |
33% |
False |
False |
93,667 |
100 |
1,619.3 |
1,179.4 |
439.9 |
33.3% |
28.7 |
2.2% |
32% |
False |
False |
75,833 |
120 |
1,686.4 |
1,179.4 |
507.0 |
38.4% |
27.3 |
2.1% |
28% |
False |
False |
63,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.7 |
2.618 |
1,442.9 |
1.618 |
1,406.9 |
1.000 |
1,384.7 |
0.618 |
1,370.9 |
HIGH |
1,348.7 |
0.618 |
1,334.9 |
0.500 |
1,330.7 |
0.382 |
1,326.5 |
LOW |
1,312.7 |
0.618 |
1,290.5 |
1.000 |
1,276.7 |
1.618 |
1,254.5 |
2.618 |
1,218.5 |
4.250 |
1,159.7 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.7 |
1,322.1 |
PP |
1,327.0 |
1,321.2 |
S1 |
1,323.2 |
1,320.4 |
|