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 |
1,347.5 |
1,321.2 |
-26.3 |
-2.0% |
1,283.9 |
High |
1,348.7 |
1,337.5 |
-11.2 |
-0.8% |
1,299.7 |
Low |
1,312.7 |
1,308.4 |
-4.3 |
-0.3% |
1,269.3 |
Close |
1,319.5 |
1,328.8 |
9.3 |
0.7% |
1,292.9 |
Range |
36.0 |
29.1 |
-6.9 |
-19.2% |
30.4 |
ATR |
30.2 |
30.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
182,162 |
176,485 |
-5,677 |
-3.1% |
725,805 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.2 |
1,399.6 |
1,344.8 |
|
R3 |
1,383.1 |
1,370.5 |
1,336.8 |
|
R2 |
1,354.0 |
1,354.0 |
1,334.1 |
|
R1 |
1,341.4 |
1,341.4 |
1,331.5 |
1,347.7 |
PP |
1,324.9 |
1,324.9 |
1,324.9 |
1,328.1 |
S1 |
1,312.3 |
1,312.3 |
1,326.1 |
1,318.6 |
S2 |
1,295.8 |
1,295.8 |
1,323.5 |
|
S3 |
1,266.7 |
1,283.2 |
1,320.8 |
|
S4 |
1,237.6 |
1,254.1 |
1,312.8 |
|
|
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 |
1,281.4 |
67.3 |
5.1% |
29.5 |
2.2% |
70% |
False |
False |
168,795 |
10 |
1,348.7 |
1,266.4 |
82.3 |
6.2% |
25.4 |
1.9% |
76% |
False |
False |
157,202 |
20 |
1,348.7 |
1,179.4 |
169.3 |
12.7% |
30.2 |
2.3% |
88% |
False |
False |
180,049 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.4% |
29.1 |
2.2% |
61% |
False |
False |
172,149 |
60 |
1,488.5 |
1,179.4 |
309.1 |
23.3% |
30.2 |
2.3% |
48% |
False |
False |
125,210 |
80 |
1,591.6 |
1,179.4 |
412.2 |
31.0% |
32.7 |
2.5% |
36% |
False |
False |
95,862 |
100 |
1,619.3 |
1,179.4 |
439.9 |
33.1% |
28.9 |
2.2% |
34% |
False |
False |
77,548 |
120 |
1,686.4 |
1,179.4 |
507.0 |
38.2% |
27.4 |
2.1% |
29% |
False |
False |
65,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.2 |
2.618 |
1,413.7 |
1.618 |
1,384.6 |
1.000 |
1,366.6 |
0.618 |
1,355.5 |
HIGH |
1,337.5 |
0.618 |
1,326.4 |
0.500 |
1,323.0 |
0.382 |
1,319.5 |
LOW |
1,308.4 |
0.618 |
1,290.4 |
1.000 |
1,279.3 |
1.618 |
1,261.3 |
2.618 |
1,232.2 |
4.250 |
1,184.7 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.9 |
1,328.7 |
PP |
1,324.9 |
1,328.6 |
S1 |
1,323.0 |
1,328.6 |
|