Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,965.0 |
4,971.0 |
6.0 |
0.1% |
4,955.0 |
High |
4,976.0 |
4,990.0 |
14.0 |
0.3% |
4,980.0 |
Low |
4,919.0 |
4,952.0 |
33.0 |
0.7% |
4,919.0 |
Close |
4,942.0 |
4,960.0 |
18.0 |
0.4% |
4,942.0 |
Range |
57.0 |
38.0 |
-19.0 |
-33.3% |
61.0 |
ATR |
62.0 |
61.0 |
-1.0 |
-1.6% |
0.0 |
Volume |
18,605 |
14,789 |
-3,816 |
-20.5% |
84,811 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,081.3 |
5,058.7 |
4,980.9 |
|
R3 |
5,043.3 |
5,020.7 |
4,970.5 |
|
R2 |
5,005.3 |
5,005.3 |
4,967.0 |
|
R1 |
4,982.7 |
4,982.7 |
4,963.5 |
4,975.0 |
PP |
4,967.3 |
4,967.3 |
4,967.3 |
4,963.5 |
S1 |
4,944.7 |
4,944.7 |
4,956.5 |
4,937.0 |
S2 |
4,929.3 |
4,929.3 |
4,953.0 |
|
S3 |
4,891.3 |
4,906.7 |
4,949.6 |
|
S4 |
4,853.3 |
4,868.7 |
4,939.1 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,130.0 |
5,097.0 |
4,975.6 |
|
R3 |
5,069.0 |
5,036.0 |
4,958.8 |
|
R2 |
5,008.0 |
5,008.0 |
4,953.2 |
|
R1 |
4,975.0 |
4,975.0 |
4,947.6 |
4,961.0 |
PP |
4,947.0 |
4,947.0 |
4,947.0 |
4,940.0 |
S1 |
4,914.0 |
4,914.0 |
4,936.4 |
4,900.0 |
S2 |
4,886.0 |
4,886.0 |
4,930.8 |
|
S3 |
4,825.0 |
4,853.0 |
4,925.2 |
|
S4 |
4,764.0 |
4,792.0 |
4,908.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,990.0 |
4,919.0 |
71.0 |
1.4% |
37.8 |
0.8% |
58% |
True |
False |
16,468 |
10 |
4,990.0 |
4,807.0 |
183.0 |
3.7% |
44.0 |
0.9% |
84% |
True |
False |
18,923 |
20 |
4,990.0 |
4,598.0 |
392.0 |
7.9% |
56.6 |
1.1% |
92% |
True |
False |
23,496 |
40 |
4,990.0 |
4,598.0 |
392.0 |
7.9% |
51.8 |
1.0% |
92% |
True |
False |
22,524 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
41.3 |
0.8% |
61% |
False |
False |
15,054 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
33.8 |
0.7% |
61% |
False |
False |
11,297 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
28.2 |
0.6% |
61% |
False |
False |
9,045 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
23.7 |
0.5% |
61% |
False |
False |
7,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,151.5 |
2.618 |
5,089.5 |
1.618 |
5,051.5 |
1.000 |
5,028.0 |
0.618 |
5,013.5 |
HIGH |
4,990.0 |
0.618 |
4,975.5 |
0.500 |
4,971.0 |
0.382 |
4,966.5 |
LOW |
4,952.0 |
0.618 |
4,928.5 |
1.000 |
4,914.0 |
1.618 |
4,890.5 |
2.618 |
4,852.5 |
4.250 |
4,790.5 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,971.0 |
4,958.2 |
PP |
4,967.3 |
4,956.3 |
S1 |
4,963.7 |
4,954.5 |
|