Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,971.0 |
4,979.0 |
8.0 |
0.2% |
4,955.0 |
High |
4,990.0 |
4,989.0 |
-1.0 |
0.0% |
4,980.0 |
Low |
4,952.0 |
4,964.0 |
12.0 |
0.2% |
4,919.0 |
Close |
4,960.0 |
4,977.0 |
17.0 |
0.3% |
4,942.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
61.0 |
ATR |
61.0 |
58.7 |
-2.3 |
-3.7% |
0.0 |
Volume |
14,789 |
19,469 |
4,680 |
31.6% |
84,811 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,051.7 |
5,039.3 |
4,990.8 |
|
R3 |
5,026.7 |
5,014.3 |
4,983.9 |
|
R2 |
5,001.7 |
5,001.7 |
4,981.6 |
|
R1 |
4,989.3 |
4,989.3 |
4,979.3 |
4,983.0 |
PP |
4,976.7 |
4,976.7 |
4,976.7 |
4,973.5 |
S1 |
4,964.3 |
4,964.3 |
4,974.7 |
4,958.0 |
S2 |
4,951.7 |
4,951.7 |
4,972.4 |
|
S3 |
4,926.7 |
4,939.3 |
4,970.1 |
|
S4 |
4,901.7 |
4,914.3 |
4,963.3 |
|
|
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% |
35.6 |
0.7% |
82% |
False |
False |
17,470 |
10 |
4,990.0 |
4,840.0 |
150.0 |
3.0% |
41.3 |
0.8% |
91% |
False |
False |
18,745 |
20 |
4,990.0 |
4,654.0 |
336.0 |
6.8% |
54.8 |
1.1% |
96% |
False |
False |
22,620 |
40 |
4,990.0 |
4,598.0 |
392.0 |
7.9% |
51.4 |
1.0% |
97% |
False |
False |
22,989 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
41.7 |
0.8% |
64% |
False |
False |
15,378 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
34.1 |
0.7% |
64% |
False |
False |
11,540 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
28.4 |
0.6% |
64% |
False |
False |
9,239 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
23.9 |
0.5% |
64% |
False |
False |
7,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,095.3 |
2.618 |
5,054.5 |
1.618 |
5,029.5 |
1.000 |
5,014.0 |
0.618 |
5,004.5 |
HIGH |
4,989.0 |
0.618 |
4,979.5 |
0.500 |
4,976.5 |
0.382 |
4,973.6 |
LOW |
4,964.0 |
0.618 |
4,948.6 |
1.000 |
4,939.0 |
1.618 |
4,923.6 |
2.618 |
4,898.6 |
4.250 |
4,857.8 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,976.8 |
4,969.5 |
PP |
4,976.7 |
4,962.0 |
S1 |
4,976.5 |
4,954.5 |
|