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 |
4,995.0 |
4,993.0 |
-2.0 |
0.0% |
4,971.0 |
High |
5,001.0 |
5,024.0 |
23.0 |
0.5% |
5,024.0 |
Low |
4,965.0 |
4,982.0 |
17.0 |
0.3% |
4,952.0 |
Close |
4,993.0 |
5,008.0 |
15.0 |
0.3% |
5,008.0 |
Range |
36.0 |
42.0 |
6.0 |
16.7% |
72.0 |
ATR |
56.1 |
55.1 |
-1.0 |
-1.8% |
0.0 |
Volume |
18,146 |
17,205 |
-941 |
-5.2% |
91,404 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,130.7 |
5,111.3 |
5,031.1 |
|
R3 |
5,088.7 |
5,069.3 |
5,019.6 |
|
R2 |
5,046.7 |
5,046.7 |
5,015.7 |
|
R1 |
5,027.3 |
5,027.3 |
5,011.9 |
5,037.0 |
PP |
5,004.7 |
5,004.7 |
5,004.7 |
5,009.5 |
S1 |
4,985.3 |
4,985.3 |
5,004.2 |
4,995.0 |
S2 |
4,962.7 |
4,962.7 |
5,000.3 |
|
S3 |
4,920.7 |
4,943.3 |
4,996.5 |
|
S4 |
4,878.7 |
4,901.3 |
4,984.9 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,210.7 |
5,181.3 |
5,047.6 |
|
R3 |
5,138.7 |
5,109.3 |
5,027.8 |
|
R2 |
5,066.7 |
5,066.7 |
5,021.2 |
|
R1 |
5,037.3 |
5,037.3 |
5,014.6 |
5,052.0 |
PP |
4,994.7 |
4,994.7 |
4,994.7 |
5,002.0 |
S1 |
4,965.3 |
4,965.3 |
5,001.4 |
4,980.0 |
S2 |
4,922.7 |
4,922.7 |
4,994.8 |
|
S3 |
4,850.7 |
4,893.3 |
4,988.2 |
|
S4 |
4,778.7 |
4,821.3 |
4,968.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,024.0 |
4,952.0 |
72.0 |
1.4% |
37.0 |
0.7% |
78% |
True |
False |
18,280 |
10 |
5,024.0 |
4,919.0 |
105.0 |
2.1% |
37.4 |
0.7% |
85% |
True |
False |
17,621 |
20 |
5,024.0 |
4,663.0 |
361.0 |
7.2% |
51.1 |
1.0% |
96% |
True |
False |
20,979 |
40 |
5,024.0 |
4,598.0 |
426.0 |
8.5% |
53.2 |
1.1% |
96% |
True |
False |
24,387 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
43.6 |
0.9% |
69% |
False |
False |
16,330 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
35.4 |
0.7% |
69% |
False |
False |
12,252 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
29.6 |
0.6% |
69% |
False |
False |
9,809 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
24.9 |
0.5% |
69% |
False |
False |
8,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,202.5 |
2.618 |
5,134.0 |
1.618 |
5,092.0 |
1.000 |
5,066.0 |
0.618 |
5,050.0 |
HIGH |
5,024.0 |
0.618 |
5,008.0 |
0.500 |
5,003.0 |
0.382 |
4,998.0 |
LOW |
4,982.0 |
0.618 |
4,956.0 |
1.000 |
4,940.0 |
1.618 |
4,914.0 |
2.618 |
4,872.0 |
4.250 |
4,803.5 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
5,006.3 |
5,003.5 |
PP |
5,004.7 |
4,999.0 |
S1 |
5,003.0 |
4,994.5 |
|