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 |
8,355.0 |
8,316.5 |
-38.5 |
-0.5% |
8,234.0 |
High |
8,369.0 |
8,419.0 |
50.0 |
0.6% |
8,341.5 |
Low |
8,307.0 |
8,316.5 |
9.5 |
0.1% |
8,140.0 |
Close |
8,319.0 |
8,367.0 |
48.0 |
0.6% |
8,336.5 |
Range |
62.0 |
102.5 |
40.5 |
65.3% |
201.5 |
ATR |
121.8 |
120.4 |
-1.4 |
-1.1% |
0.0 |
Volume |
105,177 |
100,315 |
-4,862 |
-4.6% |
420,935 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,675.0 |
8,623.5 |
8,423.4 |
|
R3 |
8,572.5 |
8,521.0 |
8,395.2 |
|
R2 |
8,470.0 |
8,470.0 |
8,385.8 |
|
R1 |
8,418.5 |
8,418.5 |
8,376.4 |
8,444.3 |
PP |
8,367.5 |
8,367.5 |
8,367.5 |
8,380.4 |
S1 |
8,316.0 |
8,316.0 |
8,357.6 |
8,341.8 |
S2 |
8,265.0 |
8,265.0 |
8,348.2 |
|
S3 |
8,162.5 |
8,213.5 |
8,338.8 |
|
S4 |
8,060.0 |
8,111.0 |
8,310.6 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,877.2 |
8,808.3 |
8,447.3 |
|
R3 |
8,675.7 |
8,606.8 |
8,391.9 |
|
R2 |
8,474.2 |
8,474.2 |
8,373.4 |
|
R1 |
8,405.3 |
8,405.3 |
8,355.0 |
8,439.8 |
PP |
8,272.7 |
8,272.7 |
8,272.7 |
8,289.9 |
S1 |
8,203.8 |
8,203.8 |
8,318.0 |
8,238.3 |
S2 |
8,071.2 |
8,071.2 |
8,299.6 |
|
S3 |
7,869.7 |
8,002.3 |
8,281.1 |
|
S4 |
7,668.2 |
7,800.8 |
8,225.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,419.0 |
8,220.0 |
199.0 |
2.4% |
81.7 |
1.0% |
74% |
True |
False |
86,623 |
10 |
8,419.0 |
8,131.0 |
288.0 |
3.4% |
83.0 |
1.0% |
82% |
True |
False |
84,220 |
20 |
8,419.0 |
7,735.0 |
684.0 |
8.2% |
113.0 |
1.3% |
92% |
True |
False |
93,506 |
40 |
8,455.0 |
7,660.0 |
795.0 |
9.5% |
131.0 |
1.6% |
89% |
False |
False |
69,517 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
118.1 |
1.4% |
78% |
False |
False |
46,438 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
119.2 |
1.4% |
82% |
False |
False |
34,942 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
113.5 |
1.4% |
82% |
False |
False |
28,300 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
110.3 |
1.3% |
82% |
False |
False |
23,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,854.6 |
2.618 |
8,687.3 |
1.618 |
8,584.8 |
1.000 |
8,521.5 |
0.618 |
8,482.3 |
HIGH |
8,419.0 |
0.618 |
8,379.8 |
0.500 |
8,367.8 |
0.382 |
8,355.7 |
LOW |
8,316.5 |
0.618 |
8,253.2 |
1.000 |
8,214.0 |
1.618 |
8,150.7 |
2.618 |
8,048.2 |
4.250 |
7,880.9 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,367.8 |
8,365.7 |
PP |
8,367.5 |
8,364.3 |
S1 |
8,367.3 |
8,363.0 |
|