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 |
8,316.5 |
8,373.0 |
56.5 |
0.7% |
8,234.0 |
High |
8,419.0 |
8,374.5 |
-44.5 |
-0.5% |
8,341.5 |
Low |
8,316.5 |
8,268.0 |
-48.5 |
-0.6% |
8,140.0 |
Close |
8,367.0 |
8,298.0 |
-69.0 |
-0.8% |
8,336.5 |
Range |
102.5 |
106.5 |
4.0 |
3.9% |
201.5 |
ATR |
120.4 |
119.4 |
-1.0 |
-0.8% |
0.0 |
Volume |
100,315 |
89,676 |
-10,639 |
-10.6% |
420,935 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,633.0 |
8,572.0 |
8,356.6 |
|
R3 |
8,526.5 |
8,465.5 |
8,327.3 |
|
R2 |
8,420.0 |
8,420.0 |
8,317.5 |
|
R1 |
8,359.0 |
8,359.0 |
8,307.8 |
8,336.3 |
PP |
8,313.5 |
8,313.5 |
8,313.5 |
8,302.1 |
S1 |
8,252.5 |
8,252.5 |
8,288.2 |
8,229.8 |
S2 |
8,207.0 |
8,207.0 |
8,278.5 |
|
S3 |
8,100.5 |
8,146.0 |
8,268.7 |
|
S4 |
7,994.0 |
8,039.5 |
8,239.4 |
|
|
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 |
8,268.0 |
151.0 |
1.8% |
78.8 |
0.9% |
20% |
False |
True |
87,754 |
10 |
8,419.0 |
8,140.0 |
279.0 |
3.4% |
86.0 |
1.0% |
57% |
False |
False |
85,016 |
20 |
8,419.0 |
7,735.0 |
684.0 |
8.2% |
109.9 |
1.3% |
82% |
False |
False |
93,285 |
40 |
8,427.0 |
7,660.0 |
767.0 |
9.2% |
130.4 |
1.6% |
83% |
False |
False |
71,748 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
118.9 |
1.4% |
70% |
False |
False |
47,919 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
118.5 |
1.4% |
76% |
False |
False |
36,060 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
113.3 |
1.4% |
76% |
False |
False |
29,193 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
110.7 |
1.3% |
76% |
False |
False |
24,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,827.1 |
2.618 |
8,653.3 |
1.618 |
8,546.8 |
1.000 |
8,481.0 |
0.618 |
8,440.3 |
HIGH |
8,374.5 |
0.618 |
8,333.8 |
0.500 |
8,321.3 |
0.382 |
8,308.7 |
LOW |
8,268.0 |
0.618 |
8,202.2 |
1.000 |
8,161.5 |
1.618 |
8,095.7 |
2.618 |
7,989.2 |
4.250 |
7,815.4 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,321.3 |
8,343.5 |
PP |
8,313.5 |
8,328.3 |
S1 |
8,305.8 |
8,313.2 |
|