Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,600 |
14,760 |
160 |
1.1% |
14,590 |
High |
14,775 |
15,060 |
285 |
1.9% |
14,725 |
Low |
14,535 |
14,720 |
185 |
1.3% |
14,200 |
Close |
14,740 |
15,040 |
300 |
2.0% |
14,620 |
Range |
240 |
340 |
100 |
41.7% |
525 |
ATR |
432 |
425 |
-7 |
-1.5% |
0 |
Volume |
10,187 |
9,556 |
-631 |
-6.2% |
77,828 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,960 |
15,840 |
15,227 |
|
R3 |
15,620 |
15,500 |
15,134 |
|
R2 |
15,280 |
15,280 |
15,102 |
|
R1 |
15,160 |
15,160 |
15,071 |
15,220 |
PP |
14,940 |
14,940 |
14,940 |
14,970 |
S1 |
14,820 |
14,820 |
15,009 |
14,880 |
S2 |
14,600 |
14,600 |
14,978 |
|
S3 |
14,260 |
14,480 |
14,947 |
|
S4 |
13,920 |
14,140 |
14,853 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,090 |
15,880 |
14,909 |
|
R3 |
15,565 |
15,355 |
14,765 |
|
R2 |
15,040 |
15,040 |
14,716 |
|
R1 |
14,830 |
14,830 |
14,668 |
14,935 |
PP |
14,515 |
14,515 |
14,515 |
14,568 |
S1 |
14,305 |
14,305 |
14,572 |
14,410 |
S2 |
13,990 |
13,990 |
14,524 |
|
S3 |
13,465 |
13,780 |
14,476 |
|
S4 |
12,940 |
13,255 |
14,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,060 |
14,510 |
550 |
3.7% |
282 |
1.9% |
96% |
True |
False |
9,566 |
10 |
15,060 |
14,060 |
1,000 |
6.6% |
335 |
2.2% |
98% |
True |
False |
13,785 |
20 |
15,060 |
12,815 |
2,245 |
14.9% |
438 |
2.9% |
99% |
True |
False |
17,817 |
40 |
16,120 |
12,420 |
3,700 |
24.6% |
562 |
3.7% |
71% |
False |
False |
15,878 |
60 |
16,120 |
12,420 |
3,700 |
24.6% |
430 |
2.9% |
71% |
False |
False |
10,614 |
80 |
16,120 |
12,015 |
4,105 |
27.3% |
384 |
2.6% |
74% |
False |
False |
7,987 |
100 |
16,120 |
11,265 |
4,855 |
32.3% |
316 |
2.1% |
78% |
False |
False |
6,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,505 |
2.618 |
15,950 |
1.618 |
15,610 |
1.000 |
15,400 |
0.618 |
15,270 |
HIGH |
15,060 |
0.618 |
14,930 |
0.500 |
14,890 |
0.382 |
14,850 |
LOW |
14,720 |
0.618 |
14,510 |
1.000 |
14,380 |
1.618 |
14,170 |
2.618 |
13,830 |
4.250 |
13,275 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,990 |
14,955 |
PP |
14,940 |
14,870 |
S1 |
14,890 |
14,785 |
|