Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,760 |
14,995 |
235 |
1.6% |
14,620 |
High |
15,060 |
15,035 |
-25 |
-0.2% |
15,060 |
Low |
14,720 |
14,480 |
-240 |
-1.6% |
14,480 |
Close |
15,040 |
14,905 |
-135 |
-0.9% |
14,905 |
Range |
340 |
555 |
215 |
63.2% |
580 |
ATR |
425 |
435 |
10 |
2.3% |
0 |
Volume |
9,556 |
17,882 |
8,326 |
87.1% |
54,589 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,472 |
16,243 |
15,210 |
|
R3 |
15,917 |
15,688 |
15,058 |
|
R2 |
15,362 |
15,362 |
15,007 |
|
R1 |
15,133 |
15,133 |
14,956 |
14,970 |
PP |
14,807 |
14,807 |
14,807 |
14,725 |
S1 |
14,578 |
14,578 |
14,854 |
14,415 |
S2 |
14,252 |
14,252 |
14,803 |
|
S3 |
13,697 |
14,023 |
14,753 |
|
S4 |
13,142 |
13,468 |
14,600 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,555 |
16,310 |
15,224 |
|
R3 |
15,975 |
15,730 |
15,065 |
|
R2 |
15,395 |
15,395 |
15,011 |
|
R1 |
15,150 |
15,150 |
14,958 |
15,273 |
PP |
14,815 |
14,815 |
14,815 |
14,876 |
S1 |
14,570 |
14,570 |
14,852 |
14,693 |
S2 |
14,235 |
14,235 |
14,799 |
|
S3 |
13,655 |
13,990 |
14,746 |
|
S4 |
13,075 |
13,410 |
14,586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,060 |
14,480 |
580 |
3.9% |
352 |
2.4% |
73% |
False |
True |
10,917 |
10 |
15,060 |
14,200 |
860 |
5.8% |
339 |
2.3% |
82% |
False |
False |
13,241 |
20 |
15,060 |
12,815 |
2,245 |
15.1% |
439 |
2.9% |
93% |
False |
False |
17,135 |
40 |
16,050 |
12,420 |
3,630 |
24.4% |
564 |
3.8% |
68% |
False |
False |
16,320 |
60 |
16,120 |
12,420 |
3,700 |
24.8% |
436 |
2.9% |
67% |
False |
False |
10,911 |
80 |
16,120 |
12,015 |
4,105 |
27.5% |
391 |
2.6% |
70% |
False |
False |
8,211 |
100 |
16,120 |
11,435 |
4,685 |
31.4% |
319 |
2.1% |
74% |
False |
False |
6,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,394 |
2.618 |
16,488 |
1.618 |
15,933 |
1.000 |
15,590 |
0.618 |
15,378 |
HIGH |
15,035 |
0.618 |
14,823 |
0.500 |
14,758 |
0.382 |
14,692 |
LOW |
14,480 |
0.618 |
14,137 |
1.000 |
13,925 |
1.618 |
13,582 |
2.618 |
13,027 |
4.250 |
12,121 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,856 |
14,860 |
PP |
14,807 |
14,815 |
S1 |
14,758 |
14,770 |
|