Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,995 |
14,930 |
-65 |
-0.4% |
14,620 |
High |
15,035 |
15,010 |
-25 |
-0.2% |
15,060 |
Low |
14,480 |
14,585 |
105 |
0.7% |
14,480 |
Close |
14,905 |
14,750 |
-155 |
-1.0% |
14,905 |
Range |
555 |
425 |
-130 |
-23.4% |
580 |
ATR |
435 |
434 |
-1 |
-0.2% |
0 |
Volume |
17,882 |
14,406 |
-3,476 |
-19.4% |
54,589 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,057 |
15,828 |
14,984 |
|
R3 |
15,632 |
15,403 |
14,867 |
|
R2 |
15,207 |
15,207 |
14,828 |
|
R1 |
14,978 |
14,978 |
14,789 |
14,880 |
PP |
14,782 |
14,782 |
14,782 |
14,733 |
S1 |
14,553 |
14,553 |
14,711 |
14,455 |
S2 |
14,357 |
14,357 |
14,672 |
|
S3 |
13,932 |
14,128 |
14,633 |
|
S4 |
13,507 |
13,703 |
14,516 |
|
|
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% |
374 |
2.5% |
47% |
False |
False |
12,668 |
10 |
15,060 |
14,305 |
755 |
5.1% |
337 |
2.3% |
59% |
False |
False |
13,146 |
20 |
15,060 |
12,865 |
2,195 |
14.9% |
422 |
2.9% |
86% |
False |
False |
16,547 |
40 |
15,125 |
12,420 |
2,705 |
18.3% |
542 |
3.7% |
86% |
False |
False |
16,675 |
60 |
16,120 |
12,420 |
3,700 |
25.1% |
442 |
3.0% |
63% |
False |
False |
11,150 |
80 |
16,120 |
12,015 |
4,105 |
27.8% |
395 |
2.7% |
67% |
False |
False |
8,391 |
100 |
16,120 |
11,500 |
4,620 |
31.3% |
324 |
2.2% |
70% |
False |
False |
6,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,816 |
2.618 |
16,123 |
1.618 |
15,698 |
1.000 |
15,435 |
0.618 |
15,273 |
HIGH |
15,010 |
0.618 |
14,848 |
0.500 |
14,798 |
0.382 |
14,747 |
LOW |
14,585 |
0.618 |
14,322 |
1.000 |
14,160 |
1.618 |
13,897 |
2.618 |
13,472 |
4.250 |
12,779 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,798 |
14,770 |
PP |
14,782 |
14,763 |
S1 |
14,766 |
14,757 |
|