Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,930 |
14,735 |
-195 |
-1.3% |
14,620 |
High |
15,010 |
14,925 |
-85 |
-0.6% |
15,060 |
Low |
14,585 |
14,610 |
25 |
0.2% |
14,480 |
Close |
14,750 |
14,775 |
25 |
0.2% |
14,905 |
Range |
425 |
315 |
-110 |
-25.9% |
580 |
ATR |
434 |
426 |
-9 |
-2.0% |
0 |
Volume |
14,406 |
13,438 |
-968 |
-6.7% |
54,589 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,715 |
15,560 |
14,948 |
|
R3 |
15,400 |
15,245 |
14,862 |
|
R2 |
15,085 |
15,085 |
14,833 |
|
R1 |
14,930 |
14,930 |
14,804 |
15,008 |
PP |
14,770 |
14,770 |
14,770 |
14,809 |
S1 |
14,615 |
14,615 |
14,746 |
14,693 |
S2 |
14,455 |
14,455 |
14,717 |
|
S3 |
14,140 |
14,300 |
14,689 |
|
S4 |
13,825 |
13,985 |
14,602 |
|
|
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% |
375 |
2.5% |
51% |
False |
False |
13,093 |
10 |
15,060 |
14,355 |
705 |
4.8% |
338 |
2.3% |
60% |
False |
False |
12,926 |
20 |
15,060 |
12,865 |
2,195 |
14.9% |
403 |
2.7% |
87% |
False |
False |
15,876 |
40 |
15,060 |
12,420 |
2,640 |
17.9% |
525 |
3.6% |
89% |
False |
False |
16,992 |
60 |
16,120 |
12,420 |
3,700 |
25.0% |
445 |
3.0% |
64% |
False |
False |
11,374 |
80 |
16,120 |
12,015 |
4,105 |
27.8% |
398 |
2.7% |
67% |
False |
False |
8,559 |
100 |
16,120 |
11,695 |
4,425 |
29.9% |
327 |
2.2% |
70% |
False |
False |
6,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,264 |
2.618 |
15,750 |
1.618 |
15,435 |
1.000 |
15,240 |
0.618 |
15,120 |
HIGH |
14,925 |
0.618 |
14,805 |
0.500 |
14,768 |
0.382 |
14,730 |
LOW |
14,610 |
0.618 |
14,415 |
1.000 |
14,295 |
1.618 |
14,100 |
2.618 |
13,785 |
4.250 |
13,271 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,773 |
14,769 |
PP |
14,770 |
14,763 |
S1 |
14,768 |
14,758 |
|