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 |
14,800 |
14,775 |
-25 |
-0.2% |
14,620 |
High |
14,865 |
14,815 |
-50 |
-0.3% |
15,060 |
Low |
14,685 |
14,335 |
-350 |
-2.4% |
14,480 |
Close |
14,785 |
14,410 |
-375 |
-2.5% |
14,905 |
Range |
180 |
480 |
300 |
166.7% |
580 |
ATR |
408 |
413 |
5 |
1.3% |
0 |
Volume |
10,931 |
18,897 |
7,966 |
72.9% |
54,589 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,960 |
15,665 |
14,674 |
|
R3 |
15,480 |
15,185 |
14,542 |
|
R2 |
15,000 |
15,000 |
14,498 |
|
R1 |
14,705 |
14,705 |
14,454 |
14,613 |
PP |
14,520 |
14,520 |
14,520 |
14,474 |
S1 |
14,225 |
14,225 |
14,366 |
14,133 |
S2 |
14,040 |
14,040 |
14,322 |
|
S3 |
13,560 |
13,745 |
14,278 |
|
S4 |
13,080 |
13,265 |
14,146 |
|
|
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 |
15,035 |
14,335 |
700 |
4.9% |
391 |
2.7% |
11% |
False |
True |
15,110 |
10 |
15,060 |
14,335 |
725 |
5.0% |
337 |
2.3% |
10% |
False |
True |
12,338 |
20 |
15,060 |
13,000 |
2,060 |
14.3% |
388 |
2.7% |
68% |
False |
False |
15,235 |
40 |
15,060 |
12,420 |
2,640 |
18.3% |
502 |
3.5% |
75% |
False |
False |
17,666 |
60 |
16,120 |
12,420 |
3,700 |
25.7% |
454 |
3.2% |
54% |
False |
False |
11,871 |
80 |
16,120 |
12,270 |
3,850 |
26.7% |
398 |
2.8% |
56% |
False |
False |
8,932 |
100 |
16,120 |
11,860 |
4,260 |
29.6% |
333 |
2.3% |
60% |
False |
False |
7,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,855 |
2.618 |
16,072 |
1.618 |
15,592 |
1.000 |
15,295 |
0.618 |
15,112 |
HIGH |
14,815 |
0.618 |
14,632 |
0.500 |
14,575 |
0.382 |
14,518 |
LOW |
14,335 |
0.618 |
14,038 |
1.000 |
13,855 |
1.618 |
13,558 |
2.618 |
13,078 |
4.250 |
12,295 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,575 |
14,630 |
PP |
14,520 |
14,557 |
S1 |
14,465 |
14,483 |
|