Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,775 |
14,455 |
-320 |
-2.2% |
14,930 |
High |
14,815 |
14,490 |
-325 |
-2.2% |
15,010 |
Low |
14,335 |
13,885 |
-450 |
-3.1% |
13,885 |
Close |
14,410 |
13,990 |
-420 |
-2.9% |
13,990 |
Range |
480 |
605 |
125 |
26.0% |
1,125 |
ATR |
413 |
427 |
14 |
3.3% |
0 |
Volume |
18,897 |
25,214 |
6,317 |
33.4% |
82,886 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,937 |
15,568 |
14,323 |
|
R3 |
15,332 |
14,963 |
14,157 |
|
R2 |
14,727 |
14,727 |
14,101 |
|
R1 |
14,358 |
14,358 |
14,046 |
14,240 |
PP |
14,122 |
14,122 |
14,122 |
14,063 |
S1 |
13,753 |
13,753 |
13,935 |
13,635 |
S2 |
13,517 |
13,517 |
13,879 |
|
S3 |
12,912 |
13,148 |
13,824 |
|
S4 |
12,307 |
12,543 |
13,657 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,670 |
16,955 |
14,609 |
|
R3 |
16,545 |
15,830 |
14,300 |
|
R2 |
15,420 |
15,420 |
14,196 |
|
R1 |
14,705 |
14,705 |
14,093 |
14,500 |
PP |
14,295 |
14,295 |
14,295 |
14,193 |
S1 |
13,580 |
13,580 |
13,887 |
13,375 |
S2 |
13,170 |
13,170 |
13,784 |
|
S3 |
12,045 |
12,455 |
13,681 |
|
S4 |
10,920 |
11,330 |
13,371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,010 |
13,885 |
1,125 |
8.0% |
401 |
2.9% |
9% |
False |
True |
16,577 |
10 |
15,060 |
13,885 |
1,175 |
8.4% |
377 |
2.7% |
9% |
False |
True |
13,747 |
20 |
15,060 |
13,460 |
1,600 |
11.4% |
389 |
2.8% |
33% |
False |
False |
15,555 |
40 |
15,060 |
12,420 |
2,640 |
18.9% |
504 |
3.6% |
59% |
False |
False |
18,253 |
60 |
16,120 |
12,420 |
3,700 |
26.4% |
463 |
3.3% |
42% |
False |
False |
12,291 |
80 |
16,120 |
12,270 |
3,850 |
27.5% |
403 |
2.9% |
45% |
False |
False |
9,247 |
100 |
16,120 |
12,015 |
4,105 |
29.3% |
339 |
2.4% |
48% |
False |
False |
7,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,061 |
2.618 |
16,074 |
1.618 |
15,469 |
1.000 |
15,095 |
0.618 |
14,864 |
HIGH |
14,490 |
0.618 |
14,259 |
0.500 |
14,188 |
0.382 |
14,116 |
LOW |
13,885 |
0.618 |
13,511 |
1.000 |
13,280 |
1.618 |
12,906 |
2.618 |
12,301 |
4.250 |
11,314 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,188 |
14,375 |
PP |
14,122 |
14,247 |
S1 |
14,056 |
14,118 |
|