Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,388 |
15,431 |
43 |
0.3% |
15,080 |
High |
15,459 |
15,533 |
74 |
0.5% |
15,433 |
Low |
15,345 |
15,400 |
55 |
0.4% |
15,063 |
Close |
15,440 |
15,481 |
41 |
0.3% |
15,369 |
Range |
114 |
133 |
19 |
16.7% |
370 |
ATR |
164 |
162 |
-2 |
-1.4% |
0 |
Volume |
128,740 |
103,102 |
-25,638 |
-19.9% |
552,115 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,870 |
15,809 |
15,554 |
|
R3 |
15,737 |
15,676 |
15,518 |
|
R2 |
15,604 |
15,604 |
15,506 |
|
R1 |
15,543 |
15,543 |
15,493 |
15,574 |
PP |
15,471 |
15,471 |
15,471 |
15,487 |
S1 |
15,410 |
15,410 |
15,469 |
15,441 |
S2 |
15,338 |
15,338 |
15,457 |
|
S3 |
15,205 |
15,277 |
15,445 |
|
S4 |
15,072 |
15,144 |
15,408 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,398 |
16,254 |
15,573 |
|
R3 |
16,028 |
15,884 |
15,471 |
|
R2 |
15,658 |
15,658 |
15,437 |
|
R1 |
15,514 |
15,514 |
15,403 |
15,586 |
PP |
15,288 |
15,288 |
15,288 |
15,325 |
S1 |
15,144 |
15,144 |
15,335 |
15,216 |
S2 |
14,918 |
14,918 |
15,301 |
|
S3 |
14,548 |
14,774 |
15,267 |
|
S4 |
14,178 |
14,404 |
15,166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,533 |
15,345 |
188 |
1.2% |
100 |
0.6% |
72% |
True |
False |
94,451 |
10 |
15,533 |
14,895 |
638 |
4.1% |
119 |
0.8% |
92% |
True |
False |
109,518 |
20 |
15,533 |
14,474 |
1,059 |
6.8% |
174 |
1.1% |
95% |
True |
False |
150,756 |
40 |
15,533 |
14,474 |
1,059 |
6.8% |
193 |
1.2% |
95% |
True |
False |
93,117 |
60 |
15,533 |
14,474 |
1,059 |
6.8% |
162 |
1.0% |
95% |
True |
False |
62,105 |
80 |
15,533 |
14,300 |
1,233 |
8.0% |
148 |
1.0% |
96% |
True |
False |
46,586 |
100 |
15,533 |
13,712 |
1,821 |
11.8% |
129 |
0.8% |
97% |
True |
False |
37,270 |
120 |
15,533 |
13,642 |
1,891 |
12.2% |
107 |
0.7% |
97% |
True |
False |
31,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,098 |
2.618 |
15,881 |
1.618 |
15,748 |
1.000 |
15,666 |
0.618 |
15,615 |
HIGH |
15,533 |
0.618 |
15,482 |
0.500 |
15,467 |
0.382 |
15,451 |
LOW |
15,400 |
0.618 |
15,318 |
1.000 |
15,267 |
1.618 |
15,185 |
2.618 |
15,052 |
4.250 |
14,835 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,476 |
15,467 |
PP |
15,471 |
15,453 |
S1 |
15,467 |
15,439 |
|