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 |
15,507 |
15,495 |
-12 |
-0.1% |
15,367 |
High |
15,541 |
15,547 |
6 |
0.0% |
15,533 |
Low |
15,458 |
15,486 |
28 |
0.2% |
15,345 |
Close |
15,491 |
15,513 |
22 |
0.1% |
15,506 |
Range |
83 |
61 |
-22 |
-26.5% |
188 |
ATR |
151 |
144 |
-6 |
-4.3% |
0 |
Volume |
69,810 |
80,289 |
10,479 |
15.0% |
463,975 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,698 |
15,667 |
15,547 |
|
R3 |
15,637 |
15,606 |
15,530 |
|
R2 |
15,576 |
15,576 |
15,524 |
|
R1 |
15,545 |
15,545 |
15,519 |
15,561 |
PP |
15,515 |
15,515 |
15,515 |
15,523 |
S1 |
15,484 |
15,484 |
15,508 |
15,500 |
S2 |
15,454 |
15,454 |
15,502 |
|
S3 |
15,393 |
15,423 |
15,496 |
|
S4 |
15,332 |
15,362 |
15,480 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,025 |
15,954 |
15,610 |
|
R3 |
15,837 |
15,766 |
15,558 |
|
R2 |
15,649 |
15,649 |
15,541 |
|
R1 |
15,578 |
15,578 |
15,523 |
15,614 |
PP |
15,461 |
15,461 |
15,461 |
15,479 |
S1 |
15,390 |
15,390 |
15,489 |
15,426 |
S2 |
15,273 |
15,273 |
15,472 |
|
S3 |
15,085 |
15,202 |
15,454 |
|
S4 |
14,897 |
15,014 |
15,403 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,547 |
15,345 |
202 |
1.3% |
95 |
0.6% |
83% |
True |
False |
94,101 |
10 |
15,547 |
15,192 |
355 |
2.3% |
97 |
0.6% |
90% |
True |
False |
95,527 |
20 |
15,547 |
14,527 |
1,020 |
6.6% |
144 |
0.9% |
97% |
True |
False |
120,050 |
40 |
15,547 |
14,474 |
1,073 |
6.9% |
183 |
1.2% |
97% |
True |
False |
99,063 |
60 |
15,547 |
14,474 |
1,073 |
6.9% |
163 |
1.0% |
97% |
True |
False |
66,072 |
80 |
15,547 |
14,300 |
1,247 |
8.0% |
150 |
1.0% |
97% |
True |
False |
49,569 |
100 |
15,547 |
13,880 |
1,667 |
10.7% |
130 |
0.8% |
98% |
True |
False |
39,656 |
120 |
15,547 |
13,642 |
1,905 |
12.3% |
109 |
0.7% |
98% |
True |
False |
33,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,806 |
2.618 |
15,707 |
1.618 |
15,646 |
1.000 |
15,608 |
0.618 |
15,585 |
HIGH |
15,547 |
0.618 |
15,524 |
0.500 |
15,517 |
0.382 |
15,509 |
LOW |
15,486 |
0.618 |
15,448 |
1.000 |
15,425 |
1.618 |
15,387 |
2.618 |
15,326 |
4.250 |
15,227 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,517 |
15,505 |
PP |
15,515 |
15,496 |
S1 |
15,514 |
15,488 |
|