Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,495 |
15,515 |
20 |
0.1% |
15,367 |
High |
15,547 |
15,564 |
17 |
0.1% |
15,533 |
Low |
15,486 |
15,438 |
-48 |
-0.3% |
15,345 |
Close |
15,513 |
15,500 |
-13 |
-0.1% |
15,506 |
Range |
61 |
126 |
65 |
106.6% |
188 |
ATR |
144 |
143 |
-1 |
-0.9% |
0 |
Volume |
80,289 |
124,470 |
44,181 |
55.0% |
463,975 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,879 |
15,815 |
15,569 |
|
R3 |
15,753 |
15,689 |
15,535 |
|
R2 |
15,627 |
15,627 |
15,523 |
|
R1 |
15,563 |
15,563 |
15,512 |
15,532 |
PP |
15,501 |
15,501 |
15,501 |
15,485 |
S1 |
15,437 |
15,437 |
15,489 |
15,406 |
S2 |
15,375 |
15,375 |
15,477 |
|
S3 |
15,249 |
15,311 |
15,465 |
|
S4 |
15,123 |
15,185 |
15,431 |
|
|
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 |
15,564 |
15,400 |
164 |
1.1% |
97 |
0.6% |
61% |
True |
False |
93,247 |
10 |
15,564 |
15,299 |
265 |
1.7% |
97 |
0.6% |
76% |
True |
False |
94,111 |
20 |
15,564 |
14,621 |
943 |
6.1% |
139 |
0.9% |
93% |
True |
False |
116,876 |
40 |
15,564 |
14,474 |
1,090 |
7.0% |
180 |
1.2% |
94% |
True |
False |
102,174 |
60 |
15,564 |
14,474 |
1,090 |
7.0% |
162 |
1.0% |
94% |
True |
False |
68,146 |
80 |
15,564 |
14,300 |
1,264 |
8.2% |
151 |
1.0% |
95% |
True |
False |
51,125 |
100 |
15,564 |
13,880 |
1,684 |
10.9% |
131 |
0.8% |
96% |
True |
False |
40,901 |
120 |
15,564 |
13,642 |
1,922 |
12.4% |
110 |
0.7% |
97% |
True |
False |
34,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,100 |
2.618 |
15,894 |
1.618 |
15,768 |
1.000 |
15,690 |
0.618 |
15,642 |
HIGH |
15,564 |
0.618 |
15,516 |
0.500 |
15,501 |
0.382 |
15,486 |
LOW |
15,438 |
0.618 |
15,360 |
1.000 |
15,312 |
1.618 |
15,234 |
2.618 |
15,108 |
4.250 |
14,903 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,501 |
15,501 |
PP |
15,501 |
15,501 |
S1 |
15,500 |
15,500 |
|