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 |
1,297.3 |
1,335.7 |
38.4 |
3.0% |
1,286.5 |
High |
1,340.5 |
1,349.2 |
8.7 |
0.6% |
1,301.1 |
Low |
1,296.8 |
1,326.6 |
29.8 |
2.3% |
1,270.6 |
Close |
1,337.3 |
1,335.2 |
-2.1 |
-0.2% |
1,294.0 |
Range |
43.7 |
22.6 |
-21.1 |
-48.3% |
30.5 |
ATR |
29.7 |
29.2 |
-0.5 |
-1.7% |
0.0 |
Volume |
37,658 |
41,894 |
4,236 |
11.2% |
119,743 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.8 |
1,392.6 |
1,347.6 |
|
R3 |
1,382.2 |
1,370.0 |
1,341.4 |
|
R2 |
1,359.6 |
1,359.6 |
1,339.3 |
|
R1 |
1,347.4 |
1,347.4 |
1,337.3 |
1,342.2 |
PP |
1,337.0 |
1,337.0 |
1,337.0 |
1,334.4 |
S1 |
1,324.8 |
1,324.8 |
1,333.1 |
1,319.6 |
S2 |
1,314.4 |
1,314.4 |
1,331.1 |
|
S3 |
1,291.8 |
1,302.2 |
1,329.0 |
|
S4 |
1,269.2 |
1,279.6 |
1,322.8 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.1 |
1,367.5 |
1,310.8 |
|
R3 |
1,349.6 |
1,337.0 |
1,302.4 |
|
R2 |
1,319.1 |
1,319.1 |
1,299.6 |
|
R1 |
1,306.5 |
1,306.5 |
1,296.8 |
1,312.8 |
PP |
1,288.6 |
1,288.6 |
1,288.6 |
1,291.7 |
S1 |
1,276.0 |
1,276.0 |
1,291.2 |
1,282.3 |
S2 |
1,258.1 |
1,258.1 |
1,288.4 |
|
S3 |
1,227.6 |
1,245.5 |
1,285.6 |
|
S4 |
1,197.1 |
1,215.0 |
1,277.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.2 |
1,270.6 |
78.6 |
5.9% |
25.1 |
1.9% |
82% |
True |
False |
31,616 |
10 |
1,349.2 |
1,245.6 |
103.6 |
7.8% |
24.0 |
1.8% |
86% |
True |
False |
26,565 |
20 |
1,349.2 |
1,182.6 |
166.6 |
12.5% |
29.8 |
2.2% |
92% |
True |
False |
21,548 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.2% |
28.2 |
2.1% |
63% |
False |
False |
13,410 |
60 |
1,490.5 |
1,182.6 |
307.9 |
23.1% |
28.9 |
2.2% |
50% |
False |
False |
10,910 |
80 |
1,608.5 |
1,182.6 |
425.9 |
31.9% |
31.5 |
2.4% |
36% |
False |
False |
9,182 |
100 |
1,621.8 |
1,182.6 |
439.2 |
32.9% |
27.9 |
2.1% |
35% |
False |
False |
7,679 |
120 |
1,694.3 |
1,182.6 |
511.7 |
38.3% |
26.7 |
2.0% |
30% |
False |
False |
6,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.3 |
2.618 |
1,408.4 |
1.618 |
1,385.8 |
1.000 |
1,371.8 |
0.618 |
1,363.2 |
HIGH |
1,349.2 |
0.618 |
1,340.6 |
0.500 |
1,337.9 |
0.382 |
1,335.2 |
LOW |
1,326.6 |
0.618 |
1,312.6 |
1.000 |
1,304.0 |
1.618 |
1,290.0 |
2.618 |
1,267.4 |
4.250 |
1,230.6 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.9 |
1,329.0 |
PP |
1,337.0 |
1,322.7 |
S1 |
1,336.1 |
1,316.5 |
|