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 |
1,335.7 |
1,344.0 |
8.3 |
0.6% |
1,286.5 |
High |
1,349.2 |
1,347.4 |
-1.8 |
-0.1% |
1,301.1 |
Low |
1,326.6 |
1,313.5 |
-13.1 |
-1.0% |
1,270.6 |
Close |
1,335.2 |
1,320.1 |
-15.1 |
-1.1% |
1,294.0 |
Range |
22.6 |
33.9 |
11.3 |
50.0% |
30.5 |
ATR |
29.2 |
29.6 |
0.3 |
1.1% |
0.0 |
Volume |
41,894 |
35,580 |
-6,314 |
-15.1% |
119,743 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.7 |
1,408.3 |
1,338.7 |
|
R3 |
1,394.8 |
1,374.4 |
1,329.4 |
|
R2 |
1,360.9 |
1,360.9 |
1,326.3 |
|
R1 |
1,340.5 |
1,340.5 |
1,323.2 |
1,333.8 |
PP |
1,327.0 |
1,327.0 |
1,327.0 |
1,323.6 |
S1 |
1,306.6 |
1,306.6 |
1,317.0 |
1,299.9 |
S2 |
1,293.1 |
1,293.1 |
1,313.9 |
|
S3 |
1,259.2 |
1,272.7 |
1,310.8 |
|
S4 |
1,225.3 |
1,238.8 |
1,301.5 |
|
|
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 |
1,275.0 |
74.2 |
5.6% |
25.7 |
1.9% |
61% |
False |
False |
32,232 |
10 |
1,349.2 |
1,265.8 |
83.4 |
6.3% |
25.2 |
1.9% |
65% |
False |
False |
28,188 |
20 |
1,349.2 |
1,182.6 |
166.6 |
12.6% |
30.6 |
2.3% |
83% |
False |
False |
23,109 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.4% |
28.3 |
2.1% |
56% |
False |
False |
14,230 |
60 |
1,490.5 |
1,182.6 |
307.9 |
23.3% |
29.2 |
2.2% |
45% |
False |
False |
11,414 |
80 |
1,608.5 |
1,182.6 |
425.9 |
32.3% |
31.9 |
2.4% |
32% |
False |
False |
9,611 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.3% |
28.1 |
2.1% |
31% |
False |
False |
8,020 |
120 |
1,694.3 |
1,182.6 |
511.7 |
38.8% |
26.8 |
2.0% |
27% |
False |
False |
7,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.5 |
2.618 |
1,436.2 |
1.618 |
1,402.3 |
1.000 |
1,381.3 |
0.618 |
1,368.4 |
HIGH |
1,347.4 |
0.618 |
1,334.5 |
0.500 |
1,330.5 |
0.382 |
1,326.4 |
LOW |
1,313.5 |
0.618 |
1,292.5 |
1.000 |
1,279.6 |
1.618 |
1,258.6 |
2.618 |
1,224.7 |
4.250 |
1,169.4 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.5 |
1,323.0 |
PP |
1,327.0 |
1,322.0 |
S1 |
1,323.6 |
1,321.1 |
|