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 |
1,315.3 |
1,336.0 |
20.7 |
1.6% |
1,286.8 |
High |
1,340.1 |
1,345.5 |
5.4 |
0.4% |
1,299.5 |
Low |
1,315.3 |
1,328.8 |
13.5 |
1.0% |
1,273.8 |
Close |
1,338.4 |
1,336.2 |
-2.2 |
-0.2% |
1,295.0 |
Range |
24.8 |
16.7 |
-8.1 |
-32.7% |
25.7 |
ATR |
25.3 |
24.7 |
-0.6 |
-2.4% |
0.0 |
Volume |
2,182 |
1,703 |
-479 |
-22.0% |
9,371 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.9 |
1,378.3 |
1,345.4 |
|
R3 |
1,370.2 |
1,361.6 |
1,340.8 |
|
R2 |
1,353.5 |
1,353.5 |
1,339.3 |
|
R1 |
1,344.9 |
1,344.9 |
1,337.7 |
1,349.2 |
PP |
1,336.8 |
1,336.8 |
1,336.8 |
1,339.0 |
S1 |
1,328.2 |
1,328.2 |
1,334.7 |
1,332.5 |
S2 |
1,320.1 |
1,320.1 |
1,333.1 |
|
S3 |
1,303.4 |
1,311.5 |
1,331.6 |
|
S4 |
1,286.7 |
1,294.8 |
1,327.0 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.5 |
1,356.5 |
1,309.1 |
|
R3 |
1,340.8 |
1,330.8 |
1,302.1 |
|
R2 |
1,315.1 |
1,315.1 |
1,299.7 |
|
R1 |
1,305.1 |
1,305.1 |
1,297.4 |
1,310.1 |
PP |
1,289.4 |
1,289.4 |
1,289.4 |
1,292.0 |
S1 |
1,279.4 |
1,279.4 |
1,292.6 |
1,284.4 |
S2 |
1,263.7 |
1,263.7 |
1,290.3 |
|
S3 |
1,238.0 |
1,253.7 |
1,287.9 |
|
S4 |
1,212.3 |
1,228.0 |
1,280.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.5 |
1,273.8 |
71.7 |
5.4% |
17.8 |
1.3% |
87% |
True |
False |
2,150 |
10 |
1,345.5 |
1,250.2 |
95.3 |
7.1% |
16.7 |
1.2% |
90% |
True |
False |
1,948 |
20 |
1,345.5 |
1,187.9 |
157.6 |
11.8% |
22.5 |
1.7% |
94% |
True |
False |
1,829 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.6% |
21.4 |
1.6% |
63% |
False |
False |
1,205 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
20.7 |
1.5% |
50% |
False |
False |
1,148 |
80 |
1,607.2 |
1,187.9 |
419.3 |
31.4% |
22.5 |
1.7% |
35% |
False |
False |
1,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.5 |
2.618 |
1,389.2 |
1.618 |
1,372.5 |
1.000 |
1,362.2 |
0.618 |
1,355.8 |
HIGH |
1,345.5 |
0.618 |
1,339.1 |
0.500 |
1,337.2 |
0.382 |
1,335.2 |
LOW |
1,328.8 |
0.618 |
1,318.5 |
1.000 |
1,312.1 |
1.618 |
1,301.8 |
2.618 |
1,285.1 |
4.250 |
1,257.8 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.2 |
1,329.4 |
PP |
1,336.8 |
1,322.6 |
S1 |
1,336.5 |
1,315.9 |
|