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 |
1,336.0 |
1,346.5 |
10.5 |
0.8% |
1,286.8 |
High |
1,345.5 |
1,346.5 |
1.0 |
0.1% |
1,299.5 |
Low |
1,328.8 |
1,319.5 |
-9.3 |
-0.7% |
1,273.8 |
Close |
1,336.2 |
1,321.1 |
-15.1 |
-1.1% |
1,295.0 |
Range |
16.7 |
27.0 |
10.3 |
61.7% |
25.7 |
ATR |
24.7 |
24.8 |
0.2 |
0.7% |
0.0 |
Volume |
1,703 |
3,144 |
1,441 |
84.6% |
9,371 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.0 |
1,392.6 |
1,336.0 |
|
R3 |
1,383.0 |
1,365.6 |
1,328.5 |
|
R2 |
1,356.0 |
1,356.0 |
1,326.1 |
|
R1 |
1,338.6 |
1,338.6 |
1,323.6 |
1,333.8 |
PP |
1,329.0 |
1,329.0 |
1,329.0 |
1,326.7 |
S1 |
1,311.6 |
1,311.6 |
1,318.6 |
1,306.8 |
S2 |
1,302.0 |
1,302.0 |
1,316.2 |
|
S3 |
1,275.0 |
1,284.6 |
1,313.7 |
|
S4 |
1,248.0 |
1,257.6 |
1,306.3 |
|
|
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 |
1,346.5 |
1,279.1 |
67.4 |
5.1% |
18.1 |
1.4% |
62% |
True |
False |
2,424 |
10 |
1,346.5 |
1,271.7 |
74.8 |
5.7% |
18.0 |
1.4% |
66% |
True |
False |
2,090 |
20 |
1,346.5 |
1,187.9 |
158.6 |
12.0% |
23.2 |
1.8% |
84% |
True |
False |
1,902 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.8% |
21.6 |
1.6% |
57% |
False |
False |
1,276 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.3% |
21.0 |
1.6% |
45% |
False |
False |
1,181 |
80 |
1,593.2 |
1,187.9 |
405.3 |
30.7% |
22.8 |
1.7% |
33% |
False |
False |
1,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.3 |
2.618 |
1,417.2 |
1.618 |
1,390.2 |
1.000 |
1,373.5 |
0.618 |
1,363.2 |
HIGH |
1,346.5 |
0.618 |
1,336.2 |
0.500 |
1,333.0 |
0.382 |
1,329.8 |
LOW |
1,319.5 |
0.618 |
1,302.8 |
1.000 |
1,292.5 |
1.618 |
1,275.8 |
2.618 |
1,248.8 |
4.250 |
1,204.8 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,333.0 |
1,330.9 |
PP |
1,329.0 |
1,327.6 |
S1 |
1,325.1 |
1,324.4 |
|