Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,346.5 |
1,319.4 |
-27.1 |
-2.0% |
1,286.8 |
High |
1,346.5 |
1,332.4 |
-14.1 |
-1.0% |
1,299.5 |
Low |
1,319.5 |
1,313.1 |
-6.4 |
-0.5% |
1,273.8 |
Close |
1,321.1 |
1,330.5 |
9.4 |
0.7% |
1,295.0 |
Range |
27.0 |
19.3 |
-7.7 |
-28.5% |
25.7 |
ATR |
24.8 |
24.4 |
-0.4 |
-1.6% |
0.0 |
Volume |
3,144 |
2,085 |
-1,059 |
-33.7% |
9,371 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.2 |
1,376.2 |
1,341.1 |
|
R3 |
1,363.9 |
1,356.9 |
1,335.8 |
|
R2 |
1,344.6 |
1,344.6 |
1,334.0 |
|
R1 |
1,337.6 |
1,337.6 |
1,332.3 |
1,341.1 |
PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,327.1 |
S1 |
1,318.3 |
1,318.3 |
1,328.7 |
1,321.8 |
S2 |
1,306.0 |
1,306.0 |
1,327.0 |
|
S3 |
1,286.7 |
1,299.0 |
1,325.2 |
|
S4 |
1,267.4 |
1,279.7 |
1,319.9 |
|
|
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 |
1,286.2 |
60.3 |
4.5% |
20.0 |
1.5% |
73% |
False |
False |
2,362 |
10 |
1,346.5 |
1,271.7 |
74.8 |
5.6% |
18.3 |
1.4% |
79% |
False |
False |
2,098 |
20 |
1,346.5 |
1,187.9 |
158.6 |
11.9% |
21.6 |
1.6% |
90% |
False |
False |
1,937 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.7% |
21.8 |
1.6% |
61% |
False |
False |
1,313 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.1% |
21.2 |
1.6% |
48% |
False |
False |
1,186 |
80 |
1,593.2 |
1,187.9 |
405.3 |
30.5% |
22.9 |
1.7% |
35% |
False |
False |
1,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.4 |
2.618 |
1,382.9 |
1.618 |
1,363.6 |
1.000 |
1,351.7 |
0.618 |
1,344.3 |
HIGH |
1,332.4 |
0.618 |
1,325.0 |
0.500 |
1,322.8 |
0.382 |
1,320.5 |
LOW |
1,313.1 |
0.618 |
1,301.2 |
1.000 |
1,293.8 |
1.618 |
1,281.9 |
2.618 |
1,262.6 |
4.250 |
1,231.1 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,327.9 |
1,330.3 |
PP |
1,325.3 |
1,330.0 |
S1 |
1,322.8 |
1,329.8 |
|