Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,319.4 |
1,338.6 |
19.2 |
1.5% |
1,315.3 |
High |
1,332.4 |
1,338.9 |
6.5 |
0.5% |
1,346.5 |
Low |
1,313.1 |
1,314.8 |
1.7 |
0.1% |
1,313.1 |
Close |
1,330.5 |
1,322.9 |
-7.6 |
-0.6% |
1,322.9 |
Range |
19.3 |
24.1 |
4.8 |
24.9% |
33.4 |
ATR |
24.4 |
24.4 |
0.0 |
-0.1% |
0.0 |
Volume |
2,085 |
3,085 |
1,000 |
48.0% |
12,199 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.8 |
1,384.5 |
1,336.2 |
|
R3 |
1,373.7 |
1,360.4 |
1,329.5 |
|
R2 |
1,349.6 |
1,349.6 |
1,327.3 |
|
R1 |
1,336.3 |
1,336.3 |
1,325.1 |
1,330.9 |
PP |
1,325.5 |
1,325.5 |
1,325.5 |
1,322.9 |
S1 |
1,312.2 |
1,312.2 |
1,320.7 |
1,306.8 |
S2 |
1,301.4 |
1,301.4 |
1,318.5 |
|
S3 |
1,277.3 |
1,288.1 |
1,316.3 |
|
S4 |
1,253.2 |
1,264.0 |
1,309.6 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.7 |
1,408.7 |
1,341.3 |
|
R3 |
1,394.3 |
1,375.3 |
1,332.1 |
|
R2 |
1,360.9 |
1,360.9 |
1,329.0 |
|
R1 |
1,341.9 |
1,341.9 |
1,326.0 |
1,351.4 |
PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,332.3 |
S1 |
1,308.5 |
1,308.5 |
1,319.8 |
1,318.0 |
S2 |
1,294.1 |
1,294.1 |
1,316.8 |
|
S3 |
1,260.7 |
1,275.1 |
1,313.7 |
|
S4 |
1,227.3 |
1,241.7 |
1,304.5 |
|
|
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 |
1,313.1 |
33.4 |
2.5% |
22.4 |
1.7% |
29% |
False |
False |
2,439 |
10 |
1,346.5 |
1,273.8 |
72.7 |
5.5% |
19.2 |
1.4% |
68% |
False |
False |
2,157 |
20 |
1,346.5 |
1,187.9 |
158.6 |
12.0% |
20.8 |
1.6% |
85% |
False |
False |
2,024 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.8% |
21.9 |
1.7% |
57% |
False |
False |
1,377 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.2% |
21.4 |
1.6% |
46% |
False |
False |
1,231 |
80 |
1,593.2 |
1,187.9 |
405.3 |
30.6% |
23.0 |
1.7% |
33% |
False |
False |
1,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.3 |
2.618 |
1,402.0 |
1.618 |
1,377.9 |
1.000 |
1,363.0 |
0.618 |
1,353.8 |
HIGH |
1,338.9 |
0.618 |
1,329.7 |
0.500 |
1,326.9 |
0.382 |
1,324.0 |
LOW |
1,314.8 |
0.618 |
1,299.9 |
1.000 |
1,290.7 |
1.618 |
1,275.8 |
2.618 |
1,251.7 |
4.250 |
1,212.4 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.9 |
1,329.8 |
PP |
1,325.5 |
1,327.5 |
S1 |
1,324.2 |
1,325.2 |
|