Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,547.85 |
15,557.14 |
9.29 |
0.1% |
15,543.97 |
High |
15,560.97 |
15,557.14 |
-3.83 |
0.0% |
15,604.22 |
Low |
15,405.16 |
15,482.27 |
77.11 |
0.5% |
15,405.16 |
Close |
15,558.83 |
15,521.97 |
-36.86 |
-0.2% |
15,558.83 |
Range |
155.81 |
74.87 |
-80.94 |
-51.9% |
199.06 |
ATR |
124.37 |
120.95 |
-3.41 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,745.07 |
15,708.39 |
15,563.15 |
|
R3 |
15,670.20 |
15,633.52 |
15,542.56 |
|
R2 |
15,595.33 |
15,595.33 |
15,535.70 |
|
R1 |
15,558.65 |
15,558.65 |
15,528.83 |
15,539.56 |
PP |
15,520.46 |
15,520.46 |
15,520.46 |
15,510.91 |
S1 |
15,483.78 |
15,483.78 |
15,515.11 |
15,464.69 |
S2 |
15,445.59 |
15,445.59 |
15,508.24 |
|
S3 |
15,370.72 |
15,408.91 |
15,501.38 |
|
S4 |
15,295.85 |
15,334.04 |
15,480.79 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,119.92 |
16,038.43 |
15,668.31 |
|
R3 |
15,920.86 |
15,839.37 |
15,613.57 |
|
R2 |
15,721.80 |
15,721.80 |
15,595.32 |
|
R1 |
15,640.31 |
15,640.31 |
15,577.08 |
15,681.06 |
PP |
15,522.74 |
15,522.74 |
15,522.74 |
15,543.11 |
S1 |
15,441.25 |
15,441.25 |
15,540.58 |
15,482.00 |
S2 |
15,323.68 |
15,323.68 |
15,522.34 |
|
S3 |
15,124.62 |
15,242.19 |
15,504.09 |
|
S4 |
14,925.56 |
15,043.13 |
15,449.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,604.22 |
15,405.16 |
199.06 |
1.3% |
100.27 |
0.6% |
59% |
False |
False |
|
10 |
15,604.22 |
15,405.16 |
199.06 |
1.3% |
88.38 |
0.6% |
59% |
False |
False |
|
20 |
15,604.22 |
14,858.93 |
745.29 |
4.8% |
110.12 |
0.7% |
89% |
False |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
151.05 |
1.0% |
92% |
False |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
144.37 |
0.9% |
92% |
False |
False |
|
80 |
15,604.22 |
14,434.43 |
1,169.79 |
7.5% |
141.90 |
0.9% |
93% |
False |
False |
|
100 |
15,604.22 |
14,296.24 |
1,307.98 |
8.4% |
133.14 |
0.9% |
94% |
False |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
130.38 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,875.34 |
2.618 |
15,753.15 |
1.618 |
15,678.28 |
1.000 |
15,632.01 |
0.618 |
15,603.41 |
HIGH |
15,557.14 |
0.618 |
15,528.54 |
0.500 |
15,519.71 |
0.382 |
15,510.87 |
LOW |
15,482.27 |
0.618 |
15,436.00 |
1.000 |
15,407.40 |
1.618 |
15,361.13 |
2.618 |
15,286.26 |
4.250 |
15,164.07 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,521.22 |
15,509.00 |
PP |
15,520.46 |
15,496.03 |
S1 |
15,519.71 |
15,483.07 |
|