Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,557.14 |
15,534.49 |
-22.65 |
-0.1% |
15,543.97 |
High |
15,557.14 |
15,593.91 |
36.77 |
0.2% |
15,604.22 |
Low |
15,482.27 |
15,479.13 |
-3.14 |
0.0% |
15,405.16 |
Close |
15,521.97 |
15,520.59 |
-1.38 |
0.0% |
15,558.83 |
Range |
74.87 |
114.78 |
39.91 |
53.3% |
199.06 |
ATR |
120.95 |
120.51 |
-0.44 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,875.55 |
15,812.85 |
15,583.72 |
|
R3 |
15,760.77 |
15,698.07 |
15,552.15 |
|
R2 |
15,645.99 |
15,645.99 |
15,541.63 |
|
R1 |
15,583.29 |
15,583.29 |
15,531.11 |
15,557.25 |
PP |
15,531.21 |
15,531.21 |
15,531.21 |
15,518.19 |
S1 |
15,468.51 |
15,468.51 |
15,510.07 |
15,442.47 |
S2 |
15,416.43 |
15,416.43 |
15,499.55 |
|
S3 |
15,301.65 |
15,353.73 |
15,489.03 |
|
S4 |
15,186.87 |
15,238.95 |
15,457.46 |
|
|
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 |
15,602.60 |
15,405.16 |
197.44 |
1.3% |
111.19 |
0.7% |
58% |
False |
False |
|
10 |
15,604.22 |
15,405.16 |
199.06 |
1.3% |
91.61 |
0.6% |
58% |
False |
False |
|
20 |
15,604.22 |
14,858.93 |
745.29 |
4.8% |
107.27 |
0.7% |
89% |
False |
False |
|
40 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
150.66 |
1.0% |
92% |
False |
False |
|
60 |
15,604.22 |
14,551.27 |
1,052.95 |
6.8% |
143.31 |
0.9% |
92% |
False |
False |
|
80 |
15,604.22 |
14,444.03 |
1,160.19 |
7.5% |
141.18 |
0.9% |
93% |
False |
False |
|
100 |
15,604.22 |
14,329.49 |
1,274.73 |
8.2% |
133.70 |
0.9% |
93% |
False |
False |
|
120 |
15,604.22 |
13,784.01 |
1,820.21 |
11.7% |
130.68 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,081.73 |
2.618 |
15,894.40 |
1.618 |
15,779.62 |
1.000 |
15,708.69 |
0.618 |
15,664.84 |
HIGH |
15,593.91 |
0.618 |
15,550.06 |
0.500 |
15,536.52 |
0.382 |
15,522.98 |
LOW |
15,479.13 |
0.618 |
15,408.20 |
1.000 |
15,364.35 |
1.618 |
15,293.42 |
2.618 |
15,178.64 |
4.250 |
14,991.32 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,536.52 |
15,513.57 |
PP |
15,531.21 |
15,506.55 |
S1 |
15,525.90 |
15,499.54 |
|