Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,528.57 |
15,503.85 |
-24.72 |
-0.2% |
15,543.97 |
High |
15,634.32 |
15,650.69 |
16.37 |
0.1% |
15,604.22 |
Low |
15,492.96 |
15,503.85 |
10.89 |
0.1% |
15,405.16 |
Close |
15,499.54 |
15,628.02 |
128.48 |
0.8% |
15,558.83 |
Range |
141.36 |
146.84 |
5.48 |
3.9% |
199.06 |
ATR |
122.00 |
124.08 |
2.08 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,034.71 |
15,978.20 |
15,708.78 |
|
R3 |
15,887.87 |
15,831.36 |
15,668.40 |
|
R2 |
15,741.03 |
15,741.03 |
15,654.94 |
|
R1 |
15,684.52 |
15,684.52 |
15,641.48 |
15,712.78 |
PP |
15,594.19 |
15,594.19 |
15,594.19 |
15,608.31 |
S1 |
15,537.68 |
15,537.68 |
15,614.56 |
15,565.94 |
S2 |
15,447.35 |
15,447.35 |
15,601.10 |
|
S3 |
15,300.51 |
15,390.84 |
15,587.64 |
|
S4 |
15,153.67 |
15,244.00 |
15,547.26 |
|
|
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 |
15,650.69 |
15,405.16 |
245.53 |
1.6% |
126.73 |
0.8% |
91% |
True |
False |
|
10 |
15,650.69 |
15,405.16 |
245.53 |
1.6% |
101.69 |
0.7% |
91% |
True |
False |
|
20 |
15,650.69 |
14,971.20 |
679.49 |
4.3% |
104.40 |
0.7% |
97% |
True |
False |
|
40 |
15,650.69 |
14,551.27 |
1,099.42 |
7.0% |
147.18 |
0.9% |
98% |
True |
False |
|
60 |
15,650.69 |
14,551.27 |
1,099.42 |
7.0% |
145.86 |
0.9% |
98% |
True |
False |
|
80 |
15,650.69 |
14,444.03 |
1,206.66 |
7.7% |
141.87 |
0.9% |
98% |
True |
False |
|
100 |
15,650.69 |
14,382.09 |
1,268.60 |
8.1% |
135.00 |
0.9% |
98% |
True |
False |
|
120 |
15,650.69 |
13,784.01 |
1,866.68 |
11.9% |
131.29 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,274.76 |
2.618 |
16,035.12 |
1.618 |
15,888.28 |
1.000 |
15,797.53 |
0.618 |
15,741.44 |
HIGH |
15,650.69 |
0.618 |
15,594.60 |
0.500 |
15,577.27 |
0.382 |
15,559.94 |
LOW |
15,503.85 |
0.618 |
15,413.10 |
1.000 |
15,357.01 |
1.618 |
15,266.26 |
2.618 |
15,119.42 |
4.250 |
14,879.78 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,611.10 |
15,606.98 |
PP |
15,594.19 |
15,585.95 |
S1 |
15,577.27 |
15,564.91 |
|