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 |
1,321.2 |
1,333.3 |
12.1 |
0.9% |
1,296.2 |
High |
1,337.5 |
1,340.5 |
3.0 |
0.2% |
1,348.7 |
Low |
1,308.4 |
1,311.9 |
3.5 |
0.3% |
1,295.4 |
Close |
1,328.8 |
1,321.5 |
-7.3 |
-0.5% |
1,321.5 |
Range |
29.1 |
28.6 |
-0.5 |
-1.7% |
53.3 |
ATR |
30.2 |
30.0 |
-0.1 |
-0.4% |
0.0 |
Volume |
176,485 |
169,765 |
-6,720 |
-3.8% |
879,588 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.4 |
1,394.6 |
1,337.2 |
|
R3 |
1,381.8 |
1,366.0 |
1,329.4 |
|
R2 |
1,353.2 |
1,353.2 |
1,326.7 |
|
R1 |
1,337.4 |
1,337.4 |
1,324.1 |
1,331.0 |
PP |
1,324.6 |
1,324.6 |
1,324.6 |
1,321.5 |
S1 |
1,308.8 |
1,308.8 |
1,318.9 |
1,302.4 |
S2 |
1,296.0 |
1,296.0 |
1,316.3 |
|
S3 |
1,267.4 |
1,280.2 |
1,313.6 |
|
S4 |
1,238.8 |
1,251.6 |
1,305.8 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.8 |
1,454.9 |
1,350.8 |
|
R3 |
1,428.5 |
1,401.6 |
1,336.2 |
|
R2 |
1,375.2 |
1,375.2 |
1,331.3 |
|
R1 |
1,348.3 |
1,348.3 |
1,326.4 |
1,361.8 |
PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,328.6 |
S1 |
1,295.0 |
1,295.0 |
1,316.6 |
1,308.5 |
S2 |
1,268.6 |
1,268.6 |
1,311.7 |
|
S3 |
1,215.3 |
1,241.7 |
1,306.8 |
|
S4 |
1,162.0 |
1,188.4 |
1,292.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.7 |
1,295.4 |
53.3 |
4.0% |
32.1 |
2.4% |
49% |
False |
False |
175,917 |
10 |
1,348.7 |
1,269.3 |
79.4 |
6.0% |
26.1 |
2.0% |
66% |
False |
False |
160,539 |
20 |
1,348.7 |
1,179.4 |
169.3 |
12.8% |
29.3 |
2.2% |
84% |
False |
False |
175,468 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.5% |
29.1 |
2.2% |
58% |
False |
False |
171,323 |
60 |
1,488.5 |
1,179.4 |
309.1 |
23.4% |
30.0 |
2.3% |
46% |
False |
False |
127,886 |
80 |
1,591.6 |
1,179.4 |
412.2 |
31.2% |
32.7 |
2.5% |
34% |
False |
False |
97,912 |
100 |
1,619.3 |
1,179.4 |
439.9 |
33.3% |
29.0 |
2.2% |
32% |
False |
False |
79,217 |
120 |
1,686.4 |
1,179.4 |
507.0 |
38.4% |
27.5 |
2.1% |
28% |
False |
False |
66,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.1 |
2.618 |
1,415.4 |
1.618 |
1,386.8 |
1.000 |
1,369.1 |
0.618 |
1,358.2 |
HIGH |
1,340.5 |
0.618 |
1,329.6 |
0.500 |
1,326.2 |
0.382 |
1,322.8 |
LOW |
1,311.9 |
0.618 |
1,294.2 |
1.000 |
1,283.3 |
1.618 |
1,265.6 |
2.618 |
1,237.0 |
4.250 |
1,190.4 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.2 |
1,328.6 |
PP |
1,324.6 |
1,326.2 |
S1 |
1,323.1 |
1,323.9 |
|