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 |
1,333.3 |
1,333.6 |
0.3 |
0.0% |
1,296.2 |
High |
1,340.5 |
1,338.1 |
-2.4 |
-0.2% |
1,348.7 |
Low |
1,311.9 |
1,322.6 |
10.7 |
0.8% |
1,295.4 |
Close |
1,321.5 |
1,328.4 |
6.9 |
0.5% |
1,321.5 |
Range |
28.6 |
15.5 |
-13.1 |
-45.8% |
53.3 |
ATR |
30.0 |
29.1 |
-1.0 |
-3.2% |
0.0 |
Volume |
169,765 |
134,359 |
-35,406 |
-20.9% |
879,588 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.2 |
1,367.8 |
1,336.9 |
|
R3 |
1,360.7 |
1,352.3 |
1,332.7 |
|
R2 |
1,345.2 |
1,345.2 |
1,331.2 |
|
R1 |
1,336.8 |
1,336.8 |
1,329.8 |
1,333.3 |
PP |
1,329.7 |
1,329.7 |
1,329.7 |
1,327.9 |
S1 |
1,321.3 |
1,321.3 |
1,327.0 |
1,317.8 |
S2 |
1,314.2 |
1,314.2 |
1,325.6 |
|
S3 |
1,298.7 |
1,305.8 |
1,324.1 |
|
S4 |
1,283.2 |
1,290.3 |
1,319.9 |
|
|
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 |
1,308.4 |
40.3 |
3.0% |
26.5 |
2.0% |
50% |
False |
False |
164,442 |
10 |
1,348.7 |
1,269.3 |
79.4 |
6.0% |
25.6 |
1.9% |
74% |
False |
False |
162,307 |
20 |
1,348.7 |
1,206.9 |
141.8 |
10.7% |
27.3 |
2.1% |
86% |
False |
False |
166,718 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.4% |
28.5 |
2.1% |
61% |
False |
False |
170,485 |
60 |
1,488.5 |
1,179.4 |
309.1 |
23.3% |
29.9 |
2.3% |
48% |
False |
False |
130,010 |
80 |
1,591.6 |
1,179.4 |
412.2 |
31.0% |
32.7 |
2.5% |
36% |
False |
False |
99,507 |
100 |
1,619.3 |
1,179.4 |
439.9 |
33.1% |
29.0 |
2.2% |
34% |
False |
False |
80,485 |
120 |
1,686.4 |
1,179.4 |
507.0 |
38.2% |
27.5 |
2.1% |
29% |
False |
False |
67,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.0 |
2.618 |
1,378.7 |
1.618 |
1,363.2 |
1.000 |
1,353.6 |
0.618 |
1,347.7 |
HIGH |
1,338.1 |
0.618 |
1,332.2 |
0.500 |
1,330.4 |
0.382 |
1,328.5 |
LOW |
1,322.6 |
0.618 |
1,313.0 |
1.000 |
1,307.1 |
1.618 |
1,297.5 |
2.618 |
1,282.0 |
4.250 |
1,256.7 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.4 |
1,327.1 |
PP |
1,329.7 |
1,325.8 |
S1 |
1,329.1 |
1,324.5 |
|