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 |
1,333.6 |
1,327.2 |
-6.4 |
-0.5% |
1,296.2 |
High |
1,338.1 |
1,329.6 |
-8.5 |
-0.6% |
1,348.7 |
Low |
1,322.6 |
1,316.2 |
-6.4 |
-0.5% |
1,295.4 |
Close |
1,328.4 |
1,324.0 |
-4.4 |
-0.3% |
1,321.5 |
Range |
15.5 |
13.4 |
-2.1 |
-13.5% |
53.3 |
ATR |
29.1 |
28.0 |
-1.1 |
-3.9% |
0.0 |
Volume |
134,359 |
43,842 |
-90,517 |
-67.4% |
879,588 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.5 |
1,357.1 |
1,331.4 |
|
R3 |
1,350.1 |
1,343.7 |
1,327.7 |
|
R2 |
1,336.7 |
1,336.7 |
1,326.5 |
|
R1 |
1,330.3 |
1,330.3 |
1,325.2 |
1,326.8 |
PP |
1,323.3 |
1,323.3 |
1,323.3 |
1,321.5 |
S1 |
1,316.9 |
1,316.9 |
1,322.8 |
1,313.4 |
S2 |
1,309.9 |
1,309.9 |
1,321.5 |
|
S3 |
1,296.5 |
1,303.5 |
1,320.3 |
|
S4 |
1,283.1 |
1,290.1 |
1,316.6 |
|
|
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% |
24.5 |
1.9% |
39% |
False |
False |
141,322 |
10 |
1,348.7 |
1,269.3 |
79.4 |
6.0% |
25.0 |
1.9% |
69% |
False |
False |
153,928 |
20 |
1,348.7 |
1,206.9 |
141.8 |
10.7% |
26.1 |
2.0% |
83% |
False |
False |
158,708 |
40 |
1,423.3 |
1,179.4 |
243.9 |
18.4% |
28.1 |
2.1% |
59% |
False |
False |
168,037 |
60 |
1,479.6 |
1,179.4 |
300.2 |
22.7% |
29.6 |
2.2% |
48% |
False |
False |
130,660 |
80 |
1,591.6 |
1,179.4 |
412.2 |
31.1% |
32.4 |
2.5% |
35% |
False |
False |
99,990 |
100 |
1,619.3 |
1,179.4 |
439.9 |
33.2% |
29.1 |
2.2% |
33% |
False |
False |
80,897 |
120 |
1,686.4 |
1,179.4 |
507.0 |
38.3% |
27.6 |
2.1% |
29% |
False |
False |
67,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.6 |
2.618 |
1,364.7 |
1.618 |
1,351.3 |
1.000 |
1,343.0 |
0.618 |
1,337.9 |
HIGH |
1,329.6 |
0.618 |
1,324.5 |
0.500 |
1,322.9 |
0.382 |
1,321.3 |
LOW |
1,316.2 |
0.618 |
1,307.9 |
1.000 |
1,302.8 |
1.618 |
1,294.5 |
2.618 |
1,281.1 |
4.250 |
1,259.3 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,323.6 |
1,326.2 |
PP |
1,323.3 |
1,325.5 |
S1 |
1,322.9 |
1,324.7 |
|