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 |
4,993.0 |
5,010.0 |
17.0 |
0.3% |
4,971.0 |
High |
5,024.0 |
5,020.0 |
-4.0 |
-0.1% |
5,024.0 |
Low |
4,982.0 |
4,993.0 |
11.0 |
0.2% |
4,952.0 |
Close |
5,008.0 |
5,010.0 |
2.0 |
0.0% |
5,008.0 |
Range |
42.0 |
27.0 |
-15.0 |
-35.7% |
72.0 |
ATR |
55.1 |
53.1 |
-2.0 |
-3.6% |
0.0 |
Volume |
17,205 |
15,055 |
-2,150 |
-12.5% |
91,404 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,088.7 |
5,076.3 |
5,024.9 |
|
R3 |
5,061.7 |
5,049.3 |
5,017.4 |
|
R2 |
5,034.7 |
5,034.7 |
5,015.0 |
|
R1 |
5,022.3 |
5,022.3 |
5,012.5 |
5,023.5 |
PP |
5,007.7 |
5,007.7 |
5,007.7 |
5,008.3 |
S1 |
4,995.3 |
4,995.3 |
5,007.5 |
4,996.5 |
S2 |
4,980.7 |
4,980.7 |
5,005.1 |
|
S3 |
4,953.7 |
4,968.3 |
5,002.6 |
|
S4 |
4,926.7 |
4,941.3 |
4,995.2 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,210.7 |
5,181.3 |
5,047.6 |
|
R3 |
5,138.7 |
5,109.3 |
5,027.8 |
|
R2 |
5,066.7 |
5,066.7 |
5,021.2 |
|
R1 |
5,037.3 |
5,037.3 |
5,014.6 |
5,052.0 |
PP |
4,994.7 |
4,994.7 |
4,994.7 |
5,002.0 |
S1 |
4,965.3 |
4,965.3 |
5,001.4 |
4,980.0 |
S2 |
4,922.7 |
4,922.7 |
4,994.8 |
|
S3 |
4,850.7 |
4,893.3 |
4,988.2 |
|
S4 |
4,778.7 |
4,821.3 |
4,968.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,024.0 |
4,964.0 |
60.0 |
1.2% |
34.8 |
0.7% |
77% |
False |
False |
18,334 |
10 |
5,024.0 |
4,919.0 |
105.0 |
2.1% |
36.3 |
0.7% |
87% |
False |
False |
17,401 |
20 |
5,024.0 |
4,679.0 |
345.0 |
6.9% |
47.5 |
0.9% |
96% |
False |
False |
20,010 |
40 |
5,024.0 |
4,598.0 |
426.0 |
8.5% |
53.2 |
1.1% |
97% |
False |
False |
24,762 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
44.0 |
0.9% |
69% |
False |
False |
16,581 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
35.7 |
0.7% |
69% |
False |
False |
12,441 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
29.9 |
0.6% |
69% |
False |
False |
9,960 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
25.1 |
0.5% |
69% |
False |
False |
8,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,134.8 |
2.618 |
5,090.7 |
1.618 |
5,063.7 |
1.000 |
5,047.0 |
0.618 |
5,036.7 |
HIGH |
5,020.0 |
0.618 |
5,009.7 |
0.500 |
5,006.5 |
0.382 |
5,003.3 |
LOW |
4,993.0 |
0.618 |
4,976.3 |
1.000 |
4,966.0 |
1.618 |
4,949.3 |
2.618 |
4,922.3 |
4.250 |
4,878.3 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
5,008.8 |
5,004.8 |
PP |
5,007.7 |
4,999.7 |
S1 |
5,006.5 |
4,994.5 |
|