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 |
5,010.0 |
5,014.0 |
4.0 |
0.1% |
4,971.0 |
High |
5,020.0 |
5,021.0 |
1.0 |
0.0% |
5,024.0 |
Low |
4,993.0 |
4,983.0 |
-10.0 |
-0.2% |
4,952.0 |
Close |
5,010.0 |
5,007.0 |
-3.0 |
-0.1% |
5,008.0 |
Range |
27.0 |
38.0 |
11.0 |
40.7% |
72.0 |
ATR |
53.1 |
52.0 |
-1.1 |
-2.0% |
0.0 |
Volume |
15,055 |
22,281 |
7,226 |
48.0% |
91,404 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,117.7 |
5,100.3 |
5,027.9 |
|
R3 |
5,079.7 |
5,062.3 |
5,017.5 |
|
R2 |
5,041.7 |
5,041.7 |
5,014.0 |
|
R1 |
5,024.3 |
5,024.3 |
5,010.5 |
5,014.0 |
PP |
5,003.7 |
5,003.7 |
5,003.7 |
4,998.5 |
S1 |
4,986.3 |
4,986.3 |
5,003.5 |
4,976.0 |
S2 |
4,965.7 |
4,965.7 |
5,000.0 |
|
S3 |
4,927.7 |
4,948.3 |
4,996.6 |
|
S4 |
4,889.7 |
4,910.3 |
4,986.1 |
|
|
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 |
4,965.0 |
59.0 |
1.2% |
37.4 |
0.7% |
71% |
False |
False |
18,896 |
10 |
5,024.0 |
4,919.0 |
105.0 |
2.1% |
36.5 |
0.7% |
84% |
False |
False |
18,183 |
20 |
5,024.0 |
4,679.0 |
345.0 |
6.9% |
44.7 |
0.9% |
95% |
False |
False |
19,578 |
40 |
5,024.0 |
4,598.0 |
426.0 |
8.5% |
53.5 |
1.1% |
96% |
False |
False |
25,305 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
44.7 |
0.9% |
69% |
False |
False |
16,950 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
36.1 |
0.7% |
69% |
False |
False |
12,717 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
30.3 |
0.6% |
69% |
False |
False |
10,182 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
25.4 |
0.5% |
69% |
False |
False |
8,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,182.5 |
2.618 |
5,120.5 |
1.618 |
5,082.5 |
1.000 |
5,059.0 |
0.618 |
5,044.5 |
HIGH |
5,021.0 |
0.618 |
5,006.5 |
0.500 |
5,002.0 |
0.382 |
4,997.5 |
LOW |
4,983.0 |
0.618 |
4,959.5 |
1.000 |
4,945.0 |
1.618 |
4,921.5 |
2.618 |
4,883.5 |
4.250 |
4,821.5 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
5,005.3 |
5,005.7 |
PP |
5,003.7 |
5,004.3 |
S1 |
5,002.0 |
5,003.0 |
|