Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
5,014.0 |
5,020.0 |
6.0 |
0.1% |
4,971.0 |
High |
5,021.0 |
5,057.0 |
36.0 |
0.7% |
5,024.0 |
Low |
4,983.0 |
5,004.0 |
21.0 |
0.4% |
4,952.0 |
Close |
5,007.0 |
5,010.0 |
3.0 |
0.1% |
5,008.0 |
Range |
38.0 |
53.0 |
15.0 |
39.5% |
72.0 |
ATR |
52.0 |
52.1 |
0.1 |
0.1% |
0.0 |
Volume |
22,281 |
29,330 |
7,049 |
31.6% |
91,404 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,182.7 |
5,149.3 |
5,039.2 |
|
R3 |
5,129.7 |
5,096.3 |
5,024.6 |
|
R2 |
5,076.7 |
5,076.7 |
5,019.7 |
|
R1 |
5,043.3 |
5,043.3 |
5,014.9 |
5,033.5 |
PP |
5,023.7 |
5,023.7 |
5,023.7 |
5,018.8 |
S1 |
4,990.3 |
4,990.3 |
5,005.1 |
4,980.5 |
S2 |
4,970.7 |
4,970.7 |
5,000.3 |
|
S3 |
4,917.7 |
4,937.3 |
4,995.4 |
|
S4 |
4,864.7 |
4,884.3 |
4,980.9 |
|
|
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 |
5,057.0 |
4,965.0 |
92.0 |
1.8% |
39.2 |
0.8% |
49% |
True |
False |
20,403 |
10 |
5,057.0 |
4,919.0 |
138.0 |
2.8% |
39.6 |
0.8% |
66% |
True |
False |
19,386 |
20 |
5,057.0 |
4,728.0 |
329.0 |
6.6% |
42.6 |
0.8% |
86% |
True |
False |
19,144 |
40 |
5,057.0 |
4,598.0 |
459.0 |
9.2% |
53.9 |
1.1% |
90% |
True |
False |
26,034 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
45.1 |
0.9% |
69% |
False |
False |
17,438 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
36.4 |
0.7% |
69% |
False |
False |
13,084 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
30.8 |
0.6% |
69% |
False |
False |
10,476 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
25.9 |
0.5% |
69% |
False |
False |
8,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,282.3 |
2.618 |
5,195.8 |
1.618 |
5,142.8 |
1.000 |
5,110.0 |
0.618 |
5,089.8 |
HIGH |
5,057.0 |
0.618 |
5,036.8 |
0.500 |
5,030.5 |
0.382 |
5,024.2 |
LOW |
5,004.0 |
0.618 |
4,971.2 |
1.000 |
4,951.0 |
1.618 |
4,918.2 |
2.618 |
4,865.2 |
4.250 |
4,778.8 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
5,030.5 |
5,020.0 |
PP |
5,023.7 |
5,016.7 |
S1 |
5,016.8 |
5,013.3 |
|