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 |
8,338.0 |
8,266.5 |
-71.5 |
-0.9% |
8,362.0 |
High |
8,362.0 |
8,329.0 |
-33.0 |
-0.4% |
8,419.0 |
Low |
8,217.5 |
8,248.5 |
31.0 |
0.4% |
8,217.5 |
Close |
8,250.0 |
8,254.5 |
4.5 |
0.1% |
8,250.0 |
Range |
144.5 |
80.5 |
-64.0 |
-44.3% |
201.5 |
ATR |
121.2 |
118.3 |
-2.9 |
-2.4% |
0.0 |
Volume |
71,688 |
82,627 |
10,939 |
15.3% |
437,651 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,518.8 |
8,467.2 |
8,298.8 |
|
R3 |
8,438.3 |
8,386.7 |
8,276.6 |
|
R2 |
8,357.8 |
8,357.8 |
8,269.3 |
|
R1 |
8,306.2 |
8,306.2 |
8,261.9 |
8,291.8 |
PP |
8,277.3 |
8,277.3 |
8,277.3 |
8,270.1 |
S1 |
8,225.7 |
8,225.7 |
8,247.1 |
8,211.3 |
S2 |
8,196.8 |
8,196.8 |
8,239.7 |
|
S3 |
8,116.3 |
8,145.2 |
8,232.4 |
|
S4 |
8,035.8 |
8,064.7 |
8,210.2 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,900.0 |
8,776.5 |
8,360.8 |
|
R3 |
8,698.5 |
8,575.0 |
8,305.4 |
|
R2 |
8,497.0 |
8,497.0 |
8,286.9 |
|
R1 |
8,373.5 |
8,373.5 |
8,268.5 |
8,334.5 |
PP |
8,295.5 |
8,295.5 |
8,295.5 |
8,276.0 |
S1 |
8,172.0 |
8,172.0 |
8,231.5 |
8,133.0 |
S2 |
8,094.0 |
8,094.0 |
8,213.1 |
|
S3 |
7,892.5 |
7,970.5 |
8,194.6 |
|
S4 |
7,691.0 |
7,769.0 |
8,139.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,419.0 |
8,217.5 |
201.5 |
2.4% |
99.2 |
1.2% |
18% |
False |
False |
89,896 |
10 |
8,419.0 |
8,140.0 |
279.0 |
3.4% |
95.6 |
1.2% |
41% |
False |
False |
86,749 |
20 |
8,419.0 |
7,735.0 |
684.0 |
8.3% |
109.1 |
1.3% |
76% |
False |
False |
89,359 |
40 |
8,419.0 |
7,660.0 |
759.0 |
9.2% |
130.5 |
1.6% |
78% |
False |
False |
75,570 |
60 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
118.0 |
1.4% |
65% |
False |
False |
50,479 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
118.7 |
1.4% |
72% |
False |
False |
37,985 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.2 |
1.4% |
72% |
False |
False |
30,723 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.7 |
1.3% |
72% |
False |
False |
25,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,671.1 |
2.618 |
8,539.7 |
1.618 |
8,459.2 |
1.000 |
8,409.5 |
0.618 |
8,378.7 |
HIGH |
8,329.0 |
0.618 |
8,298.2 |
0.500 |
8,288.8 |
0.382 |
8,279.3 |
LOW |
8,248.5 |
0.618 |
8,198.8 |
1.000 |
8,168.0 |
1.618 |
8,118.3 |
2.618 |
8,037.8 |
4.250 |
7,906.4 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,288.8 |
8,296.0 |
PP |
8,277.3 |
8,282.2 |
S1 |
8,265.9 |
8,268.3 |
|