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 |
8,266.5 |
8,291.0 |
24.5 |
0.3% |
8,362.0 |
High |
8,329.0 |
8,339.5 |
10.5 |
0.1% |
8,419.0 |
Low |
8,248.5 |
8,246.5 |
-2.0 |
0.0% |
8,217.5 |
Close |
8,254.5 |
8,278.0 |
23.5 |
0.3% |
8,250.0 |
Range |
80.5 |
93.0 |
12.5 |
15.5% |
201.5 |
ATR |
118.3 |
116.5 |
-1.8 |
-1.5% |
0.0 |
Volume |
82,627 |
100,683 |
18,056 |
21.9% |
437,651 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,567.0 |
8,515.5 |
8,329.2 |
|
R3 |
8,474.0 |
8,422.5 |
8,303.6 |
|
R2 |
8,381.0 |
8,381.0 |
8,295.1 |
|
R1 |
8,329.5 |
8,329.5 |
8,286.5 |
8,308.8 |
PP |
8,288.0 |
8,288.0 |
8,288.0 |
8,277.6 |
S1 |
8,236.5 |
8,236.5 |
8,269.5 |
8,215.8 |
S2 |
8,195.0 |
8,195.0 |
8,261.0 |
|
S3 |
8,102.0 |
8,143.5 |
8,252.4 |
|
S4 |
8,009.0 |
8,050.5 |
8,226.9 |
|
|
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% |
105.4 |
1.3% |
30% |
False |
False |
88,997 |
10 |
8,419.0 |
8,140.0 |
279.0 |
3.4% |
96.5 |
1.2% |
49% |
False |
False |
86,822 |
20 |
8,419.0 |
7,735.0 |
684.0 |
8.3% |
106.9 |
1.3% |
79% |
False |
False |
88,720 |
40 |
8,419.0 |
7,660.0 |
759.0 |
9.2% |
128.4 |
1.6% |
81% |
False |
False |
78,060 |
60 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
118.9 |
1.4% |
68% |
False |
False |
52,156 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
117.4 |
1.4% |
74% |
False |
False |
39,238 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
112.9 |
1.4% |
74% |
False |
False |
31,715 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.4 |
1.3% |
74% |
False |
False |
26,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,734.8 |
2.618 |
8,583.0 |
1.618 |
8,490.0 |
1.000 |
8,432.5 |
0.618 |
8,397.0 |
HIGH |
8,339.5 |
0.618 |
8,304.0 |
0.500 |
8,293.0 |
0.382 |
8,282.0 |
LOW |
8,246.5 |
0.618 |
8,189.0 |
1.000 |
8,153.5 |
1.618 |
8,096.0 |
2.618 |
8,003.0 |
4.250 |
7,851.3 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
8,293.0 |
8,289.8 |
PP |
8,288.0 |
8,285.8 |
S1 |
8,283.0 |
8,281.9 |
|