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 |
14,455 |
13,990 |
-465 |
-3.2% |
14,930 |
High |
14,490 |
14,000 |
-490 |
-3.4% |
15,010 |
Low |
13,885 |
13,545 |
-340 |
-2.4% |
13,885 |
Close |
13,990 |
13,555 |
-435 |
-3.1% |
13,990 |
Range |
605 |
455 |
-150 |
-24.8% |
1,125 |
ATR |
427 |
429 |
2 |
0.5% |
0 |
Volume |
25,214 |
17,892 |
-7,322 |
-29.0% |
82,886 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,065 |
14,765 |
13,805 |
|
R3 |
14,610 |
14,310 |
13,680 |
|
R2 |
14,155 |
14,155 |
13,639 |
|
R1 |
13,855 |
13,855 |
13,597 |
13,778 |
PP |
13,700 |
13,700 |
13,700 |
13,661 |
S1 |
13,400 |
13,400 |
13,513 |
13,323 |
S2 |
13,245 |
13,245 |
13,472 |
|
S3 |
12,790 |
12,945 |
13,430 |
|
S4 |
12,335 |
12,490 |
13,305 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,670 |
16,955 |
14,609 |
|
R3 |
16,545 |
15,830 |
14,300 |
|
R2 |
15,420 |
15,420 |
14,196 |
|
R1 |
14,705 |
14,705 |
14,093 |
14,500 |
PP |
14,295 |
14,295 |
14,295 |
14,193 |
S1 |
13,580 |
13,580 |
13,887 |
13,375 |
S2 |
13,170 |
13,170 |
13,784 |
|
S3 |
12,045 |
12,455 |
13,681 |
|
S4 |
10,920 |
11,330 |
13,371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,925 |
13,545 |
1,380 |
10.2% |
407 |
3.0% |
1% |
False |
True |
17,274 |
10 |
15,060 |
13,545 |
1,515 |
11.2% |
391 |
2.9% |
1% |
False |
True |
14,971 |
20 |
15,060 |
13,545 |
1,515 |
11.2% |
389 |
2.9% |
1% |
False |
True |
15,558 |
40 |
15,060 |
12,420 |
2,640 |
19.5% |
503 |
3.7% |
43% |
False |
False |
18,661 |
60 |
16,120 |
12,420 |
3,700 |
27.3% |
467 |
3.4% |
31% |
False |
False |
12,589 |
80 |
16,120 |
12,420 |
3,700 |
27.3% |
398 |
2.9% |
31% |
False |
False |
9,470 |
100 |
16,120 |
12,015 |
4,105 |
30.3% |
344 |
2.5% |
38% |
False |
False |
7,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,934 |
2.618 |
15,191 |
1.618 |
14,736 |
1.000 |
14,455 |
0.618 |
14,281 |
HIGH |
14,000 |
0.618 |
13,826 |
0.500 |
13,773 |
0.382 |
13,719 |
LOW |
13,545 |
0.618 |
13,264 |
1.000 |
13,090 |
1.618 |
12,809 |
2.618 |
12,354 |
4.250 |
11,611 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
13,773 |
14,180 |
PP |
13,700 |
13,972 |
S1 |
13,628 |
13,763 |
|