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 |
13,990 |
13,580 |
-410 |
-2.9% |
14,930 |
High |
14,000 |
13,955 |
-45 |
-0.3% |
15,010 |
Low |
13,545 |
13,560 |
15 |
0.1% |
13,885 |
Close |
13,555 |
13,760 |
205 |
1.5% |
13,990 |
Range |
455 |
395 |
-60 |
-13.2% |
1,125 |
ATR |
429 |
427 |
-2 |
-0.5% |
0 |
Volume |
17,892 |
13,063 |
-4,829 |
-27.0% |
82,886 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,943 |
14,747 |
13,977 |
|
R3 |
14,548 |
14,352 |
13,869 |
|
R2 |
14,153 |
14,153 |
13,833 |
|
R1 |
13,957 |
13,957 |
13,796 |
14,055 |
PP |
13,758 |
13,758 |
13,758 |
13,808 |
S1 |
13,562 |
13,562 |
13,724 |
13,660 |
S2 |
13,363 |
13,363 |
13,688 |
|
S3 |
12,968 |
13,167 |
13,652 |
|
S4 |
12,573 |
12,772 |
13,543 |
|
|
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 |
14,865 |
13,545 |
1,320 |
9.6% |
423 |
3.1% |
16% |
False |
False |
17,199 |
10 |
15,060 |
13,545 |
1,515 |
11.0% |
399 |
2.9% |
14% |
False |
False |
15,146 |
20 |
15,060 |
13,545 |
1,515 |
11.0% |
385 |
2.8% |
14% |
False |
False |
15,357 |
40 |
15,060 |
12,420 |
2,640 |
19.2% |
497 |
3.6% |
51% |
False |
False |
18,887 |
60 |
16,120 |
12,420 |
3,700 |
26.9% |
469 |
3.4% |
36% |
False |
False |
12,805 |
80 |
16,120 |
12,420 |
3,700 |
26.9% |
399 |
2.9% |
36% |
False |
False |
9,633 |
100 |
16,120 |
12,015 |
4,105 |
29.8% |
348 |
2.5% |
43% |
False |
False |
7,708 |
120 |
16,120 |
11,060 |
5,060 |
36.8% |
317 |
2.3% |
53% |
False |
False |
6,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,634 |
2.618 |
14,989 |
1.618 |
14,594 |
1.000 |
14,350 |
0.618 |
14,199 |
HIGH |
13,955 |
0.618 |
13,804 |
0.500 |
13,758 |
0.382 |
13,711 |
LOW |
13,560 |
0.618 |
13,316 |
1.000 |
13,165 |
1.618 |
12,921 |
2.618 |
12,526 |
4.250 |
11,881 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
13,759 |
14,018 |
PP |
13,758 |
13,932 |
S1 |
13,758 |
13,846 |
|