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 |
13,580 |
13,790 |
210 |
1.5% |
14,930 |
High |
13,955 |
13,875 |
-80 |
-0.6% |
15,010 |
Low |
13,560 |
13,545 |
-15 |
-0.1% |
13,885 |
Close |
13,760 |
13,680 |
-80 |
-0.6% |
13,990 |
Range |
395 |
330 |
-65 |
-16.5% |
1,125 |
ATR |
427 |
420 |
-7 |
-1.6% |
0 |
Volume |
13,063 |
15,255 |
2,192 |
16.8% |
82,886 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,690 |
14,515 |
13,862 |
|
R3 |
14,360 |
14,185 |
13,771 |
|
R2 |
14,030 |
14,030 |
13,741 |
|
R1 |
13,855 |
13,855 |
13,710 |
13,778 |
PP |
13,700 |
13,700 |
13,700 |
13,661 |
S1 |
13,525 |
13,525 |
13,650 |
13,448 |
S2 |
13,370 |
13,370 |
13,620 |
|
S3 |
13,040 |
13,195 |
13,589 |
|
S4 |
12,710 |
12,865 |
13,499 |
|
|
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 |
14,815 |
13,545 |
1,270 |
9.3% |
453 |
3.3% |
11% |
False |
True |
18,064 |
10 |
15,060 |
13,545 |
1,515 |
11.1% |
408 |
3.0% |
9% |
False |
True |
15,653 |
20 |
15,060 |
13,545 |
1,515 |
11.1% |
381 |
2.8% |
9% |
False |
True |
15,284 |
40 |
15,060 |
12,420 |
2,640 |
19.3% |
492 |
3.6% |
48% |
False |
False |
19,222 |
60 |
16,120 |
12,420 |
3,700 |
27.0% |
473 |
3.5% |
34% |
False |
False |
13,059 |
80 |
16,120 |
12,420 |
3,700 |
27.0% |
399 |
2.9% |
34% |
False |
False |
9,824 |
100 |
16,120 |
12,015 |
4,105 |
30.0% |
350 |
2.6% |
41% |
False |
False |
7,860 |
120 |
16,120 |
11,060 |
5,060 |
37.0% |
320 |
2.3% |
52% |
False |
False |
6,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,278 |
2.618 |
14,739 |
1.618 |
14,409 |
1.000 |
14,205 |
0.618 |
14,079 |
HIGH |
13,875 |
0.618 |
13,749 |
0.500 |
13,710 |
0.382 |
13,671 |
LOW |
13,545 |
0.618 |
13,341 |
1.000 |
13,215 |
1.618 |
13,011 |
2.618 |
12,681 |
4.250 |
12,143 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
13,710 |
13,773 |
PP |
13,700 |
13,742 |
S1 |
13,690 |
13,711 |
|