Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,790 |
13,640 |
-150 |
-1.1% |
14,930 |
High |
13,875 |
14,285 |
410 |
3.0% |
15,010 |
Low |
13,545 |
13,620 |
75 |
0.6% |
13,885 |
Close |
13,680 |
14,220 |
540 |
3.9% |
13,990 |
Range |
330 |
665 |
335 |
101.5% |
1,125 |
ATR |
420 |
437 |
18 |
4.2% |
0 |
Volume |
15,255 |
19,719 |
4,464 |
29.3% |
82,886 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,037 |
15,793 |
14,586 |
|
R3 |
15,372 |
15,128 |
14,403 |
|
R2 |
14,707 |
14,707 |
14,342 |
|
R1 |
14,463 |
14,463 |
14,281 |
14,585 |
PP |
14,042 |
14,042 |
14,042 |
14,103 |
S1 |
13,798 |
13,798 |
14,159 |
13,920 |
S2 |
13,377 |
13,377 |
14,098 |
|
S3 |
12,712 |
13,133 |
14,037 |
|
S4 |
12,047 |
12,468 |
13,854 |
|
|
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 |
14,490 |
13,545 |
945 |
6.6% |
490 |
3.4% |
71% |
False |
False |
18,228 |
10 |
15,035 |
13,545 |
1,490 |
10.5% |
441 |
3.1% |
45% |
False |
False |
16,669 |
20 |
15,060 |
13,545 |
1,515 |
10.7% |
388 |
2.7% |
45% |
False |
False |
15,227 |
40 |
15,060 |
12,420 |
2,640 |
18.6% |
487 |
3.4% |
68% |
False |
False |
19,652 |
60 |
16,120 |
12,420 |
3,700 |
26.0% |
483 |
3.4% |
49% |
False |
False |
13,387 |
80 |
16,120 |
12,420 |
3,700 |
26.0% |
405 |
2.8% |
49% |
False |
False |
10,070 |
100 |
16,120 |
12,015 |
4,105 |
28.9% |
356 |
2.5% |
54% |
False |
False |
8,057 |
120 |
16,120 |
11,060 |
5,060 |
35.6% |
324 |
2.3% |
62% |
False |
False |
6,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,111 |
2.618 |
16,026 |
1.618 |
15,361 |
1.000 |
14,950 |
0.618 |
14,696 |
HIGH |
14,285 |
0.618 |
14,031 |
0.500 |
13,953 |
0.382 |
13,874 |
LOW |
13,620 |
0.618 |
13,209 |
1.000 |
12,955 |
1.618 |
12,544 |
2.618 |
11,879 |
4.250 |
10,794 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,131 |
14,118 |
PP |
14,042 |
14,017 |
S1 |
13,953 |
13,915 |
|