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 |
1,051.4 |
1,047.1 |
-4.3 |
-0.4% |
1,050.0 |
High |
1,054.3 |
1,048.6 |
-5.7 |
-0.5% |
1,057.0 |
Low |
1,039.5 |
1,035.8 |
-3.7 |
-0.4% |
1,035.8 |
Close |
1,046.7 |
1,040.4 |
-6.3 |
-0.6% |
1,046.7 |
Range |
14.8 |
12.8 |
-2.0 |
-13.5% |
21.2 |
ATR |
13.1 |
13.0 |
0.0 |
-0.1% |
0.0 |
Volume |
72,437 |
78,705 |
6,268 |
8.7% |
399,426 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,080.0 |
1,073.0 |
1,047.5 |
|
R3 |
1,067.3 |
1,060.3 |
1,044.0 |
|
R2 |
1,054.5 |
1,054.5 |
1,042.8 |
|
R1 |
1,047.5 |
1,047.5 |
1,041.5 |
1,044.5 |
PP |
1,041.5 |
1,041.5 |
1,041.5 |
1,040.3 |
S1 |
1,034.5 |
1,034.5 |
1,039.3 |
1,031.8 |
S2 |
1,028.8 |
1,028.8 |
1,038.0 |
|
S3 |
1,016.0 |
1,021.8 |
1,037.0 |
|
S4 |
1,003.3 |
1,009.0 |
1,033.3 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.0 |
1,099.5 |
1,058.3 |
|
R3 |
1,089.0 |
1,078.5 |
1,052.5 |
|
R2 |
1,067.8 |
1,067.8 |
1,050.5 |
|
R1 |
1,057.3 |
1,057.3 |
1,048.8 |
1,051.8 |
PP |
1,046.5 |
1,046.5 |
1,046.5 |
1,043.8 |
S1 |
1,036.0 |
1,036.0 |
1,044.8 |
1,030.8 |
S2 |
1,025.3 |
1,025.3 |
1,042.8 |
|
S3 |
1,004.0 |
1,014.8 |
1,040.8 |
|
S4 |
983.0 |
993.5 |
1,035.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,057.0 |
1,035.8 |
21.2 |
2.0% |
14.0 |
1.3% |
22% |
False |
True |
83,104 |
10 |
1,057.0 |
1,034.0 |
23.0 |
2.2% |
11.8 |
1.1% |
28% |
False |
False |
78,873 |
20 |
1,057.0 |
970.6 |
86.4 |
8.3% |
12.0 |
1.2% |
81% |
False |
False |
86,721 |
40 |
1,057.0 |
938.0 |
119.0 |
11.4% |
14.8 |
1.4% |
86% |
False |
False |
91,955 |
60 |
1,057.0 |
938.0 |
119.0 |
11.4% |
11.5 |
1.1% |
86% |
False |
False |
61,346 |
80 |
1,057.0 |
893.4 |
163.6 |
15.7% |
9.0 |
0.9% |
90% |
False |
False |
46,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.0 |
2.618 |
1,082.0 |
1.618 |
1,069.3 |
1.000 |
1,061.5 |
0.618 |
1,056.5 |
HIGH |
1,048.5 |
0.618 |
1,043.8 |
0.500 |
1,042.3 |
0.382 |
1,040.8 |
LOW |
1,035.8 |
0.618 |
1,028.0 |
1.000 |
1,023.0 |
1.618 |
1,015.0 |
2.618 |
1,002.3 |
4.250 |
981.5 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,042.3 |
1,045.0 |
PP |
1,041.5 |
1,043.5 |
S1 |
1,041.0 |
1,042.0 |
|