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 |
1,040.1 |
1,043.1 |
3.0 |
0.3% |
1,050.0 |
High |
1,044.8 |
1,052.8 |
8.0 |
0.8% |
1,057.0 |
Low |
1,037.0 |
1,042.0 |
5.0 |
0.5% |
1,035.8 |
Close |
1,043.6 |
1,042.9 |
-0.7 |
-0.1% |
1,046.7 |
Range |
7.8 |
10.8 |
3.0 |
38.5% |
21.2 |
ATR |
12.7 |
12.5 |
-0.1 |
-1.1% |
0.0 |
Volume |
77,274 |
104,505 |
27,231 |
35.2% |
399,426 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.3 |
1,071.5 |
1,048.8 |
|
R3 |
1,067.5 |
1,060.5 |
1,045.8 |
|
R2 |
1,056.8 |
1,056.8 |
1,045.0 |
|
R1 |
1,049.8 |
1,049.8 |
1,044.0 |
1,047.8 |
PP |
1,046.0 |
1,046.0 |
1,046.0 |
1,045.0 |
S1 |
1,039.0 |
1,039.0 |
1,042.0 |
1,037.0 |
S2 |
1,035.0 |
1,035.0 |
1,041.0 |
|
S3 |
1,024.3 |
1,028.3 |
1,040.0 |
|
S4 |
1,013.5 |
1,017.5 |
1,037.0 |
|
|
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 |
1,054.3 |
1,035.8 |
18.5 |
1.8% |
12.8 |
1.2% |
38% |
False |
False |
87,929 |
10 |
1,057.0 |
1,035.8 |
21.2 |
2.0% |
11.5 |
1.1% |
33% |
False |
False |
80,790 |
20 |
1,057.0 |
977.8 |
79.2 |
7.6% |
11.3 |
1.1% |
82% |
False |
False |
83,581 |
40 |
1,057.0 |
938.0 |
119.0 |
11.4% |
14.3 |
1.4% |
88% |
False |
False |
96,468 |
60 |
1,057.0 |
938.0 |
119.0 |
11.4% |
12.0 |
1.1% |
88% |
False |
False |
64,375 |
80 |
1,057.0 |
893.4 |
163.6 |
15.7% |
9.3 |
0.9% |
91% |
False |
False |
48,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,098.8 |
2.618 |
1,081.0 |
1.618 |
1,070.3 |
1.000 |
1,063.5 |
0.618 |
1,059.5 |
HIGH |
1,052.8 |
0.618 |
1,048.8 |
0.500 |
1,047.5 |
0.382 |
1,046.3 |
LOW |
1,042.0 |
0.618 |
1,035.3 |
1.000 |
1,031.3 |
1.618 |
1,024.5 |
2.618 |
1,013.8 |
4.250 |
996.0 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,047.5 |
1,044.3 |
PP |
1,046.0 |
1,043.8 |
S1 |
1,044.5 |
1,043.3 |
|