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 |
15,481 |
15,483 |
2 |
0.0% |
15,507 |
High |
15,537 |
15,580 |
43 |
0.3% |
15,564 |
Low |
15,419 |
15,431 |
12 |
0.1% |
15,343 |
Close |
15,493 |
15,433 |
-60 |
-0.4% |
15,498 |
Range |
118 |
149 |
31 |
26.3% |
221 |
ATR |
137 |
138 |
1 |
0.6% |
0 |
Volume |
118,301 |
168,437 |
50,136 |
42.4% |
519,392 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,928 |
15,830 |
15,515 |
|
R3 |
15,779 |
15,681 |
15,474 |
|
R2 |
15,630 |
15,630 |
15,460 |
|
R1 |
15,532 |
15,532 |
15,447 |
15,507 |
PP |
15,481 |
15,481 |
15,481 |
15,469 |
S1 |
15,383 |
15,383 |
15,419 |
15,358 |
S2 |
15,332 |
15,332 |
15,406 |
|
S3 |
15,183 |
15,234 |
15,392 |
|
S4 |
15,034 |
15,085 |
15,351 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,131 |
16,036 |
15,620 |
|
R3 |
15,910 |
15,815 |
15,559 |
|
R2 |
15,689 |
15,689 |
15,539 |
|
R1 |
15,594 |
15,594 |
15,518 |
15,531 |
PP |
15,468 |
15,468 |
15,468 |
15,437 |
S1 |
15,373 |
15,373 |
15,478 |
15,310 |
S2 |
15,247 |
15,247 |
15,458 |
|
S3 |
15,026 |
15,152 |
15,437 |
|
S4 |
14,805 |
14,931 |
15,377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,580 |
15,343 |
237 |
1.5% |
127 |
0.8% |
38% |
True |
False |
125,301 |
10 |
15,580 |
15,343 |
237 |
1.5% |
112 |
0.7% |
38% |
True |
False |
109,274 |
20 |
15,580 |
14,751 |
829 |
5.4% |
119 |
0.8% |
82% |
True |
False |
109,722 |
40 |
15,580 |
14,474 |
1,106 |
7.2% |
172 |
1.1% |
87% |
True |
False |
117,789 |
60 |
15,580 |
14,474 |
1,106 |
7.2% |
163 |
1.1% |
87% |
True |
False |
78,583 |
80 |
15,580 |
14,312 |
1,268 |
8.2% |
154 |
1.0% |
88% |
True |
False |
58,956 |
100 |
15,580 |
14,241 |
1,339 |
8.7% |
136 |
0.9% |
89% |
True |
False |
47,166 |
120 |
15,580 |
13,642 |
1,938 |
12.6% |
116 |
0.7% |
92% |
True |
False |
39,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,213 |
2.618 |
15,970 |
1.618 |
15,821 |
1.000 |
15,729 |
0.618 |
15,672 |
HIGH |
15,580 |
0.618 |
15,523 |
0.500 |
15,506 |
0.382 |
15,488 |
LOW |
15,431 |
0.618 |
15,339 |
1.000 |
15,282 |
1.618 |
15,190 |
2.618 |
15,041 |
4.250 |
14,798 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,506 |
15,500 |
PP |
15,481 |
15,477 |
S1 |
15,457 |
15,455 |
|