Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,686.50 |
1,682.25 |
-4.25 |
-0.3% |
1,690.00 |
High |
1,688.00 |
1,688.50 |
0.50 |
0.0% |
1,695.50 |
Low |
1,676.50 |
1,677.25 |
0.75 |
0.0% |
1,670.50 |
Close |
1,682.50 |
1,684.75 |
2.25 |
0.1% |
1,686.50 |
Range |
11.50 |
11.25 |
-0.25 |
-2.2% |
25.00 |
ATR |
17.10 |
16.68 |
-0.42 |
-2.4% |
0.00 |
Volume |
1,100,568 |
1,318,504 |
217,936 |
19.8% |
6,213,737 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.25 |
1,712.25 |
1,691.00 |
|
R3 |
1,706.00 |
1,701.00 |
1,687.75 |
|
R2 |
1,694.75 |
1,694.75 |
1,686.75 |
|
R1 |
1,689.75 |
1,689.75 |
1,685.75 |
1,692.25 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,684.75 |
S1 |
1,678.50 |
1,678.50 |
1,683.75 |
1,681.00 |
S2 |
1,672.25 |
1,672.25 |
1,682.75 |
|
S3 |
1,661.00 |
1,667.25 |
1,681.75 |
|
S4 |
1,649.75 |
1,656.00 |
1,678.50 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.25 |
1,747.75 |
1,700.25 |
|
R3 |
1,734.25 |
1,722.75 |
1,693.50 |
|
R2 |
1,709.25 |
1,709.25 |
1,691.00 |
|
R1 |
1,697.75 |
1,697.75 |
1,688.75 |
1,691.00 |
PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,680.75 |
S1 |
1,672.75 |
1,672.75 |
1,684.25 |
1,666.00 |
S2 |
1,659.25 |
1,659.25 |
1,682.00 |
|
S3 |
1,634.25 |
1,647.75 |
1,679.50 |
|
S4 |
1,609.25 |
1,622.75 |
1,672.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,695.25 |
1,670.50 |
24.75 |
1.5% |
14.75 |
0.9% |
58% |
False |
False |
1,350,576 |
10 |
1,695.50 |
1,665.75 |
29.75 |
1.8% |
14.00 |
0.8% |
64% |
False |
False |
1,254,777 |
20 |
1,695.50 |
1,594.00 |
101.50 |
6.0% |
14.50 |
0.9% |
89% |
False |
False |
1,285,746 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
20.25 |
1.2% |
92% |
False |
False |
1,353,923 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.4% |
19.50 |
1.2% |
92% |
False |
False |
909,406 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.1% |
19.50 |
1.2% |
94% |
False |
False |
684,465 |
100 |
1,695.50 |
1,523.50 |
172.00 |
10.2% |
18.50 |
1.1% |
94% |
False |
False |
547,885 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.4% |
17.50 |
1.0% |
95% |
False |
False |
456,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.25 |
2.618 |
1,718.00 |
1.618 |
1,706.75 |
1.000 |
1,699.75 |
0.618 |
1,695.50 |
HIGH |
1,688.50 |
0.618 |
1,684.25 |
0.500 |
1,683.00 |
0.382 |
1,681.50 |
LOW |
1,677.25 |
0.618 |
1,670.25 |
1.000 |
1,666.00 |
1.618 |
1,659.00 |
2.618 |
1,647.75 |
4.250 |
1,629.50 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,684.00 |
1,683.00 |
PP |
1,683.50 |
1,681.50 |
S1 |
1,683.00 |
1,679.75 |
|