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 |
1,682.25 |
1,684.00 |
1.75 |
0.1% |
1,690.00 |
High |
1,688.50 |
1,694.00 |
5.50 |
0.3% |
1,695.50 |
Low |
1,677.25 |
1,680.25 |
3.00 |
0.2% |
1,670.50 |
Close |
1,684.75 |
1,680.50 |
-4.25 |
-0.3% |
1,686.50 |
Range |
11.25 |
13.75 |
2.50 |
22.2% |
25.00 |
ATR |
16.68 |
16.47 |
-0.21 |
-1.3% |
0.00 |
Volume |
1,318,504 |
1,981,532 |
663,028 |
50.3% |
6,213,737 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.25 |
1,717.00 |
1,688.00 |
|
R3 |
1,712.50 |
1,703.25 |
1,684.25 |
|
R2 |
1,698.75 |
1,698.75 |
1,683.00 |
|
R1 |
1,689.50 |
1,689.50 |
1,681.75 |
1,687.25 |
PP |
1,685.00 |
1,685.00 |
1,685.00 |
1,683.75 |
S1 |
1,675.75 |
1,675.75 |
1,679.25 |
1,673.50 |
S2 |
1,671.25 |
1,671.25 |
1,678.00 |
|
S3 |
1,657.50 |
1,662.00 |
1,676.75 |
|
S4 |
1,643.75 |
1,648.25 |
1,673.00 |
|
|
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 |
1,694.00 |
1,670.50 |
23.50 |
1.4% |
14.00 |
0.8% |
43% |
True |
False |
1,445,205 |
10 |
1,695.50 |
1,670.50 |
25.00 |
1.5% |
13.75 |
0.8% |
40% |
False |
False |
1,311,611 |
20 |
1,695.50 |
1,594.00 |
101.50 |
6.0% |
14.25 |
0.8% |
85% |
False |
False |
1,301,273 |
40 |
1,695.50 |
1,553.25 |
142.25 |
8.5% |
20.00 |
1.2% |
89% |
False |
False |
1,402,383 |
60 |
1,695.50 |
1,553.25 |
142.25 |
8.5% |
19.50 |
1.2% |
89% |
False |
False |
942,190 |
80 |
1,695.50 |
1,524.75 |
170.75 |
10.2% |
19.50 |
1.2% |
91% |
False |
False |
709,213 |
100 |
1,695.50 |
1,523.50 |
172.00 |
10.2% |
18.50 |
1.1% |
91% |
False |
False |
567,698 |
120 |
1,695.50 |
1,470.25 |
225.25 |
13.4% |
17.50 |
1.0% |
93% |
False |
False |
473,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.50 |
2.618 |
1,730.00 |
1.618 |
1,716.25 |
1.000 |
1,707.75 |
0.618 |
1,702.50 |
HIGH |
1,694.00 |
0.618 |
1,688.75 |
0.500 |
1,687.00 |
0.382 |
1,685.50 |
LOW |
1,680.25 |
0.618 |
1,671.75 |
1.000 |
1,666.50 |
1.618 |
1,658.00 |
2.618 |
1,644.25 |
4.250 |
1,621.75 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.00 |
1,685.25 |
PP |
1,685.00 |
1,683.75 |
S1 |
1,682.75 |
1,682.00 |
|