Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3,052.50 |
3,053.00 |
0.50 |
0.0% |
3,043.75 |
High |
3,058.25 |
3,073.50 |
15.25 |
0.5% |
3,073.50 |
Low |
3,027.50 |
3,037.50 |
10.00 |
0.3% |
3,023.50 |
Close |
3,050.00 |
3,070.50 |
20.50 |
0.7% |
3,070.50 |
Range |
30.75 |
36.00 |
5.25 |
17.1% |
50.00 |
ATR |
34.03 |
34.17 |
0.14 |
0.4% |
0.00 |
Volume |
214,945 |
183,575 |
-31,370 |
-14.6% |
1,015,863 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,168.50 |
3,155.50 |
3,090.25 |
|
R3 |
3,132.50 |
3,119.50 |
3,080.50 |
|
R2 |
3,096.50 |
3,096.50 |
3,077.00 |
|
R1 |
3,083.50 |
3,083.50 |
3,073.75 |
3,090.00 |
PP |
3,060.50 |
3,060.50 |
3,060.50 |
3,063.75 |
S1 |
3,047.50 |
3,047.50 |
3,067.25 |
3,054.00 |
S2 |
3,024.50 |
3,024.50 |
3,064.00 |
|
S3 |
2,988.50 |
3,011.50 |
3,060.50 |
|
S4 |
2,952.50 |
2,975.50 |
3,050.75 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,205.75 |
3,188.25 |
3,098.00 |
|
R3 |
3,155.75 |
3,138.25 |
3,084.25 |
|
R2 |
3,105.75 |
3,105.75 |
3,079.75 |
|
R1 |
3,088.25 |
3,088.25 |
3,075.00 |
3,097.00 |
PP |
3,055.75 |
3,055.75 |
3,055.75 |
3,060.25 |
S1 |
3,038.25 |
3,038.25 |
3,066.00 |
3,047.00 |
S2 |
3,005.75 |
3,005.75 |
3,061.25 |
|
S3 |
2,955.75 |
2,988.25 |
3,056.75 |
|
S4 |
2,905.75 |
2,938.25 |
3,043.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,073.50 |
3,023.50 |
50.00 |
1.6% |
29.75 |
1.0% |
94% |
True |
False |
203,172 |
10 |
3,087.00 |
3,023.50 |
63.50 |
2.1% |
26.00 |
0.8% |
74% |
False |
False |
184,451 |
20 |
3,087.00 |
2,884.25 |
202.75 |
6.6% |
32.25 |
1.1% |
92% |
False |
False |
188,959 |
40 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
39.25 |
1.3% |
94% |
False |
False |
171,248 |
60 |
3,087.00 |
2,817.75 |
269.25 |
8.8% |
35.50 |
1.2% |
94% |
False |
False |
114,322 |
80 |
3,087.00 |
2,733.00 |
354.00 |
11.5% |
33.50 |
1.1% |
95% |
False |
False |
85,756 |
100 |
3,087.00 |
2,733.00 |
354.00 |
11.5% |
30.25 |
1.0% |
95% |
False |
False |
68,607 |
120 |
3,087.00 |
2,690.50 |
396.50 |
12.9% |
26.25 |
0.9% |
96% |
False |
False |
57,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,226.50 |
2.618 |
3,167.75 |
1.618 |
3,131.75 |
1.000 |
3,109.50 |
0.618 |
3,095.75 |
HIGH |
3,073.50 |
0.618 |
3,059.75 |
0.500 |
3,055.50 |
0.382 |
3,051.25 |
LOW |
3,037.50 |
0.618 |
3,015.25 |
1.000 |
3,001.50 |
1.618 |
2,979.25 |
2.618 |
2,943.25 |
4.250 |
2,884.50 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3,065.50 |
3,063.75 |
PP |
3,060.50 |
3,057.25 |
S1 |
3,055.50 |
3,050.50 |
|