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 |
3,070.00 |
3,066.00 |
-4.00 |
-0.1% |
3,043.75 |
High |
3,078.50 |
3,094.75 |
16.25 |
0.5% |
3,073.50 |
Low |
3,056.75 |
3,065.50 |
8.75 |
0.3% |
3,023.50 |
Close |
3,065.50 |
3,085.50 |
20.00 |
0.7% |
3,070.50 |
Range |
21.75 |
29.25 |
7.50 |
34.5% |
50.00 |
ATR |
33.28 |
33.00 |
-0.29 |
-0.9% |
0.00 |
Volume |
189,954 |
237,285 |
47,331 |
24.9% |
1,015,863 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,169.75 |
3,156.75 |
3,101.50 |
|
R3 |
3,140.50 |
3,127.50 |
3,093.50 |
|
R2 |
3,111.25 |
3,111.25 |
3,090.75 |
|
R1 |
3,098.25 |
3,098.25 |
3,088.25 |
3,104.75 |
PP |
3,082.00 |
3,082.00 |
3,082.00 |
3,085.00 |
S1 |
3,069.00 |
3,069.00 |
3,082.75 |
3,075.50 |
S2 |
3,052.75 |
3,052.75 |
3,080.25 |
|
S3 |
3,023.50 |
3,039.75 |
3,077.50 |
|
S4 |
2,994.25 |
3,010.50 |
3,069.50 |
|
|
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 |
3,094.75 |
3,027.50 |
67.25 |
2.2% |
29.25 |
0.9% |
86% |
True |
False |
228,098 |
10 |
3,094.75 |
3,023.50 |
71.25 |
2.3% |
28.00 |
0.9% |
87% |
True |
False |
201,208 |
20 |
3,094.75 |
2,897.00 |
197.75 |
6.4% |
30.50 |
1.0% |
95% |
True |
False |
188,328 |
40 |
3,094.75 |
2,817.75 |
277.00 |
9.0% |
38.50 |
1.2% |
97% |
True |
False |
181,877 |
60 |
3,094.75 |
2,817.75 |
277.00 |
9.0% |
35.00 |
1.1% |
97% |
True |
False |
121,437 |
80 |
3,094.75 |
2,733.00 |
361.75 |
11.7% |
34.00 |
1.1% |
97% |
True |
False |
91,096 |
100 |
3,094.75 |
2,733.00 |
361.75 |
11.7% |
30.75 |
1.0% |
97% |
True |
False |
72,879 |
120 |
3,094.75 |
2,690.50 |
404.25 |
13.1% |
26.75 |
0.9% |
98% |
True |
False |
60,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,219.00 |
2.618 |
3,171.25 |
1.618 |
3,142.00 |
1.000 |
3,124.00 |
0.618 |
3,112.75 |
HIGH |
3,094.75 |
0.618 |
3,083.50 |
0.500 |
3,080.00 |
0.382 |
3,076.75 |
LOW |
3,065.50 |
0.618 |
3,047.50 |
1.000 |
3,036.25 |
1.618 |
3,018.25 |
2.618 |
2,989.00 |
4.250 |
2,941.25 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3,083.75 |
3,079.00 |
PP |
3,082.00 |
3,072.50 |
S1 |
3,080.00 |
3,066.00 |
|