Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,333.8 |
1,333.5 |
-0.3 |
0.0% |
1,297.3 |
High |
1,340.9 |
1,338.5 |
-2.4 |
-0.2% |
1,349.2 |
Low |
1,312.3 |
1,323.1 |
10.8 |
0.8% |
1,296.8 |
Close |
1,321.9 |
1,329.6 |
7.7 |
0.6% |
1,321.9 |
Range |
28.6 |
15.4 |
-13.2 |
-46.2% |
52.4 |
ATR |
29.5 |
28.6 |
-0.9 |
-3.1% |
0.0 |
Volume |
63,640 |
102,050 |
38,410 |
60.4% |
231,928 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.6 |
1,368.5 |
1,338.1 |
|
R3 |
1,361.2 |
1,353.1 |
1,333.8 |
|
R2 |
1,345.8 |
1,345.8 |
1,332.4 |
|
R1 |
1,337.7 |
1,337.7 |
1,331.0 |
1,334.1 |
PP |
1,330.4 |
1,330.4 |
1,330.4 |
1,328.6 |
S1 |
1,322.3 |
1,322.3 |
1,328.2 |
1,318.7 |
S2 |
1,315.0 |
1,315.0 |
1,326.8 |
|
S3 |
1,299.6 |
1,306.9 |
1,325.4 |
|
S4 |
1,284.2 |
1,291.5 |
1,321.1 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.8 |
1,453.3 |
1,350.7 |
|
R3 |
1,427.4 |
1,400.9 |
1,336.3 |
|
R2 |
1,375.0 |
1,375.0 |
1,331.5 |
|
R1 |
1,348.5 |
1,348.5 |
1,326.7 |
1,361.8 |
PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,329.3 |
S1 |
1,296.1 |
1,296.1 |
1,317.1 |
1,309.4 |
S2 |
1,270.2 |
1,270.2 |
1,312.3 |
|
S3 |
1,217.8 |
1,243.7 |
1,307.5 |
|
S4 |
1,165.4 |
1,191.3 |
1,293.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.2 |
1,308.9 |
40.3 |
3.0% |
26.0 |
2.0% |
51% |
False |
False |
59,264 |
10 |
1,349.2 |
1,270.6 |
78.6 |
5.9% |
25.1 |
1.9% |
75% |
False |
False |
43,168 |
20 |
1,349.2 |
1,209.4 |
139.8 |
10.5% |
26.4 |
2.0% |
86% |
False |
False |
31,750 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.3% |
28.2 |
2.1% |
60% |
False |
False |
18,783 |
60 |
1,490.5 |
1,182.6 |
307.9 |
23.2% |
29.2 |
2.2% |
48% |
False |
False |
14,862 |
80 |
1,594.6 |
1,182.6 |
412.0 |
31.0% |
31.9 |
2.4% |
36% |
False |
False |
12,297 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.0% |
28.4 |
2.1% |
33% |
False |
False |
10,151 |
120 |
1,691.0 |
1,182.6 |
508.4 |
38.2% |
27.0 |
2.0% |
29% |
False |
False |
8,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.0 |
2.618 |
1,378.8 |
1.618 |
1,363.4 |
1.000 |
1,353.9 |
0.618 |
1,348.0 |
HIGH |
1,338.5 |
0.618 |
1,332.6 |
0.500 |
1,330.8 |
0.382 |
1,329.0 |
LOW |
1,323.1 |
0.618 |
1,313.6 |
1.000 |
1,307.7 |
1.618 |
1,298.2 |
2.618 |
1,282.8 |
4.250 |
1,257.7 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.8 |
1,328.0 |
PP |
1,330.4 |
1,326.5 |
S1 |
1,330.0 |
1,324.9 |
|