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 |
1,333.5 |
1,328.2 |
-5.3 |
-0.4% |
1,297.3 |
High |
1,338.5 |
1,330.4 |
-8.1 |
-0.6% |
1,349.2 |
Low |
1,323.1 |
1,317.0 |
-6.1 |
-0.5% |
1,296.8 |
Close |
1,329.6 |
1,324.8 |
-4.8 |
-0.4% |
1,321.9 |
Range |
15.4 |
13.4 |
-2.0 |
-13.0% |
52.4 |
ATR |
28.6 |
27.5 |
-1.1 |
-3.8% |
0.0 |
Volume |
102,050 |
126,109 |
24,059 |
23.6% |
231,928 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.3 |
1,357.9 |
1,332.2 |
|
R3 |
1,350.9 |
1,344.5 |
1,328.5 |
|
R2 |
1,337.5 |
1,337.5 |
1,327.3 |
|
R1 |
1,331.1 |
1,331.1 |
1,326.0 |
1,327.6 |
PP |
1,324.1 |
1,324.1 |
1,324.1 |
1,322.3 |
S1 |
1,317.7 |
1,317.7 |
1,323.6 |
1,314.2 |
S2 |
1,310.7 |
1,310.7 |
1,322.3 |
|
S3 |
1,297.3 |
1,304.3 |
1,321.1 |
|
S4 |
1,283.9 |
1,290.9 |
1,317.4 |
|
|
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 |
1,347.4 |
1,308.9 |
38.5 |
2.9% |
24.1 |
1.8% |
41% |
False |
False |
76,107 |
10 |
1,349.2 |
1,270.6 |
78.6 |
5.9% |
24.6 |
1.9% |
69% |
False |
False |
53,861 |
20 |
1,349.2 |
1,209.4 |
139.8 |
10.6% |
25.2 |
1.9% |
83% |
False |
False |
37,151 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.4% |
27.8 |
2.1% |
58% |
False |
False |
21,872 |
60 |
1,482.0 |
1,182.6 |
299.4 |
22.6% |
28.9 |
2.2% |
47% |
False |
False |
16,920 |
80 |
1,594.6 |
1,182.6 |
412.0 |
31.1% |
31.6 |
2.4% |
35% |
False |
False |
13,815 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.2% |
28.5 |
2.1% |
32% |
False |
False |
11,406 |
120 |
1,691.0 |
1,182.6 |
508.4 |
38.4% |
27.0 |
2.0% |
28% |
False |
False |
9,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.4 |
2.618 |
1,365.5 |
1.618 |
1,352.1 |
1.000 |
1,343.8 |
0.618 |
1,338.7 |
HIGH |
1,330.4 |
0.618 |
1,325.3 |
0.500 |
1,323.7 |
0.382 |
1,322.1 |
LOW |
1,317.0 |
0.618 |
1,308.7 |
1.000 |
1,303.6 |
1.618 |
1,295.3 |
2.618 |
1,281.9 |
4.250 |
1,260.1 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,324.4 |
1,326.6 |
PP |
1,324.1 |
1,326.0 |
S1 |
1,323.7 |
1,325.4 |
|