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 |
1,328.2 |
1,326.4 |
-1.8 |
-0.1% |
1,297.3 |
High |
1,330.4 |
1,339.7 |
9.3 |
0.7% |
1,349.2 |
Low |
1,317.0 |
1,305.3 |
-11.7 |
-0.9% |
1,296.8 |
Close |
1,324.8 |
1,313.0 |
-11.8 |
-0.9% |
1,321.9 |
Range |
13.4 |
34.4 |
21.0 |
156.7% |
52.4 |
ATR |
27.5 |
28.0 |
0.5 |
1.8% |
0.0 |
Volume |
126,109 |
218,787 |
92,678 |
73.5% |
231,928 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.5 |
1,402.2 |
1,331.9 |
|
R3 |
1,388.1 |
1,367.8 |
1,322.5 |
|
R2 |
1,353.7 |
1,353.7 |
1,319.3 |
|
R1 |
1,333.4 |
1,333.4 |
1,316.2 |
1,326.4 |
PP |
1,319.3 |
1,319.3 |
1,319.3 |
1,315.8 |
S1 |
1,299.0 |
1,299.0 |
1,309.8 |
1,292.0 |
S2 |
1,284.9 |
1,284.9 |
1,306.7 |
|
S3 |
1,250.5 |
1,264.6 |
1,303.5 |
|
S4 |
1,216.1 |
1,230.2 |
1,294.1 |
|
|
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 |
1,340.9 |
1,305.3 |
35.6 |
2.7% |
24.2 |
1.8% |
22% |
False |
True |
112,748 |
10 |
1,349.2 |
1,275.0 |
74.2 |
5.7% |
25.0 |
1.9% |
51% |
False |
False |
72,490 |
20 |
1,349.2 |
1,209.4 |
139.8 |
10.6% |
25.6 |
1.9% |
74% |
False |
False |
47,296 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.5% |
28.0 |
2.1% |
54% |
False |
False |
27,237 |
60 |
1,478.9 |
1,182.6 |
296.3 |
22.6% |
29.3 |
2.2% |
44% |
False |
False |
20,502 |
80 |
1,594.6 |
1,182.6 |
412.0 |
31.4% |
31.9 |
2.4% |
32% |
False |
False |
16,473 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.5% |
28.6 |
2.2% |
30% |
False |
False |
13,583 |
120 |
1,681.0 |
1,182.6 |
498.4 |
38.0% |
27.2 |
2.1% |
26% |
False |
False |
11,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.9 |
2.618 |
1,429.8 |
1.618 |
1,395.4 |
1.000 |
1,374.1 |
0.618 |
1,361.0 |
HIGH |
1,339.7 |
0.618 |
1,326.6 |
0.500 |
1,322.5 |
0.382 |
1,318.4 |
LOW |
1,305.3 |
0.618 |
1,284.0 |
1.000 |
1,270.9 |
1.618 |
1,249.6 |
2.618 |
1,215.2 |
4.250 |
1,159.1 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,322.5 |
1,322.5 |
PP |
1,319.3 |
1,319.3 |
S1 |
1,316.2 |
1,316.2 |
|