Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,326.4 |
1,323.4 |
-3.0 |
-0.2% |
1,297.3 |
High |
1,339.7 |
1,330.7 |
-9.0 |
-0.7% |
1,349.2 |
Low |
1,305.3 |
1,306.6 |
1.3 |
0.1% |
1,296.8 |
Close |
1,313.0 |
1,311.2 |
-1.8 |
-0.1% |
1,321.9 |
Range |
34.4 |
24.1 |
-10.3 |
-29.9% |
52.4 |
ATR |
28.0 |
27.7 |
-0.3 |
-1.0% |
0.0 |
Volume |
218,787 |
157,369 |
-61,418 |
-28.1% |
231,928 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.5 |
1,373.9 |
1,324.5 |
|
R3 |
1,364.4 |
1,349.8 |
1,317.8 |
|
R2 |
1,340.3 |
1,340.3 |
1,315.6 |
|
R1 |
1,325.7 |
1,325.7 |
1,313.4 |
1,321.0 |
PP |
1,316.2 |
1,316.2 |
1,316.2 |
1,313.8 |
S1 |
1,301.6 |
1,301.6 |
1,309.0 |
1,296.9 |
S2 |
1,292.1 |
1,292.1 |
1,306.8 |
|
S3 |
1,268.0 |
1,277.5 |
1,304.6 |
|
S4 |
1,243.9 |
1,253.4 |
1,297.9 |
|
|
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% |
23.2 |
1.8% |
17% |
False |
False |
133,591 |
10 |
1,349.2 |
1,283.8 |
65.4 |
5.0% |
26.0 |
2.0% |
42% |
False |
False |
86,635 |
20 |
1,349.2 |
1,209.4 |
139.8 |
10.7% |
25.6 |
2.0% |
73% |
False |
False |
54,192 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.6% |
28.2 |
2.2% |
53% |
False |
False |
31,061 |
60 |
1,478.9 |
1,182.6 |
296.3 |
22.6% |
29.2 |
2.2% |
43% |
False |
False |
23,097 |
80 |
1,592.1 |
1,182.6 |
409.5 |
31.2% |
32.0 |
2.4% |
31% |
False |
False |
18,388 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.5% |
28.8 |
2.2% |
29% |
False |
False |
15,149 |
120 |
1,676.0 |
1,182.6 |
493.4 |
37.6% |
27.3 |
2.1% |
26% |
False |
False |
13,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.1 |
2.618 |
1,393.8 |
1.618 |
1,369.7 |
1.000 |
1,354.8 |
0.618 |
1,345.6 |
HIGH |
1,330.7 |
0.618 |
1,321.5 |
0.500 |
1,318.7 |
0.382 |
1,315.8 |
LOW |
1,306.6 |
0.618 |
1,291.7 |
1.000 |
1,282.5 |
1.618 |
1,267.6 |
2.618 |
1,243.5 |
4.250 |
1,204.2 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.7 |
1,322.5 |
PP |
1,316.2 |
1,318.7 |
S1 |
1,313.7 |
1,315.0 |
|