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 |
1,679.50 |
1,680.25 |
0.75 |
0.0% |
1,684.00 |
High |
1,682.25 |
1,680.50 |
-1.75 |
-0.1% |
1,688.75 |
Low |
1,664.25 |
1,670.25 |
6.00 |
0.4% |
1,664.25 |
Close |
1,680.25 |
1,676.25 |
-4.00 |
-0.2% |
1,680.25 |
Range |
18.00 |
10.25 |
-7.75 |
-43.1% |
24.50 |
ATR |
16.89 |
16.42 |
-0.47 |
-2.8% |
0.00 |
Volume |
5,809 |
3,107 |
-2,702 |
-46.5% |
19,108 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.50 |
1,701.50 |
1,682.00 |
|
R3 |
1,696.25 |
1,691.25 |
1,679.00 |
|
R2 |
1,686.00 |
1,686.00 |
1,678.25 |
|
R1 |
1,681.00 |
1,681.00 |
1,677.25 |
1,678.50 |
PP |
1,675.75 |
1,675.75 |
1,675.75 |
1,674.25 |
S1 |
1,670.75 |
1,670.75 |
1,675.25 |
1,668.00 |
S2 |
1,665.50 |
1,665.50 |
1,674.25 |
|
S3 |
1,655.25 |
1,660.50 |
1,673.50 |
|
S4 |
1,645.00 |
1,650.25 |
1,670.50 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.25 |
1,740.25 |
1,693.75 |
|
R3 |
1,726.75 |
1,715.75 |
1,687.00 |
|
R2 |
1,702.25 |
1,702.25 |
1,684.75 |
|
R1 |
1,691.25 |
1,691.25 |
1,682.50 |
1,684.50 |
PP |
1,677.75 |
1,677.75 |
1,677.75 |
1,674.50 |
S1 |
1,666.75 |
1,666.75 |
1,678.00 |
1,660.00 |
S2 |
1,653.25 |
1,653.25 |
1,675.75 |
|
S3 |
1,628.75 |
1,642.25 |
1,673.50 |
|
S4 |
1,604.25 |
1,617.75 |
1,666.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,688.75 |
1,664.25 |
24.50 |
1.5% |
13.75 |
0.8% |
49% |
False |
False |
3,742 |
10 |
1,688.75 |
1,660.00 |
28.75 |
1.7% |
13.50 |
0.8% |
57% |
False |
False |
3,746 |
20 |
1,688.75 |
1,586.50 |
102.25 |
6.1% |
14.50 |
0.9% |
88% |
False |
False |
3,421 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
19.50 |
1.2% |
91% |
False |
False |
2,888 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.4% |
18.25 |
1.1% |
91% |
False |
False |
2,037 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.50 |
1.0% |
93% |
False |
False |
1,561 |
100 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
16.00 |
0.9% |
93% |
False |
False |
1,292 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.3% |
15.00 |
0.9% |
94% |
False |
False |
1,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.00 |
2.618 |
1,707.25 |
1.618 |
1,697.00 |
1.000 |
1,690.75 |
0.618 |
1,686.75 |
HIGH |
1,680.50 |
0.618 |
1,676.50 |
0.500 |
1,675.50 |
0.382 |
1,674.25 |
LOW |
1,670.25 |
0.618 |
1,664.00 |
1.000 |
1,660.00 |
1.618 |
1,653.75 |
2.618 |
1,643.50 |
4.250 |
1,626.75 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.00 |
1,675.25 |
PP |
1,675.75 |
1,674.25 |
S1 |
1,675.50 |
1,673.25 |
|