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 |
1,675.75 |
1,677.50 |
1.75 |
0.1% |
1,684.00 |
High |
1,682.00 |
1,687.50 |
5.50 |
0.3% |
1,688.75 |
Low |
1,671.25 |
1,674.20 |
2.95 |
0.2% |
1,664.25 |
Close |
1,678.50 |
1,674.25 |
-4.25 |
-0.3% |
1,680.25 |
Range |
10.75 |
13.30 |
2.55 |
23.7% |
24.50 |
ATR |
16.02 |
15.82 |
-0.19 |
-1.2% |
0.00 |
Volume |
3,050 |
2,691 |
-359 |
-11.8% |
19,108 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.50 |
1,709.75 |
1,681.50 |
|
R3 |
1,705.25 |
1,696.50 |
1,678.00 |
|
R2 |
1,692.00 |
1,692.00 |
1,676.75 |
|
R1 |
1,683.00 |
1,683.00 |
1,675.50 |
1,681.00 |
PP |
1,678.75 |
1,678.75 |
1,678.75 |
1,677.50 |
S1 |
1,669.75 |
1,669.75 |
1,673.00 |
1,667.50 |
S2 |
1,665.25 |
1,665.25 |
1,671.75 |
|
S3 |
1,652.00 |
1,656.50 |
1,670.50 |
|
S4 |
1,638.75 |
1,643.25 |
1,667.00 |
|
|
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 |
1,687.50 |
1,664.25 |
23.25 |
1.4% |
13.25 |
0.8% |
43% |
True |
False |
3,283 |
10 |
1,688.75 |
1,664.25 |
24.50 |
1.5% |
13.25 |
0.8% |
41% |
False |
False |
3,866 |
20 |
1,688.75 |
1,588.25 |
100.50 |
6.0% |
13.50 |
0.8% |
86% |
False |
False |
3,390 |
40 |
1,688.75 |
1,547.25 |
141.50 |
8.5% |
19.25 |
1.1% |
90% |
False |
False |
3,019 |
60 |
1,688.75 |
1,547.25 |
141.50 |
8.5% |
18.25 |
1.1% |
90% |
False |
False |
2,126 |
80 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
17.25 |
1.0% |
91% |
False |
False |
1,625 |
100 |
1,688.75 |
1,519.50 |
169.25 |
10.1% |
16.00 |
1.0% |
91% |
False |
False |
1,347 |
120 |
1,688.75 |
1,466.00 |
222.75 |
13.3% |
15.25 |
0.9% |
93% |
False |
False |
1,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.00 |
2.618 |
1,722.25 |
1.618 |
1,709.00 |
1.000 |
1,700.75 |
0.618 |
1,695.75 |
HIGH |
1,687.50 |
0.618 |
1,682.50 |
0.500 |
1,680.75 |
0.382 |
1,679.25 |
LOW |
1,674.25 |
0.618 |
1,666.00 |
1.000 |
1,661.00 |
1.618 |
1,652.75 |
2.618 |
1,639.50 |
4.250 |
1,617.75 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.75 |
1,679.00 |
PP |
1,678.75 |
1,677.25 |
S1 |
1,676.50 |
1,675.75 |
|