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 |
1,338.6 |
1,334.7 |
-3.9 |
-0.3% |
1,315.3 |
High |
1,338.9 |
1,338.8 |
-0.1 |
0.0% |
1,346.5 |
Low |
1,314.8 |
1,327.8 |
13.0 |
1.0% |
1,313.1 |
Close |
1,322.9 |
1,330.7 |
7.8 |
0.6% |
1,322.9 |
Range |
24.1 |
11.0 |
-13.1 |
-54.4% |
33.4 |
ATR |
24.4 |
23.8 |
-0.6 |
-2.5% |
0.0 |
Volume |
3,085 |
2,441 |
-644 |
-20.9% |
12,199 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.4 |
1,359.1 |
1,336.8 |
|
R3 |
1,354.4 |
1,348.1 |
1,333.7 |
|
R2 |
1,343.4 |
1,343.4 |
1,332.7 |
|
R1 |
1,337.1 |
1,337.1 |
1,331.7 |
1,334.8 |
PP |
1,332.4 |
1,332.4 |
1,332.4 |
1,331.3 |
S1 |
1,326.1 |
1,326.1 |
1,329.7 |
1,323.8 |
S2 |
1,321.4 |
1,321.4 |
1,328.7 |
|
S3 |
1,310.4 |
1,315.1 |
1,327.7 |
|
S4 |
1,299.4 |
1,304.1 |
1,324.7 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.7 |
1,408.7 |
1,341.3 |
|
R3 |
1,394.3 |
1,375.3 |
1,332.1 |
|
R2 |
1,360.9 |
1,360.9 |
1,329.0 |
|
R1 |
1,341.9 |
1,341.9 |
1,326.0 |
1,351.4 |
PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,332.3 |
S1 |
1,308.5 |
1,308.5 |
1,319.8 |
1,318.0 |
S2 |
1,294.1 |
1,294.1 |
1,316.8 |
|
S3 |
1,260.7 |
1,275.1 |
1,313.7 |
|
S4 |
1,227.3 |
1,241.7 |
1,304.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.5 |
1,313.1 |
33.4 |
2.5% |
19.6 |
1.5% |
53% |
False |
False |
2,491 |
10 |
1,346.5 |
1,273.8 |
72.7 |
5.5% |
18.7 |
1.4% |
78% |
False |
False |
2,271 |
20 |
1,346.5 |
1,214.4 |
132.1 |
9.9% |
19.2 |
1.4% |
88% |
False |
False |
2,118 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.7% |
21.4 |
1.6% |
61% |
False |
False |
1,430 |
60 |
1,482.1 |
1,187.9 |
294.2 |
22.1% |
21.3 |
1.6% |
49% |
False |
False |
1,263 |
80 |
1,593.2 |
1,187.9 |
405.3 |
30.5% |
23.0 |
1.7% |
35% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.6 |
2.618 |
1,367.6 |
1.618 |
1,356.6 |
1.000 |
1,349.8 |
0.618 |
1,345.6 |
HIGH |
1,338.8 |
0.618 |
1,334.6 |
0.500 |
1,333.3 |
0.382 |
1,332.0 |
LOW |
1,327.8 |
0.618 |
1,321.0 |
1.000 |
1,316.8 |
1.618 |
1,310.0 |
2.618 |
1,299.0 |
4.250 |
1,281.1 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,333.3 |
1,329.1 |
PP |
1,332.4 |
1,327.6 |
S1 |
1,331.6 |
1,326.0 |
|