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 |
1,328.7 |
1,327.9 |
-0.8 |
-0.1% |
1,315.3 |
High |
1,330.3 |
1,339.0 |
8.7 |
0.7% |
1,346.5 |
Low |
1,318.9 |
1,307.6 |
-11.3 |
-0.9% |
1,313.1 |
Close |
1,325.9 |
1,314.1 |
-11.8 |
-0.9% |
1,322.9 |
Range |
11.4 |
31.4 |
20.0 |
175.4% |
33.4 |
ATR |
22.9 |
23.6 |
0.6 |
2.6% |
0.0 |
Volume |
1,541 |
975 |
-566 |
-36.7% |
12,199 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.4 |
1,395.7 |
1,331.4 |
|
R3 |
1,383.0 |
1,364.3 |
1,322.7 |
|
R2 |
1,351.6 |
1,351.6 |
1,319.9 |
|
R1 |
1,332.9 |
1,332.9 |
1,317.0 |
1,326.6 |
PP |
1,320.2 |
1,320.2 |
1,320.2 |
1,317.1 |
S1 |
1,301.5 |
1,301.5 |
1,311.2 |
1,295.2 |
S2 |
1,288.8 |
1,288.8 |
1,308.3 |
|
S3 |
1,257.4 |
1,270.1 |
1,305.5 |
|
S4 |
1,226.0 |
1,238.7 |
1,296.8 |
|
|
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 |
1,339.0 |
1,307.6 |
31.4 |
2.4% |
19.4 |
1.5% |
21% |
True |
True |
2,025 |
10 |
1,346.5 |
1,279.1 |
67.4 |
5.1% |
18.8 |
1.4% |
52% |
False |
False |
2,225 |
20 |
1,346.5 |
1,214.4 |
132.1 |
10.1% |
18.8 |
1.4% |
75% |
False |
False |
2,137 |
40 |
1,423.0 |
1,187.9 |
235.1 |
17.9% |
21.7 |
1.7% |
54% |
False |
False |
1,460 |
60 |
1,478.7 |
1,187.9 |
290.8 |
22.1% |
21.8 |
1.7% |
43% |
False |
False |
1,279 |
80 |
1,593.2 |
1,187.9 |
405.3 |
30.8% |
23.2 |
1.8% |
31% |
False |
False |
1,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.5 |
2.618 |
1,421.2 |
1.618 |
1,389.8 |
1.000 |
1,370.4 |
0.618 |
1,358.4 |
HIGH |
1,339.0 |
0.618 |
1,327.0 |
0.500 |
1,323.3 |
0.382 |
1,319.6 |
LOW |
1,307.6 |
0.618 |
1,288.2 |
1.000 |
1,276.2 |
1.618 |
1,256.8 |
2.618 |
1,225.4 |
4.250 |
1,174.2 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,323.3 |
1,323.3 |
PP |
1,320.2 |
1,320.2 |
S1 |
1,317.2 |
1,317.2 |
|