| 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 |
15,494 |
15,493 |
-1 |
0.0% |
15,507 |
| High |
15,522 |
15,505 |
-17 |
-0.1% |
15,564 |
| Low |
15,343 |
15,422 |
79 |
0.5% |
15,343 |
| Close |
15,498 |
15,483 |
-15 |
-0.1% |
15,498 |
| Range |
179 |
83 |
-96 |
-53.6% |
221 |
| ATR |
143 |
139 |
-4 |
-3.0% |
0 |
| Volume |
122,848 |
94,946 |
-27,902 |
-22.7% |
519,392 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,719 |
15,684 |
15,529 |
|
| R3 |
15,636 |
15,601 |
15,506 |
|
| R2 |
15,553 |
15,553 |
15,498 |
|
| R1 |
15,518 |
15,518 |
15,491 |
15,494 |
| PP |
15,470 |
15,470 |
15,470 |
15,458 |
| S1 |
15,435 |
15,435 |
15,476 |
15,411 |
| S2 |
15,387 |
15,387 |
15,468 |
|
| S3 |
15,304 |
15,352 |
15,460 |
|
| S4 |
15,221 |
15,269 |
15,437 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,131 |
16,036 |
15,620 |
|
| R3 |
15,910 |
15,815 |
15,559 |
|
| R2 |
15,689 |
15,689 |
15,539 |
|
| R1 |
15,594 |
15,594 |
15,518 |
15,531 |
| PP |
15,468 |
15,468 |
15,468 |
15,437 |
| S1 |
15,373 |
15,373 |
15,478 |
15,310 |
| S2 |
15,247 |
15,247 |
15,458 |
|
| S3 |
15,026 |
15,152 |
15,437 |
|
| S4 |
14,805 |
14,931 |
15,377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,564 |
15,343 |
221 |
1.4% |
111 |
0.7% |
63% |
False |
False |
108,905 |
| 10 |
15,564 |
15,343 |
221 |
1.4% |
105 |
0.7% |
63% |
False |
False |
101,527 |
| 20 |
15,564 |
14,751 |
813 |
5.3% |
126 |
0.8% |
90% |
False |
False |
110,250 |
| 40 |
15,564 |
14,474 |
1,090 |
7.0% |
174 |
1.1% |
93% |
False |
False |
110,636 |
| 60 |
15,564 |
14,474 |
1,090 |
7.0% |
163 |
1.0% |
93% |
False |
False |
73,806 |
| 80 |
15,564 |
14,300 |
1,264 |
8.2% |
154 |
1.0% |
94% |
False |
False |
55,372 |
| 100 |
15,564 |
14,180 |
1,384 |
8.9% |
133 |
0.9% |
94% |
False |
False |
44,298 |
| 120 |
15,564 |
13,642 |
1,922 |
12.4% |
113 |
0.7% |
96% |
False |
False |
36,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,858 |
|
2.618 |
15,722 |
|
1.618 |
15,639 |
|
1.000 |
15,588 |
|
0.618 |
15,556 |
|
HIGH |
15,505 |
|
0.618 |
15,473 |
|
0.500 |
15,464 |
|
0.382 |
15,454 |
|
LOW |
15,422 |
|
0.618 |
15,371 |
|
1.000 |
15,339 |
|
1.618 |
15,288 |
|
2.618 |
15,205 |
|
4.250 |
15,069 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,477 |
15,466 |
| PP |
15,470 |
15,449 |
| S1 |
15,464 |
15,433 |
|