| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,493 |
15,481 |
-12 |
-0.1% |
15,507 |
| High |
15,505 |
15,537 |
32 |
0.2% |
15,564 |
| Low |
15,422 |
15,419 |
-3 |
0.0% |
15,343 |
| Close |
15,483 |
15,493 |
10 |
0.1% |
15,498 |
| Range |
83 |
118 |
35 |
42.2% |
221 |
| ATR |
139 |
137 |
-1 |
-1.1% |
0 |
| Volume |
94,946 |
118,301 |
23,355 |
24.6% |
519,392 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,837 |
15,783 |
15,558 |
|
| R3 |
15,719 |
15,665 |
15,526 |
|
| R2 |
15,601 |
15,601 |
15,515 |
|
| R1 |
15,547 |
15,547 |
15,504 |
15,574 |
| PP |
15,483 |
15,483 |
15,483 |
15,497 |
| S1 |
15,429 |
15,429 |
15,482 |
15,456 |
| S2 |
15,365 |
15,365 |
15,471 |
|
| S3 |
15,247 |
15,311 |
15,461 |
|
| S4 |
15,129 |
15,193 |
15,428 |
|
|
| 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% |
123 |
0.8% |
68% |
False |
False |
116,508 |
| 10 |
15,564 |
15,343 |
221 |
1.4% |
109 |
0.7% |
68% |
False |
False |
105,304 |
| 20 |
15,564 |
14,751 |
813 |
5.2% |
121 |
0.8% |
91% |
False |
False |
109,116 |
| 40 |
15,564 |
14,474 |
1,090 |
7.0% |
173 |
1.1% |
93% |
False |
False |
113,587 |
| 60 |
15,564 |
14,474 |
1,090 |
7.0% |
161 |
1.0% |
93% |
False |
False |
75,777 |
| 80 |
15,564 |
14,312 |
1,252 |
8.1% |
153 |
1.0% |
94% |
False |
False |
56,850 |
| 100 |
15,564 |
14,237 |
1,327 |
8.6% |
134 |
0.9% |
95% |
False |
False |
45,481 |
| 120 |
15,564 |
13,642 |
1,922 |
12.4% |
114 |
0.7% |
96% |
False |
False |
37,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,039 |
|
2.618 |
15,846 |
|
1.618 |
15,728 |
|
1.000 |
15,655 |
|
0.618 |
15,610 |
|
HIGH |
15,537 |
|
0.618 |
15,492 |
|
0.500 |
15,478 |
|
0.382 |
15,464 |
|
LOW |
15,419 |
|
0.618 |
15,346 |
|
1.000 |
15,301 |
|
1.618 |
15,228 |
|
2.618 |
15,110 |
|
4.250 |
14,918 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,488 |
15,475 |
| PP |
15,483 |
15,458 |
| S1 |
15,478 |
15,440 |
|