Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1,321.0 |
1,333.8 |
12.8 |
1.0% |
1,297.3 |
High |
1,338.2 |
1,340.9 |
2.7 |
0.2% |
1,349.2 |
Low |
1,308.9 |
1,312.3 |
3.4 |
0.3% |
1,296.8 |
Close |
1,329.5 |
1,321.9 |
-7.6 |
-0.6% |
1,321.9 |
Range |
29.3 |
28.6 |
-0.7 |
-2.4% |
52.4 |
ATR |
29.5 |
29.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
53,156 |
63,640 |
10,484 |
19.7% |
231,928 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.8 |
1,395.0 |
1,337.6 |
|
R3 |
1,382.2 |
1,366.4 |
1,329.8 |
|
R2 |
1,353.6 |
1,353.6 |
1,327.1 |
|
R1 |
1,337.8 |
1,337.8 |
1,324.5 |
1,331.4 |
PP |
1,325.0 |
1,325.0 |
1,325.0 |
1,321.9 |
S1 |
1,309.2 |
1,309.2 |
1,319.3 |
1,302.8 |
S2 |
1,296.4 |
1,296.4 |
1,316.7 |
|
S3 |
1,267.8 |
1,280.6 |
1,314.0 |
|
S4 |
1,239.2 |
1,252.0 |
1,306.2 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.8 |
1,453.3 |
1,350.7 |
|
R3 |
1,427.4 |
1,400.9 |
1,336.3 |
|
R2 |
1,375.0 |
1,375.0 |
1,331.5 |
|
R1 |
1,348.5 |
1,348.5 |
1,326.7 |
1,361.8 |
PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,329.3 |
S1 |
1,296.1 |
1,296.1 |
1,317.1 |
1,309.4 |
S2 |
1,270.2 |
1,270.2 |
1,312.3 |
|
S3 |
1,217.8 |
1,243.7 |
1,307.5 |
|
S4 |
1,165.4 |
1,191.3 |
1,293.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.2 |
1,296.8 |
52.4 |
4.0% |
31.6 |
2.4% |
48% |
False |
False |
46,385 |
10 |
1,349.2 |
1,270.6 |
78.6 |
5.9% |
25.6 |
1.9% |
65% |
False |
False |
35,167 |
20 |
1,349.2 |
1,182.6 |
166.6 |
12.6% |
28.3 |
2.1% |
84% |
False |
False |
27,644 |
40 |
1,426.0 |
1,182.6 |
243.4 |
18.4% |
28.7 |
2.2% |
57% |
False |
False |
16,345 |
60 |
1,490.5 |
1,182.6 |
307.9 |
23.3% |
29.3 |
2.2% |
45% |
False |
False |
13,223 |
80 |
1,594.6 |
1,182.6 |
412.0 |
31.2% |
31.9 |
2.4% |
34% |
False |
False |
11,046 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.2% |
28.4 |
2.2% |
32% |
False |
False |
9,153 |
120 |
1,694.3 |
1,182.6 |
511.7 |
38.7% |
27.0 |
2.0% |
27% |
False |
False |
8,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.5 |
2.618 |
1,415.8 |
1.618 |
1,387.2 |
1.000 |
1,369.5 |
0.618 |
1,358.6 |
HIGH |
1,340.9 |
0.618 |
1,330.0 |
0.500 |
1,326.6 |
0.382 |
1,323.2 |
LOW |
1,312.3 |
0.618 |
1,294.6 |
1.000 |
1,283.7 |
1.618 |
1,266.0 |
2.618 |
1,237.4 |
4.250 |
1,190.8 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,326.6 |
1,328.2 |
PP |
1,325.0 |
1,326.1 |
S1 |
1,323.5 |
1,324.0 |
|