Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
168.94 |
169.99 |
1.05 |
0.6% |
169.41 |
High |
169.85 |
170.81 |
0.96 |
0.6% |
169.86 |
Low |
168.49 |
169.90 |
1.41 |
0.8% |
167.52 |
Close |
168.71 |
170.66 |
1.95 |
1.2% |
169.11 |
Range |
1.36 |
0.91 |
-0.45 |
-33.1% |
2.34 |
ATR |
1.44 |
1.49 |
0.05 |
3.3% |
0.00 |
Volume |
142,388,609 |
110,438,398 |
-31,950,211 |
-22.4% |
492,142,984 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.19 |
172.83 |
171.16 |
|
R3 |
172.28 |
171.92 |
170.91 |
|
R2 |
171.37 |
171.37 |
170.83 |
|
R1 |
171.01 |
171.01 |
170.74 |
171.19 |
PP |
170.46 |
170.46 |
170.46 |
170.55 |
S1 |
170.10 |
170.10 |
170.58 |
170.28 |
S2 |
169.55 |
169.55 |
170.49 |
|
S3 |
168.64 |
169.19 |
170.41 |
|
S4 |
167.73 |
168.28 |
170.16 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.85 |
174.82 |
170.40 |
|
R3 |
173.51 |
172.48 |
169.75 |
|
R2 |
171.17 |
171.17 |
169.54 |
|
R1 |
170.14 |
170.14 |
169.32 |
169.49 |
PP |
168.83 |
168.83 |
168.83 |
168.50 |
S1 |
167.80 |
167.80 |
168.90 |
167.15 |
S2 |
166.49 |
166.49 |
168.68 |
|
S3 |
164.15 |
165.46 |
168.47 |
|
S4 |
161.81 |
163.12 |
167.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170.81 |
167.52 |
3.29 |
1.9% |
1.19 |
0.7% |
95% |
True |
False |
105,140,699 |
10 |
170.81 |
167.52 |
3.29 |
1.9% |
1.12 |
0.7% |
95% |
True |
False |
101,386,338 |
20 |
170.81 |
161.30 |
9.51 |
5.6% |
1.18 |
0.7% |
98% |
True |
False |
103,977,218 |
40 |
170.81 |
155.73 |
15.08 |
8.8% |
1.62 |
1.0% |
99% |
True |
False |
135,920,387 |
60 |
170.81 |
155.73 |
15.08 |
8.8% |
1.65 |
1.0% |
99% |
True |
False |
136,990,146 |
80 |
170.81 |
153.55 |
17.26 |
10.1% |
1.60 |
0.9% |
99% |
True |
False |
135,352,622 |
100 |
170.81 |
153.55 |
17.26 |
10.1% |
1.53 |
0.9% |
99% |
True |
False |
132,152,126 |
120 |
170.81 |
148.73 |
22.08 |
12.9% |
1.50 |
0.9% |
99% |
True |
False |
131,393,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.68 |
2.618 |
173.19 |
1.618 |
172.28 |
1.000 |
171.72 |
0.618 |
171.37 |
HIGH |
170.81 |
0.618 |
170.46 |
0.500 |
170.36 |
0.382 |
170.25 |
LOW |
169.90 |
0.618 |
169.34 |
1.000 |
168.99 |
1.618 |
168.43 |
2.618 |
167.52 |
4.250 |
166.03 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
170.56 |
170.27 |
PP |
170.46 |
169.89 |
S1 |
170.36 |
169.50 |
|