Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
170.28 |
170.57 |
0.29 |
0.2% |
168.68 |
High |
170.97 |
170.96 |
-0.01 |
0.0% |
170.97 |
Low |
170.05 |
170.35 |
0.30 |
0.2% |
168.11 |
Close |
170.95 |
170.70 |
-0.25 |
-0.1% |
170.95 |
Range |
0.92 |
0.61 |
-0.31 |
-33.7% |
2.86 |
ATR |
1.45 |
1.39 |
-0.06 |
-4.1% |
0.00 |
Volume |
91,116,594 |
54,072,602 |
-37,043,992 |
-40.7% |
509,005,601 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.50 |
172.21 |
171.04 |
|
R3 |
171.89 |
171.60 |
170.87 |
|
R2 |
171.28 |
171.28 |
170.81 |
|
R1 |
170.99 |
170.99 |
170.76 |
171.14 |
PP |
170.67 |
170.67 |
170.67 |
170.74 |
S1 |
170.38 |
170.38 |
170.64 |
170.53 |
S2 |
170.06 |
170.06 |
170.59 |
|
S3 |
169.45 |
169.77 |
170.53 |
|
S4 |
168.84 |
169.16 |
170.36 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.59 |
177.63 |
172.52 |
|
R3 |
175.73 |
174.77 |
171.74 |
|
R2 |
172.87 |
172.87 |
171.47 |
|
R1 |
171.91 |
171.91 |
171.21 |
172.39 |
PP |
170.01 |
170.01 |
170.01 |
170.25 |
S1 |
169.05 |
169.05 |
170.69 |
169.53 |
S2 |
167.15 |
167.15 |
170.43 |
|
S3 |
164.29 |
166.19 |
170.16 |
|
S4 |
161.43 |
163.33 |
169.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170.97 |
168.19 |
2.78 |
1.6% |
0.98 |
0.6% |
90% |
False |
False |
96,646,620 |
10 |
170.97 |
167.52 |
3.45 |
2.0% |
1.11 |
0.6% |
92% |
False |
False |
97,579,269 |
20 |
170.97 |
164.27 |
6.70 |
3.9% |
1.10 |
0.6% |
96% |
False |
False |
99,711,563 |
40 |
170.97 |
155.73 |
15.24 |
8.9% |
1.55 |
0.9% |
98% |
False |
False |
129,836,039 |
60 |
170.97 |
155.73 |
15.24 |
8.9% |
1.64 |
1.0% |
98% |
False |
False |
136,007,339 |
80 |
170.97 |
153.55 |
17.42 |
10.2% |
1.58 |
0.9% |
98% |
False |
False |
134,094,320 |
100 |
170.97 |
153.55 |
17.42 |
10.2% |
1.53 |
0.9% |
98% |
False |
False |
131,620,953 |
120 |
170.97 |
148.73 |
22.24 |
13.0% |
1.50 |
0.9% |
99% |
False |
False |
131,443,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.55 |
2.618 |
172.56 |
1.618 |
171.95 |
1.000 |
171.57 |
0.618 |
171.34 |
HIGH |
170.96 |
0.618 |
170.73 |
0.500 |
170.66 |
0.382 |
170.58 |
LOW |
170.35 |
0.618 |
169.97 |
1.000 |
169.74 |
1.618 |
169.36 |
2.618 |
168.75 |
4.250 |
167.76 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
170.69 |
170.61 |
PP |
170.67 |
170.52 |
S1 |
170.66 |
170.44 |
|