Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,503.85 |
15,627.56 |
123.71 |
0.8% |
15,557.14 |
High |
15,650.69 |
15,658.43 |
7.74 |
0.0% |
15,658.43 |
Low |
15,503.85 |
15,558.68 |
54.83 |
0.4% |
15,479.13 |
Close |
15,628.02 |
15,658.36 |
30.34 |
0.2% |
15,658.36 |
Range |
146.84 |
99.75 |
-47.09 |
-32.1% |
179.30 |
ATR |
124.08 |
122.35 |
-1.74 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,924.41 |
15,891.13 |
15,713.22 |
|
R3 |
15,824.66 |
15,791.38 |
15,685.79 |
|
R2 |
15,724.91 |
15,724.91 |
15,676.65 |
|
R1 |
15,691.63 |
15,691.63 |
15,667.50 |
15,708.27 |
PP |
15,625.16 |
15,625.16 |
15,625.16 |
15,633.48 |
S1 |
15,591.88 |
15,591.88 |
15,649.22 |
15,608.52 |
S2 |
15,525.41 |
15,525.41 |
15,640.07 |
|
S3 |
15,425.66 |
15,492.13 |
15,630.93 |
|
S4 |
15,325.91 |
15,392.38 |
15,603.50 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,136.54 |
16,076.75 |
15,756.98 |
|
R3 |
15,957.24 |
15,897.45 |
15,707.67 |
|
R2 |
15,777.94 |
15,777.94 |
15,691.23 |
|
R1 |
15,718.15 |
15,718.15 |
15,674.80 |
15,748.05 |
PP |
15,598.64 |
15,598.64 |
15,598.64 |
15,613.59 |
S1 |
15,538.85 |
15,538.85 |
15,641.92 |
15,568.75 |
S2 |
15,419.34 |
15,419.34 |
15,625.49 |
|
S3 |
15,240.04 |
15,359.55 |
15,609.05 |
|
S4 |
15,060.74 |
15,180.25 |
15,559.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,658.43 |
15,479.13 |
179.30 |
1.1% |
115.52 |
0.7% |
100% |
True |
False |
|
10 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
106.41 |
0.7% |
100% |
True |
False |
|
20 |
15,658.43 |
15,137.22 |
521.21 |
3.3% |
101.07 |
0.6% |
100% |
True |
False |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
144.77 |
0.9% |
100% |
True |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
146.10 |
0.9% |
100% |
True |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.8% |
141.20 |
0.9% |
100% |
True |
False |
|
100 |
15,658.43 |
14,382.09 |
1,276.34 |
8.2% |
135.33 |
0.9% |
100% |
True |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.0% |
131.69 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,082.37 |
2.618 |
15,919.58 |
1.618 |
15,819.83 |
1.000 |
15,758.18 |
0.618 |
15,720.08 |
HIGH |
15,658.43 |
0.618 |
15,620.33 |
0.500 |
15,608.56 |
0.382 |
15,596.78 |
LOW |
15,558.68 |
0.618 |
15,497.03 |
1.000 |
15,458.93 |
1.618 |
15,397.28 |
2.618 |
15,297.53 |
4.250 |
15,134.74 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,641.76 |
15,630.81 |
PP |
15,625.16 |
15,603.25 |
S1 |
15,608.56 |
15,575.70 |
|