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 |
15,627.56 |
15,651.98 |
24.42 |
0.2% |
15,557.14 |
High |
15,658.43 |
15,655.21 |
-3.22 |
0.0% |
15,658.43 |
Low |
15,558.68 |
15,584.83 |
26.15 |
0.2% |
15,479.13 |
Close |
15,658.36 |
15,612.13 |
-46.23 |
-0.3% |
15,658.36 |
Range |
99.75 |
70.38 |
-29.37 |
-29.4% |
179.30 |
ATR |
122.35 |
118.86 |
-3.49 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,828.53 |
15,790.71 |
15,650.84 |
|
R3 |
15,758.15 |
15,720.33 |
15,631.48 |
|
R2 |
15,687.77 |
15,687.77 |
15,625.03 |
|
R1 |
15,649.95 |
15,649.95 |
15,618.58 |
15,633.67 |
PP |
15,617.39 |
15,617.39 |
15,617.39 |
15,609.25 |
S1 |
15,579.57 |
15,579.57 |
15,605.68 |
15,563.29 |
S2 |
15,547.01 |
15,547.01 |
15,599.23 |
|
S3 |
15,476.63 |
15,509.19 |
15,592.78 |
|
S4 |
15,406.25 |
15,438.81 |
15,573.42 |
|
|
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% |
114.62 |
0.7% |
74% |
False |
False |
|
10 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
107.45 |
0.7% |
82% |
False |
False |
|
20 |
15,658.43 |
15,228.46 |
429.97 |
2.8% |
98.31 |
0.6% |
89% |
False |
False |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
141.25 |
0.9% |
96% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
145.64 |
0.9% |
96% |
False |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.8% |
140.80 |
0.9% |
96% |
False |
False |
|
100 |
15,658.43 |
14,382.09 |
1,276.34 |
8.2% |
135.42 |
0.9% |
96% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.0% |
131.69 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,954.33 |
2.618 |
15,839.46 |
1.618 |
15,769.08 |
1.000 |
15,725.59 |
0.618 |
15,698.70 |
HIGH |
15,655.21 |
0.618 |
15,628.32 |
0.500 |
15,620.02 |
0.382 |
15,611.72 |
LOW |
15,584.83 |
0.618 |
15,541.34 |
1.000 |
15,514.45 |
1.618 |
15,470.96 |
2.618 |
15,400.58 |
4.250 |
15,285.72 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,620.02 |
15,601.80 |
PP |
15,617.39 |
15,591.47 |
S1 |
15,614.76 |
15,581.14 |
|