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 |
5,027.0 |
5,059.0 |
32.0 |
0.6% |
5,010.0 |
High |
5,052.0 |
5,074.0 |
22.0 |
0.4% |
5,074.0 |
Low |
4,984.0 |
5,050.0 |
66.0 |
1.3% |
4,983.0 |
Close |
5,007.0 |
5,068.0 |
61.0 |
1.2% |
5,068.0 |
Range |
68.0 |
24.0 |
-44.0 |
-64.7% |
91.0 |
ATR |
53.2 |
54.2 |
1.0 |
1.8% |
0.0 |
Volume |
27,012 |
19,650 |
-7,362 |
-27.3% |
113,328 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,136.0 |
5,126.0 |
5,081.2 |
|
R3 |
5,112.0 |
5,102.0 |
5,074.6 |
|
R2 |
5,088.0 |
5,088.0 |
5,072.4 |
|
R1 |
5,078.0 |
5,078.0 |
5,070.2 |
5,083.0 |
PP |
5,064.0 |
5,064.0 |
5,064.0 |
5,066.5 |
S1 |
5,054.0 |
5,054.0 |
5,065.8 |
5,059.0 |
S2 |
5,040.0 |
5,040.0 |
5,063.6 |
|
S3 |
5,016.0 |
5,030.0 |
5,061.4 |
|
S4 |
4,992.0 |
5,006.0 |
5,054.8 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,314.7 |
5,282.3 |
5,118.1 |
|
R3 |
5,223.7 |
5,191.3 |
5,093.0 |
|
R2 |
5,132.7 |
5,132.7 |
5,084.7 |
|
R1 |
5,100.3 |
5,100.3 |
5,076.3 |
5,116.5 |
PP |
5,041.7 |
5,041.7 |
5,041.7 |
5,049.8 |
S1 |
5,009.3 |
5,009.3 |
5,059.7 |
5,025.5 |
S2 |
4,950.7 |
4,950.7 |
5,051.3 |
|
S3 |
4,859.7 |
4,918.3 |
5,043.0 |
|
S4 |
4,768.7 |
4,827.3 |
5,018.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,074.0 |
4,983.0 |
91.0 |
1.8% |
42.0 |
0.8% |
93% |
True |
False |
22,665 |
10 |
5,074.0 |
4,952.0 |
122.0 |
2.4% |
39.5 |
0.8% |
95% |
True |
False |
20,473 |
20 |
5,074.0 |
4,745.0 |
329.0 |
6.5% |
43.5 |
0.9% |
98% |
True |
False |
19,958 |
40 |
5,074.0 |
4,598.0 |
476.0 |
9.4% |
54.8 |
1.1% |
99% |
True |
False |
27,158 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
46.7 |
0.9% |
79% |
False |
False |
18,215 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
37.6 |
0.7% |
79% |
False |
False |
13,667 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
31.7 |
0.6% |
79% |
False |
False |
10,941 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
26.6 |
0.5% |
79% |
False |
False |
9,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,176.0 |
2.618 |
5,136.8 |
1.618 |
5,112.8 |
1.000 |
5,098.0 |
0.618 |
5,088.8 |
HIGH |
5,074.0 |
0.618 |
5,064.8 |
0.500 |
5,062.0 |
0.382 |
5,059.2 |
LOW |
5,050.0 |
0.618 |
5,035.2 |
1.000 |
5,026.0 |
1.618 |
5,011.2 |
2.618 |
4,987.2 |
4.250 |
4,948.0 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,066.0 |
5,055.0 |
PP |
5,064.0 |
5,042.0 |
S1 |
5,062.0 |
5,029.0 |
|