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 |
5,059.0 |
5,072.0 |
13.0 |
0.3% |
5,010.0 |
High |
5,074.0 |
5,078.0 |
4.0 |
0.1% |
5,074.0 |
Low |
5,050.0 |
5,052.0 |
2.0 |
0.0% |
4,983.0 |
Close |
5,068.0 |
5,062.0 |
-6.0 |
-0.1% |
5,068.0 |
Range |
24.0 |
26.0 |
2.0 |
8.3% |
91.0 |
ATR |
54.2 |
52.2 |
-2.0 |
-3.7% |
0.0 |
Volume |
19,650 |
14,052 |
-5,598 |
-28.5% |
113,328 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,142.0 |
5,128.0 |
5,076.3 |
|
R3 |
5,116.0 |
5,102.0 |
5,069.2 |
|
R2 |
5,090.0 |
5,090.0 |
5,066.8 |
|
R1 |
5,076.0 |
5,076.0 |
5,064.4 |
5,070.0 |
PP |
5,064.0 |
5,064.0 |
5,064.0 |
5,061.0 |
S1 |
5,050.0 |
5,050.0 |
5,059.6 |
5,044.0 |
S2 |
5,038.0 |
5,038.0 |
5,057.2 |
|
S3 |
5,012.0 |
5,024.0 |
5,054.9 |
|
S4 |
4,986.0 |
4,998.0 |
5,047.7 |
|
|
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 |
5,078.0 |
4,983.0 |
95.0 |
1.9% |
41.8 |
0.8% |
83% |
True |
False |
22,465 |
10 |
5,078.0 |
4,964.0 |
114.0 |
2.3% |
38.3 |
0.8% |
86% |
True |
False |
20,399 |
20 |
5,078.0 |
4,807.0 |
271.0 |
5.4% |
41.2 |
0.8% |
94% |
True |
False |
19,661 |
40 |
5,078.0 |
4,598.0 |
480.0 |
9.5% |
54.2 |
1.1% |
97% |
True |
False |
27,411 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
47.1 |
0.9% |
78% |
False |
False |
18,448 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
37.9 |
0.7% |
78% |
False |
False |
13,842 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
32.0 |
0.6% |
78% |
False |
False |
11,081 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
26.8 |
0.5% |
78% |
False |
False |
9,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,188.5 |
2.618 |
5,146.1 |
1.618 |
5,120.1 |
1.000 |
5,104.0 |
0.618 |
5,094.1 |
HIGH |
5,078.0 |
0.618 |
5,068.1 |
0.500 |
5,065.0 |
0.382 |
5,061.9 |
LOW |
5,052.0 |
0.618 |
5,035.9 |
1.000 |
5,026.0 |
1.618 |
5,009.9 |
2.618 |
4,983.9 |
4.250 |
4,941.5 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,065.0 |
5,051.7 |
PP |
5,064.0 |
5,041.3 |
S1 |
5,063.0 |
5,031.0 |
|