Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,058.0 |
5,038.0 |
-20.0 |
-0.4% |
5,010.0 |
High |
5,070.0 |
5,039.0 |
-31.0 |
-0.6% |
5,074.0 |
Low |
5,036.0 |
4,955.0 |
-81.0 |
-1.6% |
4,983.0 |
Close |
5,060.0 |
4,966.0 |
-94.0 |
-1.9% |
5,068.0 |
Range |
34.0 |
84.0 |
50.0 |
147.1% |
91.0 |
ATR |
50.9 |
54.8 |
3.9 |
7.6% |
0.0 |
Volume |
20,493 |
34,002 |
13,509 |
65.9% |
113,328 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,238.7 |
5,186.3 |
5,012.2 |
|
R3 |
5,154.7 |
5,102.3 |
4,989.1 |
|
R2 |
5,070.7 |
5,070.7 |
4,981.4 |
|
R1 |
5,018.3 |
5,018.3 |
4,973.7 |
5,002.5 |
PP |
4,986.7 |
4,986.7 |
4,986.7 |
4,978.8 |
S1 |
4,934.3 |
4,934.3 |
4,958.3 |
4,918.5 |
S2 |
4,902.7 |
4,902.7 |
4,950.6 |
|
S3 |
4,818.7 |
4,850.3 |
4,942.9 |
|
S4 |
4,734.7 |
4,766.3 |
4,919.8 |
|
|
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 |
5,078.0 |
4,955.0 |
123.0 |
2.5% |
47.2 |
1.0% |
9% |
False |
True |
23,041 |
10 |
5,078.0 |
4,955.0 |
123.0 |
2.5% |
43.2 |
0.9% |
9% |
False |
True |
21,722 |
20 |
5,078.0 |
4,892.0 |
186.0 |
3.7% |
40.7 |
0.8% |
40% |
False |
False |
20,026 |
40 |
5,078.0 |
4,598.0 |
480.0 |
9.7% |
55.6 |
1.1% |
77% |
False |
False |
28,706 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
48.9 |
1.0% |
62% |
False |
False |
19,354 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
39.2 |
0.8% |
62% |
False |
False |
14,523 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
33.2 |
0.7% |
62% |
False |
False |
11,625 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.0% |
27.8 |
0.6% |
62% |
False |
False |
9,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,396.0 |
2.618 |
5,258.9 |
1.618 |
5,174.9 |
1.000 |
5,123.0 |
0.618 |
5,090.9 |
HIGH |
5,039.0 |
0.618 |
5,006.9 |
0.500 |
4,997.0 |
0.382 |
4,987.1 |
LOW |
4,955.0 |
0.618 |
4,903.1 |
1.000 |
4,871.0 |
1.618 |
4,819.1 |
2.618 |
4,735.1 |
4.250 |
4,598.0 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
4,997.0 |
5,016.5 |
PP |
4,986.7 |
4,999.7 |
S1 |
4,976.3 |
4,982.8 |
|