Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,269.5 |
8,322.0 |
52.5 |
0.6% |
8,362.0 |
High |
8,306.0 |
8,462.0 |
156.0 |
1.9% |
8,419.0 |
Low |
8,214.0 |
8,310.5 |
96.5 |
1.2% |
8,217.5 |
Close |
8,249.5 |
8,398.0 |
148.5 |
1.8% |
8,250.0 |
Range |
92.0 |
151.5 |
59.5 |
64.7% |
201.5 |
ATR |
114.7 |
121.7 |
7.0 |
6.1% |
0.0 |
Volume |
96,203 |
68,570 |
-27,633 |
-28.7% |
437,651 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,844.7 |
8,772.8 |
8,481.3 |
|
R3 |
8,693.2 |
8,621.3 |
8,439.7 |
|
R2 |
8,541.7 |
8,541.7 |
8,425.8 |
|
R1 |
8,469.8 |
8,469.8 |
8,411.9 |
8,505.8 |
PP |
8,390.2 |
8,390.2 |
8,390.2 |
8,408.1 |
S1 |
8,318.3 |
8,318.3 |
8,384.1 |
8,354.3 |
S2 |
8,238.7 |
8,238.7 |
8,370.2 |
|
S3 |
8,087.2 |
8,166.8 |
8,356.3 |
|
S4 |
7,935.7 |
8,015.3 |
8,314.7 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,900.0 |
8,776.5 |
8,360.8 |
|
R3 |
8,698.5 |
8,575.0 |
8,305.4 |
|
R2 |
8,497.0 |
8,497.0 |
8,286.9 |
|
R1 |
8,373.5 |
8,373.5 |
8,268.5 |
8,334.5 |
PP |
8,295.5 |
8,295.5 |
8,295.5 |
8,276.0 |
S1 |
8,172.0 |
8,172.0 |
8,231.5 |
8,133.0 |
S2 |
8,094.0 |
8,094.0 |
8,213.1 |
|
S3 |
7,892.5 |
7,970.5 |
8,194.6 |
|
S4 |
7,691.0 |
7,769.0 |
8,139.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
112.3 |
1.3% |
74% |
True |
False |
83,954 |
10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
95.6 |
1.1% |
74% |
True |
False |
85,854 |
20 |
8,462.0 |
7,806.0 |
656.0 |
7.8% |
104.5 |
1.2% |
90% |
True |
False |
86,519 |
40 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
127.8 |
1.5% |
92% |
True |
False |
82,069 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
120.2 |
1.4% |
81% |
False |
False |
54,896 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
118.6 |
1.4% |
85% |
False |
False |
41,293 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
114.1 |
1.4% |
85% |
False |
False |
33,316 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
111.2 |
1.3% |
85% |
False |
False |
27,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,105.9 |
2.618 |
8,858.6 |
1.618 |
8,707.1 |
1.000 |
8,613.5 |
0.618 |
8,555.6 |
HIGH |
8,462.0 |
0.618 |
8,404.1 |
0.500 |
8,386.3 |
0.382 |
8,368.4 |
LOW |
8,310.5 |
0.618 |
8,216.9 |
1.000 |
8,159.0 |
1.618 |
8,065.4 |
2.618 |
7,913.9 |
4.250 |
7,666.6 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,394.1 |
8,378.0 |
PP |
8,390.2 |
8,358.0 |
S1 |
8,386.3 |
8,338.0 |
|