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 |
8,322.0 |
8,442.5 |
120.5 |
1.4% |
8,266.5 |
High |
8,462.0 |
8,446.5 |
-15.5 |
-0.2% |
8,462.0 |
Low |
8,310.5 |
8,378.5 |
68.0 |
0.8% |
8,214.0 |
Close |
8,398.0 |
8,405.0 |
7.0 |
0.1% |
8,405.0 |
Range |
151.5 |
68.0 |
-83.5 |
-55.1% |
248.0 |
ATR |
121.7 |
117.9 |
-3.8 |
-3.2% |
0.0 |
Volume |
68,570 |
52,347 |
-16,223 |
-23.7% |
400,430 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,614.0 |
8,577.5 |
8,442.4 |
|
R3 |
8,546.0 |
8,509.5 |
8,423.7 |
|
R2 |
8,478.0 |
8,478.0 |
8,417.5 |
|
R1 |
8,441.5 |
8,441.5 |
8,411.2 |
8,425.8 |
PP |
8,410.0 |
8,410.0 |
8,410.0 |
8,402.1 |
S1 |
8,373.5 |
8,373.5 |
8,398.8 |
8,357.8 |
S2 |
8,342.0 |
8,342.0 |
8,392.5 |
|
S3 |
8,274.0 |
8,305.5 |
8,386.3 |
|
S4 |
8,206.0 |
8,237.5 |
8,367.6 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,104.3 |
9,002.7 |
8,541.4 |
|
R3 |
8,856.3 |
8,754.7 |
8,473.2 |
|
R2 |
8,608.3 |
8,608.3 |
8,450.5 |
|
R1 |
8,506.7 |
8,506.7 |
8,427.7 |
8,557.5 |
PP |
8,360.3 |
8,360.3 |
8,360.3 |
8,385.8 |
S1 |
8,258.7 |
8,258.7 |
8,382.3 |
8,309.5 |
S2 |
8,112.3 |
8,112.3 |
8,359.5 |
|
S3 |
7,864.3 |
8,010.7 |
8,336.8 |
|
S4 |
7,616.3 |
7,762.7 |
8,268.6 |
|
|
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% |
97.0 |
1.2% |
77% |
False |
False |
80,086 |
10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
97.0 |
1.2% |
77% |
False |
False |
83,808 |
20 |
8,462.0 |
7,846.5 |
615.5 |
7.3% |
96.3 |
1.1% |
91% |
False |
False |
84,011 |
40 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
125.3 |
1.5% |
93% |
False |
False |
83,300 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
120.5 |
1.4% |
82% |
False |
False |
55,766 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
117.4 |
1.4% |
86% |
False |
False |
41,944 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
114.4 |
1.4% |
86% |
False |
False |
33,809 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
111.2 |
1.3% |
86% |
False |
False |
28,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,735.5 |
2.618 |
8,624.5 |
1.618 |
8,556.5 |
1.000 |
8,514.5 |
0.618 |
8,488.5 |
HIGH |
8,446.5 |
0.618 |
8,420.5 |
0.500 |
8,412.5 |
0.382 |
8,404.5 |
LOW |
8,378.5 |
0.618 |
8,336.5 |
1.000 |
8,310.5 |
1.618 |
8,268.5 |
2.618 |
8,200.5 |
4.250 |
8,089.5 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,412.5 |
8,382.7 |
PP |
8,410.0 |
8,360.3 |
S1 |
8,407.5 |
8,338.0 |
|