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 |
8,400.5 |
8,248.5 |
-152.0 |
-1.8% |
8,266.5 |
High |
8,438.5 |
8,283.5 |
-155.0 |
-1.8% |
8,462.0 |
Low |
8,267.0 |
8,232.5 |
-34.5 |
-0.4% |
8,214.0 |
Close |
8,296.0 |
8,253.0 |
-43.0 |
-0.5% |
8,405.0 |
Range |
171.5 |
51.0 |
-120.5 |
-70.3% |
248.0 |
ATR |
118.4 |
114.4 |
-3.9 |
-3.3% |
0.0 |
Volume |
77,179 |
76,266 |
-913 |
-1.2% |
400,430 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,409.3 |
8,382.2 |
8,281.1 |
|
R3 |
8,358.3 |
8,331.2 |
8,267.0 |
|
R2 |
8,307.3 |
8,307.3 |
8,262.4 |
|
R1 |
8,280.2 |
8,280.2 |
8,257.7 |
8,293.8 |
PP |
8,256.3 |
8,256.3 |
8,256.3 |
8,263.1 |
S1 |
8,229.2 |
8,229.2 |
8,248.3 |
8,242.8 |
S2 |
8,205.3 |
8,205.3 |
8,243.7 |
|
S3 |
8,154.3 |
8,178.2 |
8,239.0 |
|
S4 |
8,103.3 |
8,127.2 |
8,225.0 |
|
|
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 |
8,232.5 |
229.5 |
2.8% |
101.9 |
1.2% |
9% |
False |
True |
72,044 |
10 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
102.6 |
1.2% |
16% |
False |
False |
80,109 |
20 |
8,462.0 |
8,131.0 |
331.0 |
4.0% |
92.8 |
1.1% |
37% |
False |
False |
82,164 |
40 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
120.0 |
1.5% |
74% |
False |
False |
88,721 |
60 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
120.7 |
1.5% |
65% |
False |
False |
59,746 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
117.0 |
1.4% |
72% |
False |
False |
44,930 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
115.3 |
1.4% |
72% |
False |
False |
36,021 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
111.5 |
1.4% |
72% |
False |
False |
30,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,500.3 |
2.618 |
8,417.0 |
1.618 |
8,366.0 |
1.000 |
8,334.5 |
0.618 |
8,315.0 |
HIGH |
8,283.5 |
0.618 |
8,264.0 |
0.500 |
8,258.0 |
0.382 |
8,252.0 |
LOW |
8,232.5 |
0.618 |
8,201.0 |
1.000 |
8,181.5 |
1.618 |
8,150.0 |
2.618 |
8,099.0 |
4.250 |
8,015.8 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,258.0 |
8,335.5 |
PP |
8,256.3 |
8,308.0 |
S1 |
8,254.7 |
8,280.5 |
|