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 |
13,640 |
14,240 |
600 |
4.4% |
13,990 |
High |
14,285 |
14,565 |
280 |
2.0% |
14,565 |
Low |
13,620 |
14,190 |
570 |
4.2% |
13,545 |
Close |
14,220 |
14,355 |
135 |
0.9% |
14,355 |
Range |
665 |
375 |
-290 |
-43.6% |
1,020 |
ATR |
437 |
433 |
-4 |
-1.0% |
0 |
Volume |
19,719 |
16,832 |
-2,887 |
-14.6% |
82,761 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,495 |
15,300 |
14,561 |
|
R3 |
15,120 |
14,925 |
14,458 |
|
R2 |
14,745 |
14,745 |
14,424 |
|
R1 |
14,550 |
14,550 |
14,390 |
14,648 |
PP |
14,370 |
14,370 |
14,370 |
14,419 |
S1 |
14,175 |
14,175 |
14,321 |
14,273 |
S2 |
13,995 |
13,995 |
14,286 |
|
S3 |
13,620 |
13,800 |
14,252 |
|
S4 |
13,245 |
13,425 |
14,149 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,215 |
16,805 |
14,916 |
|
R3 |
16,195 |
15,785 |
14,636 |
|
R2 |
15,175 |
15,175 |
14,542 |
|
R1 |
14,765 |
14,765 |
14,449 |
14,970 |
PP |
14,155 |
14,155 |
14,155 |
14,258 |
S1 |
13,745 |
13,745 |
14,262 |
13,950 |
S2 |
13,135 |
13,135 |
14,168 |
|
S3 |
12,115 |
12,725 |
14,075 |
|
S4 |
11,095 |
11,705 |
13,794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,565 |
13,545 |
1,020 |
7.1% |
444 |
3.1% |
79% |
True |
False |
16,552 |
10 |
15,010 |
13,545 |
1,465 |
10.2% |
423 |
2.9% |
55% |
False |
False |
16,564 |
20 |
15,060 |
13,545 |
1,515 |
10.6% |
381 |
2.7% |
53% |
False |
False |
14,903 |
40 |
15,060 |
12,525 |
2,535 |
17.7% |
472 |
3.3% |
72% |
False |
False |
19,857 |
60 |
16,120 |
12,420 |
3,700 |
25.8% |
487 |
3.4% |
52% |
False |
False |
13,665 |
80 |
16,120 |
12,420 |
3,700 |
25.8% |
406 |
2.8% |
52% |
False |
False |
10,279 |
100 |
16,120 |
12,015 |
4,105 |
28.6% |
359 |
2.5% |
57% |
False |
False |
8,226 |
120 |
16,120 |
11,110 |
5,010 |
34.9% |
324 |
2.3% |
65% |
False |
False |
6,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,159 |
2.618 |
15,547 |
1.618 |
15,172 |
1.000 |
14,940 |
0.618 |
14,797 |
HIGH |
14,565 |
0.618 |
14,422 |
0.500 |
14,378 |
0.382 |
14,333 |
LOW |
14,190 |
0.618 |
13,958 |
1.000 |
13,815 |
1.618 |
13,583 |
2.618 |
13,208 |
4.250 |
12,596 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,378 |
14,255 |
PP |
14,370 |
14,155 |
S1 |
14,363 |
14,055 |
|