Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,240 |
14,370 |
130 |
0.9% |
13,990 |
High |
14,565 |
14,410 |
-155 |
-1.1% |
14,565 |
Low |
14,190 |
14,220 |
30 |
0.2% |
13,545 |
Close |
14,355 |
14,290 |
-65 |
-0.5% |
14,355 |
Range |
375 |
190 |
-185 |
-49.3% |
1,020 |
ATR |
433 |
416 |
-17 |
-4.0% |
0 |
Volume |
16,832 |
6,931 |
-9,901 |
-58.8% |
82,761 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,877 |
14,773 |
14,395 |
|
R3 |
14,687 |
14,583 |
14,342 |
|
R2 |
14,497 |
14,497 |
14,325 |
|
R1 |
14,393 |
14,393 |
14,308 |
14,350 |
PP |
14,307 |
14,307 |
14,307 |
14,285 |
S1 |
14,203 |
14,203 |
14,273 |
14,160 |
S2 |
14,117 |
14,117 |
14,255 |
|
S3 |
13,927 |
14,013 |
14,238 |
|
S4 |
13,737 |
13,823 |
14,186 |
|
|
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% |
391 |
2.7% |
73% |
False |
False |
14,360 |
10 |
14,925 |
13,545 |
1,380 |
9.7% |
399 |
2.8% |
54% |
False |
False |
15,817 |
20 |
15,060 |
13,545 |
1,515 |
10.6% |
368 |
2.6% |
49% |
False |
False |
14,481 |
40 |
15,060 |
12,525 |
2,535 |
17.7% |
457 |
3.2% |
70% |
False |
False |
19,876 |
60 |
16,120 |
12,420 |
3,700 |
25.9% |
484 |
3.4% |
51% |
False |
False |
13,780 |
80 |
16,120 |
12,420 |
3,700 |
25.9% |
407 |
2.8% |
51% |
False |
False |
10,365 |
100 |
16,120 |
12,015 |
4,105 |
28.7% |
360 |
2.5% |
55% |
False |
False |
8,295 |
120 |
16,120 |
11,110 |
5,010 |
35.1% |
324 |
2.3% |
63% |
False |
False |
6,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,218 |
2.618 |
14,908 |
1.618 |
14,718 |
1.000 |
14,600 |
0.618 |
14,528 |
HIGH |
14,410 |
0.618 |
14,338 |
0.500 |
14,315 |
0.382 |
14,293 |
LOW |
14,220 |
0.618 |
14,103 |
1.000 |
14,030 |
1.618 |
13,913 |
2.618 |
13,723 |
4.250 |
13,413 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,315 |
14,224 |
PP |
14,307 |
14,158 |
S1 |
14,298 |
14,093 |
|