Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,370 |
14,240 |
-130 |
-0.9% |
13,990 |
High |
14,410 |
14,450 |
40 |
0.3% |
14,565 |
Low |
14,220 |
14,055 |
-165 |
-1.2% |
13,545 |
Close |
14,290 |
14,235 |
-55 |
-0.4% |
14,355 |
Range |
190 |
395 |
205 |
107.9% |
1,020 |
ATR |
416 |
414 |
-1 |
-0.4% |
0 |
Volume |
6,931 |
11,121 |
4,190 |
60.5% |
82,761 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,432 |
15,228 |
14,452 |
|
R3 |
15,037 |
14,833 |
14,344 |
|
R2 |
14,642 |
14,642 |
14,308 |
|
R1 |
14,438 |
14,438 |
14,271 |
14,343 |
PP |
14,247 |
14,247 |
14,247 |
14,199 |
S1 |
14,043 |
14,043 |
14,199 |
13,948 |
S2 |
13,852 |
13,852 |
14,163 |
|
S3 |
13,457 |
13,648 |
14,127 |
|
S4 |
13,062 |
13,253 |
14,018 |
|
|
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 |
7.2% |
391 |
2.7% |
68% |
False |
False |
13,971 |
10 |
14,865 |
13,545 |
1,320 |
9.3% |
407 |
2.9% |
52% |
False |
False |
15,585 |
20 |
15,060 |
13,545 |
1,515 |
10.6% |
372 |
2.6% |
46% |
False |
False |
14,256 |
40 |
15,060 |
12,525 |
2,535 |
17.8% |
454 |
3.2% |
67% |
False |
False |
19,755 |
60 |
16,120 |
12,420 |
3,700 |
26.0% |
489 |
3.4% |
49% |
False |
False |
13,964 |
80 |
16,120 |
12,420 |
3,700 |
26.0% |
409 |
2.9% |
49% |
False |
False |
10,503 |
100 |
16,120 |
12,015 |
4,105 |
28.8% |
364 |
2.6% |
54% |
False |
False |
8,406 |
120 |
16,120 |
11,110 |
5,010 |
35.2% |
325 |
2.3% |
62% |
False |
False |
7,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,129 |
2.618 |
15,484 |
1.618 |
15,089 |
1.000 |
14,845 |
0.618 |
14,694 |
HIGH |
14,450 |
0.618 |
14,299 |
0.500 |
14,253 |
0.382 |
14,206 |
LOW |
14,055 |
0.618 |
13,811 |
1.000 |
13,660 |
1.618 |
13,416 |
2.618 |
13,021 |
4.250 |
12,376 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,253 |
14,310 |
PP |
14,247 |
14,285 |
S1 |
14,241 |
14,260 |
|