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 |
14,240 |
14,230 |
-10 |
-0.1% |
13,990 |
High |
14,450 |
14,240 |
-210 |
-1.5% |
14,565 |
Low |
14,055 |
13,735 |
-320 |
-2.3% |
13,545 |
Close |
14,235 |
13,745 |
-490 |
-3.4% |
14,355 |
Range |
395 |
505 |
110 |
27.8% |
1,020 |
ATR |
414 |
421 |
6 |
1.6% |
0 |
Volume |
11,121 |
22,869 |
11,748 |
105.6% |
82,761 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,422 |
15,088 |
14,023 |
|
R3 |
14,917 |
14,583 |
13,884 |
|
R2 |
14,412 |
14,412 |
13,838 |
|
R1 |
14,078 |
14,078 |
13,791 |
13,993 |
PP |
13,907 |
13,907 |
13,907 |
13,864 |
S1 |
13,573 |
13,573 |
13,699 |
13,488 |
S2 |
13,402 |
13,402 |
13,653 |
|
S3 |
12,897 |
13,068 |
13,606 |
|
S4 |
12,392 |
12,563 |
13,467 |
|
|
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 |
13,620 |
945 |
6.9% |
426 |
3.1% |
13% |
False |
False |
15,494 |
10 |
14,815 |
13,545 |
1,270 |
9.2% |
440 |
3.2% |
16% |
False |
False |
16,779 |
20 |
15,060 |
13,545 |
1,515 |
11.0% |
381 |
2.8% |
13% |
False |
False |
14,506 |
40 |
15,060 |
12,525 |
2,535 |
18.4% |
448 |
3.3% |
48% |
False |
False |
18,994 |
60 |
16,120 |
12,420 |
3,700 |
26.9% |
495 |
3.6% |
36% |
False |
False |
14,345 |
80 |
16,120 |
12,420 |
3,700 |
26.9% |
411 |
3.0% |
36% |
False |
False |
10,789 |
100 |
16,120 |
12,015 |
4,105 |
29.9% |
369 |
2.7% |
42% |
False |
False |
8,635 |
120 |
16,120 |
11,110 |
5,010 |
36.4% |
327 |
2.4% |
53% |
False |
False |
7,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,386 |
2.618 |
15,562 |
1.618 |
15,057 |
1.000 |
14,745 |
0.618 |
14,552 |
HIGH |
14,240 |
0.618 |
14,047 |
0.500 |
13,988 |
0.382 |
13,928 |
LOW |
13,735 |
0.618 |
13,423 |
1.000 |
13,230 |
1.618 |
12,918 |
2.618 |
12,413 |
4.250 |
11,589 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,988 |
14,093 |
PP |
13,907 |
13,977 |
S1 |
13,826 |
13,861 |
|