Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,230 |
13,780 |
-450 |
-3.2% |
13,990 |
High |
14,240 |
14,070 |
-170 |
-1.2% |
14,565 |
Low |
13,735 |
13,420 |
-315 |
-2.3% |
13,545 |
Close |
13,745 |
13,690 |
-55 |
-0.4% |
14,355 |
Range |
505 |
650 |
145 |
28.7% |
1,020 |
ATR |
421 |
437 |
16 |
3.9% |
0 |
Volume |
22,869 |
34,523 |
11,654 |
51.0% |
82,761 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,677 |
15,333 |
14,048 |
|
R3 |
15,027 |
14,683 |
13,869 |
|
R2 |
14,377 |
14,377 |
13,809 |
|
R1 |
14,033 |
14,033 |
13,750 |
13,880 |
PP |
13,727 |
13,727 |
13,727 |
13,650 |
S1 |
13,383 |
13,383 |
13,631 |
13,230 |
S2 |
13,077 |
13,077 |
13,571 |
|
S3 |
12,427 |
12,733 |
13,511 |
|
S4 |
11,777 |
12,083 |
13,333 |
|
|
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 |
13,420 |
1,145 |
8.4% |
423 |
3.1% |
24% |
False |
True |
18,455 |
10 |
14,565 |
13,420 |
1,145 |
8.4% |
457 |
3.3% |
24% |
False |
True |
18,341 |
20 |
15,060 |
13,420 |
1,640 |
12.0% |
397 |
2.9% |
16% |
False |
True |
15,340 |
40 |
15,060 |
12,525 |
2,535 |
18.5% |
450 |
3.3% |
46% |
False |
False |
19,086 |
60 |
16,120 |
12,420 |
3,700 |
27.0% |
501 |
3.7% |
34% |
False |
False |
14,918 |
80 |
16,120 |
12,420 |
3,700 |
27.0% |
415 |
3.0% |
34% |
False |
False |
11,214 |
100 |
16,120 |
12,015 |
4,105 |
30.0% |
375 |
2.7% |
41% |
False |
False |
8,980 |
120 |
16,120 |
11,160 |
4,960 |
36.2% |
330 |
2.4% |
51% |
False |
False |
7,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,833 |
2.618 |
15,772 |
1.618 |
15,122 |
1.000 |
14,720 |
0.618 |
14,472 |
HIGH |
14,070 |
0.618 |
13,822 |
0.500 |
13,745 |
0.382 |
13,668 |
LOW |
13,420 |
0.618 |
13,018 |
1.000 |
12,770 |
1.618 |
12,368 |
2.618 |
11,718 |
4.250 |
10,658 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,745 |
13,935 |
PP |
13,727 |
13,853 |
S1 |
13,708 |
13,772 |
|