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 |
6,576.5 |
6,659.0 |
82.5 |
1.3% |
6,542.5 |
High |
6,669.5 |
6,664.0 |
-5.5 |
-0.1% |
6,669.5 |
Low |
6,565.0 |
6,575.5 |
10.5 |
0.2% |
6,495.0 |
Close |
6,625.5 |
6,605.0 |
-20.5 |
-0.3% |
6,605.0 |
Range |
104.5 |
88.5 |
-16.0 |
-15.3% |
174.5 |
ATR |
87.4 |
87.5 |
0.1 |
0.1% |
0.0 |
Volume |
85,472 |
62,911 |
-22,561 |
-26.4% |
457,830 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,880.5 |
6,831.0 |
6,653.5 |
|
R3 |
6,792.0 |
6,742.5 |
6,629.5 |
|
R2 |
6,703.5 |
6,703.5 |
6,621.0 |
|
R1 |
6,654.0 |
6,654.0 |
6,613.0 |
6,634.5 |
PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,605.0 |
S1 |
6,565.5 |
6,565.5 |
6,597.0 |
6,546.0 |
S2 |
6,526.5 |
6,526.5 |
6,589.0 |
|
S3 |
6,438.0 |
6,477.0 |
6,580.5 |
|
S4 |
6,349.5 |
6,388.5 |
6,556.5 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,113.5 |
7,033.5 |
6,701.0 |
|
R3 |
6,939.0 |
6,859.0 |
6,653.0 |
|
R2 |
6,764.5 |
6,764.5 |
6,637.0 |
|
R1 |
6,684.5 |
6,684.5 |
6,621.0 |
6,724.5 |
PP |
6,590.0 |
6,590.0 |
6,590.0 |
6,610.0 |
S1 |
6,510.0 |
6,510.0 |
6,589.0 |
6,550.0 |
S2 |
6,415.5 |
6,415.5 |
6,573.0 |
|
S3 |
6,241.0 |
6,335.5 |
6,557.0 |
|
S4 |
6,066.5 |
6,161.0 |
6,509.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,669.5 |
6,495.0 |
174.5 |
2.6% |
83.0 |
1.3% |
63% |
False |
False |
91,566 |
10 |
6,669.5 |
6,485.5 |
184.0 |
2.8% |
80.0 |
1.2% |
65% |
False |
False |
85,673 |
20 |
6,669.5 |
6,363.0 |
306.5 |
4.6% |
77.0 |
1.2% |
79% |
False |
False |
84,783 |
40 |
6,669.5 |
5,955.5 |
714.0 |
10.8% |
93.0 |
1.4% |
91% |
False |
False |
98,707 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
87.0 |
1.3% |
76% |
False |
False |
66,707 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
73.0 |
1.1% |
76% |
False |
False |
50,065 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
64.0 |
1.0% |
76% |
False |
False |
40,062 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.0% |
54.0 |
0.8% |
76% |
False |
False |
33,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,040.0 |
2.618 |
6,895.5 |
1.618 |
6,807.0 |
1.000 |
6,752.5 |
0.618 |
6,718.5 |
HIGH |
6,664.0 |
0.618 |
6,630.0 |
0.500 |
6,620.0 |
0.382 |
6,609.5 |
LOW |
6,575.5 |
0.618 |
6,521.0 |
1.000 |
6,487.0 |
1.618 |
6,432.5 |
2.618 |
6,344.0 |
4.250 |
6,199.5 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,620.0 |
6,599.5 |
PP |
6,615.0 |
6,594.5 |
S1 |
6,610.0 |
6,589.0 |
|