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 |
1,056.8 |
1,057.0 |
0.2 |
0.0% |
1,047.1 |
High |
1,058.6 |
1,062.0 |
3.4 |
0.3% |
1,059.6 |
Low |
1,051.6 |
1,054.7 |
3.1 |
0.3% |
1,035.8 |
Close |
1,057.9 |
1,060.3 |
2.4 |
0.2% |
1,057.9 |
Range |
7.0 |
7.3 |
0.3 |
4.3% |
23.8 |
ATR |
12.4 |
12.0 |
-0.4 |
-2.9% |
0.0 |
Volume |
61,756 |
50,765 |
-10,991 |
-17.8% |
412,648 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.0 |
1,078.0 |
1,064.3 |
|
R3 |
1,073.5 |
1,070.5 |
1,062.3 |
|
R2 |
1,066.3 |
1,066.3 |
1,061.8 |
|
R1 |
1,063.3 |
1,063.3 |
1,061.0 |
1,064.8 |
PP |
1,059.0 |
1,059.0 |
1,059.0 |
1,059.8 |
S1 |
1,056.0 |
1,056.0 |
1,059.8 |
1,057.5 |
S2 |
1,051.8 |
1,051.8 |
1,059.0 |
|
S3 |
1,044.5 |
1,048.8 |
1,058.3 |
|
S4 |
1,037.0 |
1,041.5 |
1,056.3 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.5 |
1,114.0 |
1,071.0 |
|
R3 |
1,098.8 |
1,090.3 |
1,064.5 |
|
R2 |
1,075.0 |
1,075.0 |
1,062.3 |
|
R1 |
1,066.5 |
1,066.5 |
1,060.0 |
1,070.8 |
PP |
1,051.0 |
1,051.0 |
1,051.0 |
1,053.3 |
S1 |
1,042.5 |
1,042.5 |
1,055.8 |
1,046.8 |
S2 |
1,027.3 |
1,027.3 |
1,053.5 |
|
S3 |
1,003.5 |
1,018.8 |
1,051.3 |
|
S4 |
979.8 |
995.0 |
1,044.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,062.0 |
1,037.0 |
25.0 |
2.4% |
9.8 |
0.9% |
93% |
True |
False |
76,941 |
10 |
1,062.0 |
1,035.8 |
26.2 |
2.5% |
11.8 |
1.1% |
94% |
True |
False |
80,023 |
20 |
1,062.0 |
1,006.6 |
55.4 |
5.2% |
10.8 |
1.0% |
97% |
True |
False |
80,457 |
40 |
1,062.0 |
938.0 |
124.0 |
11.7% |
14.0 |
1.3% |
99% |
True |
False |
101,522 |
60 |
1,062.0 |
938.0 |
124.0 |
11.7% |
12.3 |
1.2% |
99% |
True |
False |
67,733 |
80 |
1,062.0 |
893.4 |
168.6 |
15.9% |
9.5 |
0.9% |
99% |
True |
False |
50,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,093.0 |
2.618 |
1,081.0 |
1.618 |
1,073.8 |
1.000 |
1,069.3 |
0.618 |
1,066.5 |
HIGH |
1,062.0 |
0.618 |
1,059.3 |
0.500 |
1,058.3 |
0.382 |
1,057.5 |
LOW |
1,054.8 |
0.618 |
1,050.3 |
1.000 |
1,047.5 |
1.618 |
1,043.0 |
2.618 |
1,035.5 |
4.250 |
1,023.8 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,059.8 |
1,057.8 |
PP |
1,059.0 |
1,055.3 |
S1 |
1,058.3 |
1,053.0 |
|