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 |
1,057.0 |
1,059.5 |
2.5 |
0.2% |
1,047.1 |
High |
1,062.0 |
1,061.3 |
-0.7 |
-0.1% |
1,059.6 |
Low |
1,054.7 |
1,047.1 |
-7.6 |
-0.7% |
1,035.8 |
Close |
1,060.3 |
1,050.5 |
-9.8 |
-0.9% |
1,057.9 |
Range |
7.3 |
14.2 |
6.9 |
94.5% |
23.8 |
ATR |
12.0 |
12.2 |
0.2 |
1.3% |
0.0 |
Volume |
50,765 |
74,557 |
23,792 |
46.9% |
412,648 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.5 |
1,087.3 |
1,058.3 |
|
R3 |
1,081.3 |
1,073.0 |
1,054.5 |
|
R2 |
1,067.3 |
1,067.3 |
1,053.0 |
|
R1 |
1,058.8 |
1,058.8 |
1,051.8 |
1,056.0 |
PP |
1,053.0 |
1,053.0 |
1,053.0 |
1,051.5 |
S1 |
1,044.8 |
1,044.8 |
1,049.3 |
1,041.8 |
S2 |
1,038.8 |
1,038.8 |
1,048.0 |
|
S3 |
1,024.5 |
1,030.5 |
1,046.5 |
|
S4 |
1,010.3 |
1,016.3 |
1,042.8 |
|
|
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 |
1,042.0 |
20.0 |
1.9% |
11.0 |
1.0% |
43% |
False |
False |
76,398 |
10 |
1,062.0 |
1,035.8 |
26.2 |
2.5% |
12.5 |
1.2% |
56% |
False |
False |
81,013 |
20 |
1,062.0 |
1,012.8 |
49.2 |
4.7% |
11.0 |
1.0% |
77% |
False |
False |
79,825 |
40 |
1,062.0 |
938.0 |
124.0 |
11.8% |
14.0 |
1.3% |
91% |
False |
False |
103,237 |
60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
12.5 |
1.2% |
91% |
False |
False |
68,975 |
80 |
1,062.0 |
893.4 |
168.6 |
16.0% |
9.8 |
0.9% |
93% |
False |
False |
51,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.8 |
2.618 |
1,098.5 |
1.618 |
1,084.3 |
1.000 |
1,075.5 |
0.618 |
1,070.0 |
HIGH |
1,061.3 |
0.618 |
1,056.0 |
0.500 |
1,054.3 |
0.382 |
1,052.5 |
LOW |
1,047.0 |
0.618 |
1,038.3 |
1.000 |
1,033.0 |
1.618 |
1,024.0 |
2.618 |
1,010.0 |
4.250 |
986.8 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,054.3 |
1,054.5 |
PP |
1,053.0 |
1,053.3 |
S1 |
1,051.8 |
1,051.8 |
|