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 |
1,059.5 |
1,049.4 |
-10.1 |
-1.0% |
1,047.1 |
High |
1,061.3 |
1,049.7 |
-11.6 |
-1.1% |
1,059.6 |
Low |
1,047.1 |
1,040.5 |
-6.6 |
-0.6% |
1,035.8 |
Close |
1,050.5 |
1,043.9 |
-6.6 |
-0.6% |
1,057.9 |
Range |
14.2 |
9.2 |
-5.0 |
-35.2% |
23.8 |
ATR |
12.2 |
12.0 |
-0.2 |
-1.3% |
0.0 |
Volume |
74,557 |
76,884 |
2,327 |
3.1% |
412,648 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.3 |
1,067.3 |
1,049.0 |
|
R3 |
1,063.0 |
1,058.0 |
1,046.5 |
|
R2 |
1,054.0 |
1,054.0 |
1,045.5 |
|
R1 |
1,049.0 |
1,049.0 |
1,044.8 |
1,046.8 |
PP |
1,044.8 |
1,044.8 |
1,044.8 |
1,043.8 |
S1 |
1,039.8 |
1,039.8 |
1,043.0 |
1,037.5 |
S2 |
1,035.5 |
1,035.5 |
1,042.3 |
|
S3 |
1,026.3 |
1,030.5 |
1,041.3 |
|
S4 |
1,017.0 |
1,021.3 |
1,038.8 |
|
|
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 |
1,040.5 |
21.5 |
2.1% |
10.8 |
1.0% |
16% |
False |
True |
70,874 |
10 |
1,062.0 |
1,035.8 |
26.2 |
2.5% |
11.8 |
1.1% |
31% |
False |
False |
79,401 |
20 |
1,062.0 |
1,024.7 |
37.3 |
3.6% |
10.8 |
1.0% |
51% |
False |
False |
78,629 |
40 |
1,062.0 |
938.0 |
124.0 |
11.9% |
13.8 |
1.3% |
85% |
False |
False |
104,985 |
60 |
1,062.0 |
938.0 |
124.0 |
11.9% |
12.8 |
1.2% |
85% |
False |
False |
70,257 |
80 |
1,062.0 |
893.4 |
168.6 |
16.2% |
9.8 |
0.9% |
89% |
False |
False |
52,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.8 |
2.618 |
1,073.8 |
1.618 |
1,064.5 |
1.000 |
1,059.0 |
0.618 |
1,055.5 |
HIGH |
1,049.8 |
0.618 |
1,046.3 |
0.500 |
1,045.0 |
0.382 |
1,044.0 |
LOW |
1,040.5 |
0.618 |
1,034.8 |
1.000 |
1,031.3 |
1.618 |
1,025.5 |
2.618 |
1,016.5 |
4.250 |
1,001.5 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,045.0 |
1,051.3 |
PP |
1,044.8 |
1,048.8 |
S1 |
1,044.3 |
1,046.3 |
|