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 |
15,567 |
15,585 |
18 |
0.1% |
15,493 |
High |
15,600 |
15,597 |
-3 |
0.0% |
15,600 |
Low |
15,496 |
15,524 |
28 |
0.2% |
15,419 |
Close |
15,590 |
15,554 |
-36 |
-0.2% |
15,590 |
Range |
104 |
73 |
-31 |
-29.8% |
181 |
ATR |
137 |
133 |
-5 |
-3.3% |
0 |
Volume |
95,402 |
67,119 |
-28,283 |
-29.6% |
591,699 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,777 |
15,739 |
15,594 |
|
R3 |
15,704 |
15,666 |
15,574 |
|
R2 |
15,631 |
15,631 |
15,568 |
|
R1 |
15,593 |
15,593 |
15,561 |
15,576 |
PP |
15,558 |
15,558 |
15,558 |
15,550 |
S1 |
15,520 |
15,520 |
15,547 |
15,503 |
S2 |
15,485 |
15,485 |
15,541 |
|
S3 |
15,412 |
15,447 |
15,534 |
|
S4 |
15,339 |
15,374 |
15,514 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,079 |
16,016 |
15,690 |
|
R3 |
15,898 |
15,835 |
15,640 |
|
R2 |
15,717 |
15,717 |
15,623 |
|
R1 |
15,654 |
15,654 |
15,607 |
15,686 |
PP |
15,536 |
15,536 |
15,536 |
15,552 |
S1 |
15,473 |
15,473 |
15,574 |
15,505 |
S2 |
15,355 |
15,355 |
15,557 |
|
S3 |
15,174 |
15,292 |
15,540 |
|
S4 |
14,993 |
15,111 |
15,491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,600 |
15,419 |
181 |
1.2% |
114 |
0.7% |
75% |
False |
False |
112,774 |
10 |
15,600 |
15,343 |
257 |
1.7% |
112 |
0.7% |
82% |
False |
False |
110,840 |
20 |
15,600 |
15,162 |
438 |
2.8% |
106 |
0.7% |
89% |
False |
False |
104,143 |
40 |
15,600 |
14,474 |
1,126 |
7.2% |
161 |
1.0% |
96% |
False |
False |
124,584 |
60 |
15,600 |
14,474 |
1,126 |
7.2% |
164 |
1.1% |
96% |
False |
False |
83,198 |
80 |
15,600 |
14,312 |
1,288 |
8.3% |
153 |
1.0% |
96% |
False |
False |
62,419 |
100 |
15,600 |
14,241 |
1,359 |
8.7% |
139 |
0.9% |
97% |
False |
False |
49,937 |
120 |
15,600 |
13,642 |
1,958 |
12.6% |
118 |
0.8% |
98% |
False |
False |
41,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,907 |
2.618 |
15,788 |
1.618 |
15,715 |
1.000 |
15,670 |
0.618 |
15,642 |
HIGH |
15,597 |
0.618 |
15,569 |
0.500 |
15,561 |
0.382 |
15,552 |
LOW |
15,524 |
0.618 |
15,479 |
1.000 |
15,451 |
1.618 |
15,406 |
2.618 |
15,333 |
4.250 |
15,214 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,561 |
15,548 |
PP |
15,558 |
15,542 |
S1 |
15,556 |
15,536 |
|