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 |
15,585 |
15,544 |
-41 |
-0.3% |
15,493 |
High |
15,597 |
15,564 |
-33 |
-0.2% |
15,600 |
Low |
15,524 |
15,414 |
-110 |
-0.7% |
15,419 |
Close |
15,554 |
15,474 |
-80 |
-0.5% |
15,590 |
Range |
73 |
150 |
77 |
105.5% |
181 |
ATR |
133 |
134 |
1 |
0.9% |
0 |
Volume |
67,119 |
115,796 |
48,677 |
72.5% |
591,699 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,934 |
15,854 |
15,557 |
|
R3 |
15,784 |
15,704 |
15,515 |
|
R2 |
15,634 |
15,634 |
15,502 |
|
R1 |
15,554 |
15,554 |
15,488 |
15,519 |
PP |
15,484 |
15,484 |
15,484 |
15,467 |
S1 |
15,404 |
15,404 |
15,460 |
15,369 |
S2 |
15,334 |
15,334 |
15,447 |
|
S3 |
15,184 |
15,254 |
15,433 |
|
S4 |
15,034 |
15,104 |
15,392 |
|
|
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 |
15,414 |
186 |
1.2% |
120 |
0.8% |
32% |
False |
True |
112,273 |
10 |
15,600 |
15,343 |
257 |
1.7% |
121 |
0.8% |
51% |
False |
False |
114,390 |
20 |
15,600 |
15,192 |
408 |
2.6% |
109 |
0.7% |
69% |
False |
False |
104,959 |
40 |
15,600 |
14,474 |
1,126 |
7.3% |
162 |
1.0% |
89% |
False |
False |
127,443 |
60 |
15,600 |
14,474 |
1,126 |
7.3% |
165 |
1.1% |
89% |
False |
False |
85,126 |
80 |
15,600 |
14,312 |
1,288 |
8.3% |
155 |
1.0% |
90% |
False |
False |
63,865 |
100 |
15,600 |
14,241 |
1,359 |
8.8% |
139 |
0.9% |
91% |
False |
False |
51,095 |
120 |
15,600 |
13,642 |
1,958 |
12.7% |
119 |
0.8% |
94% |
False |
False |
42,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,202 |
2.618 |
15,957 |
1.618 |
15,807 |
1.000 |
15,714 |
0.618 |
15,657 |
HIGH |
15,564 |
0.618 |
15,507 |
0.500 |
15,489 |
0.382 |
15,471 |
LOW |
15,414 |
0.618 |
15,321 |
1.000 |
15,264 |
1.618 |
15,171 |
2.618 |
15,021 |
4.250 |
14,777 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,489 |
15,507 |
PP |
15,484 |
15,496 |
S1 |
15,479 |
15,485 |
|