Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.00 |
1,685.50 |
1.50 |
0.1% |
1,690.00 |
High |
1,694.00 |
1,703.75 |
9.75 |
0.6% |
1,695.50 |
Low |
1,680.25 |
1,684.50 |
4.25 |
0.3% |
1,670.50 |
Close |
1,680.50 |
1,700.25 |
19.75 |
1.2% |
1,686.50 |
Range |
13.75 |
19.25 |
5.50 |
40.0% |
25.00 |
ATR |
16.47 |
16.96 |
0.48 |
2.9% |
0.00 |
Volume |
1,981,532 |
1,517,822 |
-463,710 |
-23.4% |
6,213,737 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.00 |
1,746.25 |
1,710.75 |
|
R3 |
1,734.75 |
1,727.00 |
1,705.50 |
|
R2 |
1,715.50 |
1,715.50 |
1,703.75 |
|
R1 |
1,707.75 |
1,707.75 |
1,702.00 |
1,711.50 |
PP |
1,696.25 |
1,696.25 |
1,696.25 |
1,698.00 |
S1 |
1,688.50 |
1,688.50 |
1,698.50 |
1,692.50 |
S2 |
1,677.00 |
1,677.00 |
1,696.75 |
|
S3 |
1,657.75 |
1,669.25 |
1,695.00 |
|
S4 |
1,638.50 |
1,650.00 |
1,689.75 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.25 |
1,747.75 |
1,700.25 |
|
R3 |
1,734.25 |
1,722.75 |
1,693.50 |
|
R2 |
1,709.25 |
1,709.25 |
1,691.00 |
|
R1 |
1,697.75 |
1,697.75 |
1,688.75 |
1,691.00 |
PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,680.75 |
S1 |
1,672.75 |
1,672.75 |
1,684.25 |
1,666.00 |
S2 |
1,659.25 |
1,659.25 |
1,682.00 |
|
S3 |
1,634.25 |
1,647.75 |
1,679.50 |
|
S4 |
1,609.25 |
1,622.75 |
1,672.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,703.75 |
1,670.50 |
33.25 |
2.0% |
14.75 |
0.9% |
89% |
True |
False |
1,463,759 |
10 |
1,703.75 |
1,670.50 |
33.25 |
2.0% |
14.00 |
0.8% |
89% |
True |
False |
1,327,804 |
20 |
1,703.75 |
1,608.25 |
95.50 |
5.6% |
14.25 |
0.8% |
96% |
True |
False |
1,325,575 |
40 |
1,703.75 |
1,553.25 |
150.50 |
8.9% |
20.00 |
1.2% |
98% |
True |
False |
1,439,025 |
60 |
1,703.75 |
1,553.25 |
150.50 |
8.9% |
19.75 |
1.2% |
98% |
True |
False |
967,362 |
80 |
1,703.75 |
1,524.75 |
179.00 |
10.5% |
19.50 |
1.1% |
98% |
True |
False |
728,155 |
100 |
1,703.75 |
1,523.50 |
180.25 |
10.6% |
18.50 |
1.1% |
98% |
True |
False |
582,868 |
120 |
1,703.75 |
1,470.25 |
233.50 |
13.7% |
17.50 |
1.0% |
99% |
True |
False |
485,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.50 |
2.618 |
1,754.25 |
1.618 |
1,735.00 |
1.000 |
1,723.00 |
0.618 |
1,715.75 |
HIGH |
1,703.75 |
0.618 |
1,696.50 |
0.500 |
1,694.00 |
0.382 |
1,691.75 |
LOW |
1,684.50 |
0.618 |
1,672.50 |
1.000 |
1,665.25 |
1.618 |
1,653.25 |
2.618 |
1,634.00 |
4.250 |
1,602.75 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,698.25 |
1,697.00 |
PP |
1,696.25 |
1,693.75 |
S1 |
1,694.00 |
1,690.50 |
|