Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,685.50 |
1,702.25 |
16.75 |
1.0% |
1,686.50 |
High |
1,703.75 |
1,705.00 |
1.25 |
0.1% |
1,705.00 |
Low |
1,684.50 |
1,695.75 |
11.25 |
0.7% |
1,676.50 |
Close |
1,700.25 |
1,704.00 |
3.75 |
0.2% |
1,704.00 |
Range |
19.25 |
9.25 |
-10.00 |
-51.9% |
28.50 |
ATR |
16.96 |
16.41 |
-0.55 |
-3.2% |
0.00 |
Volume |
1,517,822 |
1,216,474 |
-301,348 |
-19.9% |
7,134,900 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.25 |
1,726.00 |
1,709.00 |
|
R3 |
1,720.00 |
1,716.75 |
1,706.50 |
|
R2 |
1,710.75 |
1,710.75 |
1,705.75 |
|
R1 |
1,707.50 |
1,707.50 |
1,704.75 |
1,709.00 |
PP |
1,701.50 |
1,701.50 |
1,701.50 |
1,702.50 |
S1 |
1,698.25 |
1,698.25 |
1,703.25 |
1,700.00 |
S2 |
1,692.25 |
1,692.25 |
1,702.25 |
|
S3 |
1,683.00 |
1,689.00 |
1,701.50 |
|
S4 |
1,673.75 |
1,679.75 |
1,699.00 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.75 |
1,770.75 |
1,719.75 |
|
R3 |
1,752.25 |
1,742.25 |
1,711.75 |
|
R2 |
1,723.75 |
1,723.75 |
1,709.25 |
|
R1 |
1,713.75 |
1,713.75 |
1,706.50 |
1,718.75 |
PP |
1,695.25 |
1,695.25 |
1,695.25 |
1,697.50 |
S1 |
1,685.25 |
1,685.25 |
1,701.50 |
1,690.25 |
S2 |
1,666.75 |
1,666.75 |
1,698.75 |
|
S3 |
1,638.25 |
1,656.75 |
1,696.25 |
|
S4 |
1,609.75 |
1,628.25 |
1,688.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,705.00 |
1,676.50 |
28.50 |
1.7% |
13.00 |
0.8% |
96% |
True |
False |
1,426,980 |
10 |
1,705.00 |
1,670.50 |
34.50 |
2.0% |
13.50 |
0.8% |
97% |
True |
False |
1,334,863 |
20 |
1,705.00 |
1,626.00 |
79.00 |
4.6% |
13.50 |
0.8% |
99% |
True |
False |
1,300,339 |
40 |
1,705.00 |
1,553.25 |
151.75 |
8.9% |
19.50 |
1.1% |
99% |
True |
False |
1,467,840 |
60 |
1,705.00 |
1,553.25 |
151.75 |
8.9% |
19.75 |
1.2% |
99% |
True |
False |
987,423 |
80 |
1,705.00 |
1,524.75 |
180.25 |
10.6% |
19.25 |
1.1% |
99% |
True |
False |
743,343 |
100 |
1,705.00 |
1,523.50 |
181.50 |
10.7% |
18.50 |
1.1% |
99% |
True |
False |
595,027 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.8% |
17.75 |
1.0% |
100% |
True |
False |
495,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.25 |
2.618 |
1,729.25 |
1.618 |
1,720.00 |
1.000 |
1,714.25 |
0.618 |
1,710.75 |
HIGH |
1,705.00 |
0.618 |
1,701.50 |
0.500 |
1,700.50 |
0.382 |
1,699.25 |
LOW |
1,695.75 |
0.618 |
1,690.00 |
1.000 |
1,686.50 |
1.618 |
1,680.75 |
2.618 |
1,671.50 |
4.250 |
1,656.50 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,702.75 |
1,700.25 |
PP |
1,701.50 |
1,696.50 |
S1 |
1,700.50 |
1,692.50 |
|