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 |
1,702.25 |
1,702.75 |
0.50 |
0.0% |
1,686.50 |
High |
1,705.00 |
1,705.00 |
0.00 |
0.0% |
1,705.00 |
Low |
1,695.75 |
1,698.75 |
3.00 |
0.2% |
1,676.50 |
Close |
1,704.00 |
1,702.50 |
-1.50 |
-0.1% |
1,704.00 |
Range |
9.25 |
6.25 |
-3.00 |
-32.4% |
28.50 |
ATR |
16.41 |
15.68 |
-0.73 |
-4.4% |
0.00 |
Volume |
1,216,474 |
856,742 |
-359,732 |
-29.6% |
7,134,900 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.75 |
1,718.00 |
1,706.00 |
|
R3 |
1,714.50 |
1,711.75 |
1,704.25 |
|
R2 |
1,708.25 |
1,708.25 |
1,703.75 |
|
R1 |
1,705.50 |
1,705.50 |
1,703.00 |
1,703.75 |
PP |
1,702.00 |
1,702.00 |
1,702.00 |
1,701.25 |
S1 |
1,699.25 |
1,699.25 |
1,702.00 |
1,697.50 |
S2 |
1,695.75 |
1,695.75 |
1,701.25 |
|
S3 |
1,689.50 |
1,693.00 |
1,700.75 |
|
S4 |
1,683.25 |
1,686.75 |
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 |
1,677.25 |
27.75 |
1.6% |
12.00 |
0.7% |
91% |
True |
False |
1,378,214 |
10 |
1,705.00 |
1,670.50 |
34.50 |
2.0% |
13.25 |
0.8% |
93% |
True |
False |
1,330,523 |
20 |
1,705.00 |
1,635.75 |
69.25 |
4.1% |
13.25 |
0.8% |
96% |
True |
False |
1,277,309 |
40 |
1,705.00 |
1,553.25 |
151.75 |
8.9% |
19.00 |
1.1% |
98% |
True |
False |
1,487,639 |
60 |
1,705.00 |
1,553.25 |
151.75 |
8.9% |
19.50 |
1.1% |
98% |
True |
False |
1,001,414 |
80 |
1,705.00 |
1,524.75 |
180.25 |
10.6% |
19.25 |
1.1% |
99% |
True |
False |
753,929 |
100 |
1,705.00 |
1,523.50 |
181.50 |
10.7% |
18.50 |
1.1% |
99% |
True |
False |
603,571 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.8% |
17.75 |
1.0% |
99% |
True |
False |
503,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.50 |
2.618 |
1,721.25 |
1.618 |
1,715.00 |
1.000 |
1,711.25 |
0.618 |
1,708.75 |
HIGH |
1,705.00 |
0.618 |
1,702.50 |
0.500 |
1,702.00 |
0.382 |
1,701.25 |
LOW |
1,698.75 |
0.618 |
1,695.00 |
1.000 |
1,692.50 |
1.618 |
1,688.75 |
2.618 |
1,682.50 |
4.250 |
1,672.25 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,702.25 |
1,700.00 |
PP |
1,702.00 |
1,697.25 |
S1 |
1,702.00 |
1,694.75 |
|