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 |
1,702.75 |
1,701.25 |
-1.50 |
-0.1% |
1,686.50 |
High |
1,705.00 |
1,703.50 |
-1.50 |
-0.1% |
1,705.00 |
Low |
1,698.75 |
1,688.75 |
-10.00 |
-0.6% |
1,676.50 |
Close |
1,702.50 |
1,694.00 |
-8.50 |
-0.5% |
1,704.00 |
Range |
6.25 |
14.75 |
8.50 |
136.0% |
28.50 |
ATR |
15.68 |
15.62 |
-0.07 |
-0.4% |
0.00 |
Volume |
856,742 |
1,273,487 |
416,745 |
48.6% |
7,134,900 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.75 |
1,731.50 |
1,702.00 |
|
R3 |
1,725.00 |
1,716.75 |
1,698.00 |
|
R2 |
1,710.25 |
1,710.25 |
1,696.75 |
|
R1 |
1,702.00 |
1,702.00 |
1,695.25 |
1,698.75 |
PP |
1,695.50 |
1,695.50 |
1,695.50 |
1,693.75 |
S1 |
1,687.25 |
1,687.25 |
1,692.75 |
1,684.00 |
S2 |
1,680.75 |
1,680.75 |
1,691.25 |
|
S3 |
1,666.00 |
1,672.50 |
1,690.00 |
|
S4 |
1,651.25 |
1,657.75 |
1,686.00 |
|
|
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 |
1,680.25 |
24.75 |
1.5% |
12.75 |
0.7% |
56% |
False |
False |
1,369,211 |
10 |
1,705.00 |
1,670.50 |
34.50 |
2.0% |
13.75 |
0.8% |
68% |
False |
False |
1,359,894 |
20 |
1,705.00 |
1,641.25 |
63.75 |
3.8% |
13.25 |
0.8% |
83% |
False |
False |
1,276,931 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.00 |
1.1% |
93% |
False |
False |
1,515,972 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.75 |
1.2% |
93% |
False |
False |
1,021,984 |
80 |
1,705.00 |
1,524.75 |
180.25 |
10.6% |
19.25 |
1.1% |
94% |
False |
False |
769,714 |
100 |
1,705.00 |
1,523.50 |
181.50 |
10.7% |
18.50 |
1.1% |
94% |
False |
False |
616,288 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.9% |
17.75 |
1.0% |
95% |
False |
False |
513,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,766.25 |
2.618 |
1,742.00 |
1.618 |
1,727.25 |
1.000 |
1,718.25 |
0.618 |
1,712.50 |
HIGH |
1,703.50 |
0.618 |
1,697.75 |
0.500 |
1,696.00 |
0.382 |
1,694.50 |
LOW |
1,688.75 |
0.618 |
1,679.75 |
1.000 |
1,674.00 |
1.618 |
1,665.00 |
2.618 |
1,650.25 |
4.250 |
1,626.00 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.00 |
1,697.00 |
PP |
1,695.50 |
1,696.00 |
S1 |
1,694.75 |
1,695.00 |
|