Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,692.75 |
1,688.75 |
-4.00 |
-0.2% |
1,686.50 |
High |
1,693.50 |
1,697.00 |
3.50 |
0.2% |
1,705.00 |
Low |
1,680.50 |
1,684.50 |
4.00 |
0.2% |
1,676.50 |
Close |
1,688.25 |
1,693.75 |
5.50 |
0.3% |
1,704.00 |
Range |
13.00 |
12.50 |
-0.50 |
-3.8% |
28.50 |
ATR |
15.46 |
15.25 |
-0.21 |
-1.4% |
0.00 |
Volume |
1,384,518 |
1,522,504 |
137,986 |
10.0% |
7,134,900 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.25 |
1,724.00 |
1,700.50 |
|
R3 |
1,716.75 |
1,711.50 |
1,697.25 |
|
R2 |
1,704.25 |
1,704.25 |
1,696.00 |
|
R1 |
1,699.00 |
1,699.00 |
1,695.00 |
1,701.50 |
PP |
1,691.75 |
1,691.75 |
1,691.75 |
1,693.00 |
S1 |
1,686.50 |
1,686.50 |
1,692.50 |
1,689.00 |
S2 |
1,679.25 |
1,679.25 |
1,691.50 |
|
S3 |
1,666.75 |
1,674.00 |
1,690.25 |
|
S4 |
1,654.25 |
1,661.50 |
1,687.00 |
|
|
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 |
1,680.50 |
24.50 |
1.4% |
11.25 |
0.7% |
54% |
False |
False |
1,250,745 |
10 |
1,705.00 |
1,670.50 |
34.50 |
2.0% |
13.00 |
0.8% |
67% |
False |
False |
1,357,252 |
20 |
1,705.00 |
1,665.75 |
39.25 |
2.3% |
13.00 |
0.8% |
71% |
False |
False |
1,276,412 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
18.50 |
1.1% |
93% |
False |
False |
1,573,028 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.50 |
1.2% |
93% |
False |
False |
1,069,942 |
80 |
1,705.00 |
1,524.75 |
180.25 |
10.6% |
18.75 |
1.1% |
94% |
False |
False |
805,736 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.6% |
18.50 |
1.1% |
94% |
False |
False |
645,298 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.9% |
17.75 |
1.1% |
95% |
False |
False |
537,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.00 |
2.618 |
1,729.75 |
1.618 |
1,717.25 |
1.000 |
1,709.50 |
0.618 |
1,704.75 |
HIGH |
1,697.00 |
0.618 |
1,692.25 |
0.500 |
1,690.75 |
0.382 |
1,689.25 |
LOW |
1,684.50 |
0.618 |
1,676.75 |
1.000 |
1,672.00 |
1.618 |
1,664.25 |
2.618 |
1,651.75 |
4.250 |
1,631.50 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,692.75 |
1,693.25 |
PP |
1,691.75 |
1,692.50 |
S1 |
1,690.75 |
1,692.00 |
|