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 |
1,323.4 |
1,307.7 |
-15.7 |
-1.2% |
1,333.5 |
High |
1,330.7 |
1,318.0 |
-12.7 |
-1.0% |
1,339.7 |
Low |
1,306.6 |
1,282.4 |
-24.2 |
-1.9% |
1,282.4 |
Close |
1,311.2 |
1,310.5 |
-0.7 |
-0.1% |
1,310.5 |
Range |
24.1 |
35.6 |
11.5 |
47.7% |
57.3 |
ATR |
27.7 |
28.3 |
0.6 |
2.0% |
0.0 |
Volume |
157,369 |
194,683 |
37,314 |
23.7% |
798,998 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.4 |
1,396.1 |
1,330.1 |
|
R3 |
1,374.8 |
1,360.5 |
1,320.3 |
|
R2 |
1,339.2 |
1,339.2 |
1,317.0 |
|
R1 |
1,324.9 |
1,324.9 |
1,313.8 |
1,332.1 |
PP |
1,303.6 |
1,303.6 |
1,303.6 |
1,307.2 |
S1 |
1,289.3 |
1,289.3 |
1,307.2 |
1,296.5 |
S2 |
1,268.0 |
1,268.0 |
1,304.0 |
|
S3 |
1,232.4 |
1,253.7 |
1,300.7 |
|
S4 |
1,196.8 |
1,218.1 |
1,290.9 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.8 |
1,453.9 |
1,342.0 |
|
R3 |
1,425.5 |
1,396.6 |
1,326.3 |
|
R2 |
1,368.2 |
1,368.2 |
1,321.0 |
|
R1 |
1,339.3 |
1,339.3 |
1,315.8 |
1,325.1 |
PP |
1,310.9 |
1,310.9 |
1,310.9 |
1,303.8 |
S1 |
1,282.0 |
1,282.0 |
1,305.2 |
1,267.8 |
S2 |
1,253.6 |
1,253.6 |
1,300.0 |
|
S3 |
1,196.3 |
1,224.7 |
1,294.7 |
|
S4 |
1,139.0 |
1,167.4 |
1,279.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.7 |
1,282.4 |
57.3 |
4.4% |
24.6 |
1.9% |
49% |
False |
True |
159,799 |
10 |
1,349.2 |
1,282.4 |
66.8 |
5.1% |
28.1 |
2.1% |
42% |
False |
True |
103,092 |
20 |
1,349.2 |
1,218.5 |
130.7 |
10.0% |
25.0 |
1.9% |
70% |
False |
False |
62,900 |
40 |
1,420.3 |
1,182.6 |
237.7 |
18.1% |
28.3 |
2.2% |
54% |
False |
False |
35,861 |
60 |
1,477.5 |
1,182.6 |
294.9 |
22.5% |
29.4 |
2.2% |
43% |
False |
False |
26,220 |
80 |
1,570.5 |
1,182.6 |
387.9 |
29.6% |
32.0 |
2.4% |
33% |
False |
False |
20,722 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.5% |
29.0 |
2.2% |
29% |
False |
False |
17,090 |
120 |
1,660.8 |
1,182.6 |
478.2 |
36.5% |
27.4 |
2.1% |
27% |
False |
False |
14,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.3 |
2.618 |
1,411.2 |
1.618 |
1,375.6 |
1.000 |
1,353.6 |
0.618 |
1,340.0 |
HIGH |
1,318.0 |
0.618 |
1,304.4 |
0.500 |
1,300.2 |
0.382 |
1,296.0 |
LOW |
1,282.4 |
0.618 |
1,260.4 |
1.000 |
1,246.8 |
1.618 |
1,224.8 |
2.618 |
1,189.2 |
4.250 |
1,131.1 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,307.1 |
1,311.1 |
PP |
1,303.6 |
1,310.9 |
S1 |
1,300.2 |
1,310.7 |
|