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 |
1,307.7 |
1,312.2 |
4.5 |
0.3% |
1,333.5 |
High |
1,318.0 |
1,320.3 |
2.3 |
0.2% |
1,339.7 |
Low |
1,282.4 |
1,296.7 |
14.3 |
1.1% |
1,282.4 |
Close |
1,310.5 |
1,302.4 |
-8.1 |
-0.6% |
1,310.5 |
Range |
35.6 |
23.6 |
-12.0 |
-33.7% |
57.3 |
ATR |
28.3 |
27.9 |
-0.3 |
-1.2% |
0.0 |
Volume |
194,683 |
97,862 |
-96,821 |
-49.7% |
798,998 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.3 |
1,363.4 |
1,315.4 |
|
R3 |
1,353.7 |
1,339.8 |
1,308.9 |
|
R2 |
1,330.1 |
1,330.1 |
1,306.7 |
|
R1 |
1,316.2 |
1,316.2 |
1,304.6 |
1,311.4 |
PP |
1,306.5 |
1,306.5 |
1,306.5 |
1,304.0 |
S1 |
1,292.6 |
1,292.6 |
1,300.2 |
1,287.8 |
S2 |
1,282.9 |
1,282.9 |
1,298.1 |
|
S3 |
1,259.3 |
1,269.0 |
1,295.9 |
|
S4 |
1,235.7 |
1,245.4 |
1,289.4 |
|
|
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% |
26.2 |
2.0% |
35% |
False |
False |
158,962 |
10 |
1,349.2 |
1,282.4 |
66.8 |
5.1% |
26.1 |
2.0% |
30% |
False |
False |
109,113 |
20 |
1,349.2 |
1,236.3 |
112.9 |
8.7% |
25.1 |
1.9% |
59% |
False |
False |
66,920 |
40 |
1,396.5 |
1,182.6 |
213.9 |
16.4% |
27.9 |
2.1% |
56% |
False |
False |
38,229 |
60 |
1,463.6 |
1,182.6 |
281.0 |
21.6% |
29.4 |
2.3% |
43% |
False |
False |
27,728 |
80 |
1,565.6 |
1,182.6 |
383.0 |
29.4% |
32.2 |
2.5% |
31% |
False |
False |
21,902 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.7% |
29.1 |
2.2% |
27% |
False |
False |
18,035 |
120 |
1,660.8 |
1,182.6 |
478.2 |
36.7% |
27.5 |
2.1% |
25% |
False |
False |
15,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.6 |
2.618 |
1,382.1 |
1.618 |
1,358.5 |
1.000 |
1,343.9 |
0.618 |
1,334.9 |
HIGH |
1,320.3 |
0.618 |
1,311.3 |
0.500 |
1,308.5 |
0.382 |
1,305.7 |
LOW |
1,296.7 |
0.618 |
1,282.1 |
1.000 |
1,273.1 |
1.618 |
1,258.5 |
2.618 |
1,234.9 |
4.250 |
1,196.4 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,308.5 |
1,306.6 |
PP |
1,306.5 |
1,305.2 |
S1 |
1,304.4 |
1,303.8 |
|