Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,303.3 |
1,281.2 |
-22.1 |
-1.7% |
1,333.5 |
High |
1,306.4 |
1,289.0 |
-17.4 |
-1.3% |
1,339.7 |
Low |
1,278.1 |
1,271.8 |
-6.3 |
-0.5% |
1,282.4 |
Close |
1,282.5 |
1,285.3 |
2.8 |
0.2% |
1,310.5 |
Range |
28.3 |
17.2 |
-11.1 |
-39.2% |
57.3 |
ATR |
27.9 |
27.2 |
-0.8 |
-2.7% |
0.0 |
Volume |
145,487 |
122,054 |
-23,433 |
-16.1% |
798,998 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.6 |
1,326.7 |
1,294.8 |
|
R3 |
1,316.4 |
1,309.5 |
1,290.0 |
|
R2 |
1,299.2 |
1,299.2 |
1,288.5 |
|
R1 |
1,292.3 |
1,292.3 |
1,286.9 |
1,295.8 |
PP |
1,282.0 |
1,282.0 |
1,282.0 |
1,283.8 |
S1 |
1,275.1 |
1,275.1 |
1,283.7 |
1,278.6 |
S2 |
1,264.8 |
1,264.8 |
1,282.1 |
|
S3 |
1,247.6 |
1,257.9 |
1,280.6 |
|
S4 |
1,230.4 |
1,240.7 |
1,275.8 |
|
|
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 |
1,330.7 |
1,271.8 |
58.9 |
4.6% |
25.8 |
2.0% |
23% |
False |
True |
143,491 |
10 |
1,340.9 |
1,271.8 |
69.1 |
5.4% |
25.0 |
1.9% |
20% |
False |
True |
128,119 |
20 |
1,349.2 |
1,265.8 |
83.4 |
6.5% |
25.1 |
2.0% |
23% |
False |
False |
78,153 |
40 |
1,396.5 |
1,182.6 |
213.9 |
16.6% |
28.2 |
2.2% |
48% |
False |
False |
44,712 |
60 |
1,447.1 |
1,182.6 |
264.5 |
20.6% |
29.3 |
2.3% |
39% |
False |
False |
31,832 |
80 |
1,490.5 |
1,182.6 |
307.9 |
24.0% |
29.7 |
2.3% |
33% |
False |
False |
25,157 |
100 |
1,621.8 |
1,182.6 |
439.2 |
34.2% |
29.3 |
2.3% |
23% |
False |
False |
20,691 |
120 |
1,641.6 |
1,182.6 |
459.0 |
35.7% |
27.6 |
2.2% |
22% |
False |
False |
17,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.1 |
2.618 |
1,334.0 |
1.618 |
1,316.8 |
1.000 |
1,306.2 |
0.618 |
1,299.6 |
HIGH |
1,289.0 |
0.618 |
1,282.4 |
0.500 |
1,280.4 |
0.382 |
1,278.4 |
LOW |
1,271.8 |
0.618 |
1,261.2 |
1.000 |
1,254.6 |
1.618 |
1,244.0 |
2.618 |
1,226.8 |
4.250 |
1,198.7 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,283.7 |
1,296.1 |
PP |
1,282.0 |
1,292.5 |
S1 |
1,280.4 |
1,288.9 |
|