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 |
1,281.2 |
1,285.9 |
4.7 |
0.4% |
1,333.5 |
High |
1,289.0 |
1,313.8 |
24.8 |
1.9% |
1,339.7 |
Low |
1,271.8 |
1,282.0 |
10.2 |
0.8% |
1,282.4 |
Close |
1,285.3 |
1,309.9 |
24.6 |
1.9% |
1,310.5 |
Range |
17.2 |
31.8 |
14.6 |
84.9% |
57.3 |
ATR |
27.2 |
27.5 |
0.3 |
1.2% |
0.0 |
Volume |
122,054 |
147,834 |
25,780 |
21.1% |
798,998 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.3 |
1,385.4 |
1,327.4 |
|
R3 |
1,365.5 |
1,353.6 |
1,318.6 |
|
R2 |
1,333.7 |
1,333.7 |
1,315.7 |
|
R1 |
1,321.8 |
1,321.8 |
1,312.8 |
1,327.8 |
PP |
1,301.9 |
1,301.9 |
1,301.9 |
1,304.9 |
S1 |
1,290.0 |
1,290.0 |
1,307.0 |
1,296.0 |
S2 |
1,270.1 |
1,270.1 |
1,304.1 |
|
S3 |
1,238.3 |
1,258.2 |
1,301.2 |
|
S4 |
1,206.5 |
1,226.4 |
1,292.4 |
|
|
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 |
1,320.3 |
1,271.8 |
48.5 |
3.7% |
27.3 |
2.1% |
79% |
False |
False |
141,584 |
10 |
1,340.9 |
1,271.8 |
69.1 |
5.3% |
25.2 |
1.9% |
55% |
False |
False |
137,587 |
20 |
1,349.2 |
1,269.0 |
80.2 |
6.1% |
25.0 |
1.9% |
51% |
False |
False |
84,065 |
40 |
1,396.5 |
1,182.6 |
213.9 |
16.3% |
28.5 |
2.2% |
60% |
False |
False |
48,300 |
60 |
1,431.6 |
1,182.6 |
249.0 |
19.0% |
29.4 |
2.2% |
51% |
False |
False |
34,221 |
80 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
29.1 |
2.2% |
41% |
False |
False |
26,862 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.5% |
29.5 |
2.2% |
29% |
False |
False |
22,161 |
120 |
1,625.2 |
1,182.6 |
442.6 |
33.8% |
27.6 |
2.1% |
29% |
False |
False |
18,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,449.0 |
2.618 |
1,397.1 |
1.618 |
1,365.3 |
1.000 |
1,345.6 |
0.618 |
1,333.5 |
HIGH |
1,313.8 |
0.618 |
1,301.7 |
0.500 |
1,297.9 |
0.382 |
1,294.1 |
LOW |
1,282.0 |
0.618 |
1,262.3 |
1.000 |
1,250.2 |
1.618 |
1,230.5 |
2.618 |
1,198.7 |
4.250 |
1,146.9 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,305.9 |
1,304.2 |
PP |
1,301.9 |
1,298.5 |
S1 |
1,297.9 |
1,292.8 |
|