Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,677.50 |
1,678.50 |
1.00 |
0.1% |
1,684.00 |
High |
1,687.50 |
1,697.00 |
9.50 |
0.6% |
1,688.75 |
Low |
1,674.20 |
1,678.50 |
4.30 |
0.3% |
1,664.25 |
Close |
1,674.25 |
1,694.00 |
19.75 |
1.2% |
1,680.25 |
Range |
13.30 |
18.50 |
5.20 |
39.1% |
24.50 |
ATR |
15.82 |
16.32 |
0.49 |
3.1% |
0.00 |
Volume |
2,691 |
2,731 |
40 |
1.5% |
19,108 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.25 |
1,738.25 |
1,704.25 |
|
R3 |
1,726.75 |
1,719.75 |
1,699.00 |
|
R2 |
1,708.25 |
1,708.25 |
1,697.50 |
|
R1 |
1,701.25 |
1,701.25 |
1,695.75 |
1,704.75 |
PP |
1,689.75 |
1,689.75 |
1,689.75 |
1,691.50 |
S1 |
1,682.75 |
1,682.75 |
1,692.25 |
1,686.25 |
S2 |
1,671.25 |
1,671.25 |
1,690.50 |
|
S3 |
1,652.75 |
1,664.25 |
1,689.00 |
|
S4 |
1,634.25 |
1,645.75 |
1,683.75 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.25 |
1,740.25 |
1,693.75 |
|
R3 |
1,726.75 |
1,715.75 |
1,687.00 |
|
R2 |
1,702.25 |
1,702.25 |
1,684.75 |
|
R1 |
1,691.25 |
1,691.25 |
1,682.50 |
1,684.50 |
PP |
1,677.75 |
1,677.75 |
1,677.75 |
1,674.50 |
S1 |
1,666.75 |
1,666.75 |
1,678.00 |
1,660.00 |
S2 |
1,653.25 |
1,653.25 |
1,675.75 |
|
S3 |
1,628.75 |
1,642.25 |
1,673.50 |
|
S4 |
1,604.25 |
1,617.75 |
1,666.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,697.00 |
1,664.25 |
32.75 |
1.9% |
14.25 |
0.8% |
91% |
True |
False |
3,477 |
10 |
1,697.00 |
1,664.25 |
32.75 |
1.9% |
13.50 |
0.8% |
91% |
True |
False |
3,346 |
20 |
1,697.00 |
1,602.75 |
94.25 |
5.6% |
13.50 |
0.8% |
97% |
True |
False |
3,268 |
40 |
1,697.00 |
1,547.25 |
149.75 |
8.8% |
19.00 |
1.1% |
98% |
True |
False |
3,080 |
60 |
1,697.00 |
1,547.25 |
149.75 |
8.8% |
18.50 |
1.1% |
98% |
True |
False |
2,171 |
80 |
1,697.00 |
1,519.50 |
177.50 |
10.5% |
17.50 |
1.0% |
98% |
True |
False |
1,659 |
100 |
1,697.00 |
1,519.50 |
177.50 |
10.5% |
16.25 |
1.0% |
98% |
True |
False |
1,369 |
120 |
1,697.00 |
1,466.00 |
231.00 |
13.6% |
15.25 |
0.9% |
99% |
True |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.50 |
2.618 |
1,745.50 |
1.618 |
1,727.00 |
1.000 |
1,715.50 |
0.618 |
1,708.50 |
HIGH |
1,697.00 |
0.618 |
1,690.00 |
0.500 |
1,687.75 |
0.382 |
1,685.50 |
LOW |
1,678.50 |
0.618 |
1,667.00 |
1.000 |
1,660.00 |
1.618 |
1,648.50 |
2.618 |
1,630.00 |
4.250 |
1,600.00 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,692.00 |
1,690.75 |
PP |
1,689.75 |
1,687.50 |
S1 |
1,687.75 |
1,684.00 |
|