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 |
1,678.50 |
1,694.00 |
15.50 |
0.9% |
1,680.25 |
High |
1,697.00 |
1,698.50 |
1.50 |
0.1% |
1,698.50 |
Low |
1,678.50 |
1,689.50 |
11.00 |
0.7% |
1,670.25 |
Close |
1,694.00 |
1,697.50 |
3.50 |
0.2% |
1,697.50 |
Range |
18.50 |
9.00 |
-9.50 |
-51.4% |
28.25 |
ATR |
16.32 |
15.79 |
-0.52 |
-3.2% |
0.00 |
Volume |
2,731 |
3,050 |
319 |
11.7% |
14,629 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.25 |
1,718.75 |
1,702.50 |
|
R3 |
1,713.25 |
1,709.75 |
1,700.00 |
|
R2 |
1,704.25 |
1,704.25 |
1,699.25 |
|
R1 |
1,700.75 |
1,700.75 |
1,698.25 |
1,702.50 |
PP |
1,695.25 |
1,695.25 |
1,695.25 |
1,696.00 |
S1 |
1,691.75 |
1,691.75 |
1,696.75 |
1,693.50 |
S2 |
1,686.25 |
1,686.25 |
1,695.75 |
|
S3 |
1,677.25 |
1,682.75 |
1,695.00 |
|
S4 |
1,668.25 |
1,673.75 |
1,692.50 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.50 |
1,763.75 |
1,713.00 |
|
R3 |
1,745.25 |
1,735.50 |
1,705.25 |
|
R2 |
1,717.00 |
1,717.00 |
1,702.75 |
|
R1 |
1,707.25 |
1,707.25 |
1,700.00 |
1,712.00 |
PP |
1,688.75 |
1,688.75 |
1,688.75 |
1,691.25 |
S1 |
1,679.00 |
1,679.00 |
1,695.00 |
1,684.00 |
S2 |
1,660.50 |
1,660.50 |
1,692.25 |
|
S3 |
1,632.25 |
1,650.75 |
1,689.75 |
|
S4 |
1,604.00 |
1,622.50 |
1,682.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,698.50 |
1,670.25 |
28.25 |
1.7% |
12.25 |
0.7% |
96% |
True |
False |
2,925 |
10 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
12.75 |
0.8% |
97% |
True |
False |
3,373 |
20 |
1,698.50 |
1,620.00 |
78.50 |
4.6% |
13.00 |
0.8% |
99% |
True |
False |
3,305 |
40 |
1,698.50 |
1,547.25 |
151.25 |
8.9% |
18.75 |
1.1% |
99% |
True |
False |
3,152 |
60 |
1,698.50 |
1,547.25 |
151.25 |
8.9% |
18.25 |
1.1% |
99% |
True |
False |
2,221 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.5% |
17.25 |
1.0% |
99% |
True |
False |
1,696 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.5% |
16.25 |
1.0% |
99% |
True |
False |
1,397 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.7% |
15.25 |
0.9% |
100% |
True |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.75 |
2.618 |
1,722.00 |
1.618 |
1,713.00 |
1.000 |
1,707.50 |
0.618 |
1,704.00 |
HIGH |
1,698.50 |
0.618 |
1,695.00 |
0.500 |
1,694.00 |
0.382 |
1,693.00 |
LOW |
1,689.50 |
0.618 |
1,684.00 |
1.000 |
1,680.50 |
1.618 |
1,675.00 |
2.618 |
1,666.00 |
4.250 |
1,651.25 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.25 |
1,693.75 |
PP |
1,695.25 |
1,690.00 |
S1 |
1,694.00 |
1,686.25 |
|