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 |
1,694.00 |
1,696.50 |
2.50 |
0.1% |
1,680.25 |
High |
1,698.50 |
1,698.25 |
-0.25 |
0.0% |
1,698.50 |
Low |
1,689.50 |
1,693.00 |
3.50 |
0.2% |
1,670.25 |
Close |
1,697.50 |
1,696.00 |
-1.50 |
-0.1% |
1,697.50 |
Range |
9.00 |
5.25 |
-3.75 |
-41.7% |
28.25 |
ATR |
15.79 |
15.04 |
-0.75 |
-4.8% |
0.00 |
Volume |
3,050 |
2,145 |
-905 |
-29.7% |
14,629 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.50 |
1,709.00 |
1,699.00 |
|
R3 |
1,706.25 |
1,703.75 |
1,697.50 |
|
R2 |
1,701.00 |
1,701.00 |
1,697.00 |
|
R1 |
1,698.50 |
1,698.50 |
1,696.50 |
1,697.00 |
PP |
1,695.75 |
1,695.75 |
1,695.75 |
1,695.00 |
S1 |
1,693.25 |
1,693.25 |
1,695.50 |
1,692.00 |
S2 |
1,690.50 |
1,690.50 |
1,695.00 |
|
S3 |
1,685.25 |
1,688.00 |
1,694.50 |
|
S4 |
1,680.00 |
1,682.75 |
1,693.00 |
|
|
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 |
1,671.25 |
27.25 |
1.6% |
11.25 |
0.7% |
91% |
False |
False |
2,733 |
10 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
12.50 |
0.7% |
93% |
False |
False |
3,237 |
20 |
1,698.50 |
1,629.25 |
69.25 |
4.1% |
12.50 |
0.7% |
96% |
False |
False |
3,195 |
40 |
1,698.50 |
1,547.25 |
151.25 |
8.9% |
18.25 |
1.1% |
98% |
False |
False |
3,203 |
60 |
1,698.50 |
1,547.25 |
151.25 |
8.9% |
18.25 |
1.1% |
98% |
False |
False |
2,256 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
17.25 |
1.0% |
99% |
False |
False |
1,710 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.25 |
1.0% |
99% |
False |
False |
1,400 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.7% |
15.25 |
0.9% |
99% |
False |
False |
1,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.50 |
2.618 |
1,712.00 |
1.618 |
1,706.75 |
1.000 |
1,703.50 |
0.618 |
1,701.50 |
HIGH |
1,698.25 |
0.618 |
1,696.25 |
0.500 |
1,695.50 |
0.382 |
1,695.00 |
LOW |
1,693.00 |
0.618 |
1,689.75 |
1.000 |
1,687.75 |
1.618 |
1,684.50 |
2.618 |
1,679.25 |
4.250 |
1,670.75 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.00 |
1,693.50 |
PP |
1,695.75 |
1,691.00 |
S1 |
1,695.50 |
1,688.50 |
|