Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,696.50 |
1,693.25 |
-3.25 |
-0.2% |
1,680.25 |
High |
1,698.25 |
1,697.00 |
-1.25 |
-0.1% |
1,698.50 |
Low |
1,693.00 |
1,682.50 |
-10.50 |
-0.6% |
1,670.25 |
Close |
1,696.00 |
1,687.50 |
-8.50 |
-0.5% |
1,697.50 |
Range |
5.25 |
14.50 |
9.25 |
176.2% |
28.25 |
ATR |
15.04 |
15.00 |
-0.04 |
-0.3% |
0.00 |
Volume |
2,145 |
1,236 |
-909 |
-42.4% |
14,629 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.50 |
1,724.50 |
1,695.50 |
|
R3 |
1,718.00 |
1,710.00 |
1,691.50 |
|
R2 |
1,703.50 |
1,703.50 |
1,690.25 |
|
R1 |
1,695.50 |
1,695.50 |
1,688.75 |
1,692.25 |
PP |
1,689.00 |
1,689.00 |
1,689.00 |
1,687.50 |
S1 |
1,681.00 |
1,681.00 |
1,686.25 |
1,677.75 |
S2 |
1,674.50 |
1,674.50 |
1,684.75 |
|
S3 |
1,660.00 |
1,666.50 |
1,683.50 |
|
S4 |
1,645.50 |
1,652.00 |
1,679.50 |
|
|
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 |
1,674.20 |
24.30 |
1.4% |
12.00 |
0.7% |
55% |
False |
False |
2,370 |
10 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
13.00 |
0.8% |
68% |
False |
False |
2,938 |
20 |
1,698.50 |
1,634.75 |
63.75 |
3.8% |
12.50 |
0.7% |
83% |
False |
False |
3,156 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.25 |
1.1% |
93% |
False |
False |
3,231 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.50 |
1.1% |
93% |
False |
False |
2,275 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
17.25 |
1.0% |
94% |
False |
False |
1,725 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.25 |
1.0% |
94% |
False |
False |
1,412 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.25 |
0.9% |
95% |
False |
False |
1,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.50 |
2.618 |
1,735.00 |
1.618 |
1,720.50 |
1.000 |
1,711.50 |
0.618 |
1,706.00 |
HIGH |
1,697.00 |
0.618 |
1,691.50 |
0.500 |
1,689.75 |
0.382 |
1,688.00 |
LOW |
1,682.50 |
0.618 |
1,673.50 |
1.000 |
1,668.00 |
1.618 |
1,659.00 |
2.618 |
1,644.50 |
4.250 |
1,621.00 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.75 |
1,690.50 |
PP |
1,689.00 |
1,689.50 |
S1 |
1,688.25 |
1,688.50 |
|