Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,693.25 |
1,685.75 |
-7.50 |
-0.4% |
1,680.25 |
High |
1,697.00 |
1,685.75 |
-11.25 |
-0.7% |
1,698.50 |
Low |
1,682.50 |
1,674.50 |
-8.00 |
-0.5% |
1,670.25 |
Close |
1,687.50 |
1,681.75 |
-5.75 |
-0.3% |
1,697.50 |
Range |
14.50 |
11.25 |
-3.25 |
-22.4% |
28.25 |
ATR |
15.00 |
14.86 |
-0.14 |
-1.0% |
0.00 |
Volume |
1,236 |
4,313 |
3,077 |
248.9% |
14,629 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.50 |
1,709.25 |
1,688.00 |
|
R3 |
1,703.25 |
1,698.00 |
1,684.75 |
|
R2 |
1,692.00 |
1,692.00 |
1,683.75 |
|
R1 |
1,686.75 |
1,686.75 |
1,682.75 |
1,683.75 |
PP |
1,680.75 |
1,680.75 |
1,680.75 |
1,679.00 |
S1 |
1,675.50 |
1,675.50 |
1,680.75 |
1,672.50 |
S2 |
1,669.50 |
1,669.50 |
1,679.75 |
|
S3 |
1,658.25 |
1,664.25 |
1,678.75 |
|
S4 |
1,647.00 |
1,653.00 |
1,675.50 |
|
|
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 |
1,674.50 |
24.00 |
1.4% |
11.75 |
0.7% |
30% |
False |
True |
2,695 |
10 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
12.50 |
0.7% |
51% |
False |
False |
2,989 |
20 |
1,698.50 |
1,651.50 |
47.00 |
2.8% |
12.25 |
0.7% |
64% |
False |
False |
3,260 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.25 |
1.1% |
89% |
False |
False |
3,327 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.50 |
1.1% |
89% |
False |
False |
2,347 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
17.00 |
1.0% |
91% |
False |
False |
1,779 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.25 |
1.0% |
91% |
False |
False |
1,454 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.50 |
0.9% |
93% |
False |
False |
1,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.50 |
2.618 |
1,715.25 |
1.618 |
1,704.00 |
1.000 |
1,697.00 |
0.618 |
1,692.75 |
HIGH |
1,685.75 |
0.618 |
1,681.50 |
0.500 |
1,680.00 |
0.382 |
1,678.75 |
LOW |
1,674.50 |
0.618 |
1,667.50 |
1.000 |
1,663.25 |
1.618 |
1,656.25 |
2.618 |
1,645.00 |
4.250 |
1,626.75 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,681.25 |
1,686.50 |
PP |
1,680.75 |
1,684.75 |
S1 |
1,680.00 |
1,683.25 |
|