Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,685.75 |
1,681.75 |
-4.00 |
-0.2% |
1,680.25 |
High |
1,685.75 |
1,690.50 |
4.75 |
0.3% |
1,698.50 |
Low |
1,674.50 |
1,678.25 |
3.75 |
0.2% |
1,670.25 |
Close |
1,681.75 |
1,687.25 |
5.50 |
0.3% |
1,697.50 |
Range |
11.25 |
12.25 |
1.00 |
8.9% |
28.25 |
ATR |
14.86 |
14.67 |
-0.19 |
-1.3% |
0.00 |
Volume |
4,313 |
3,611 |
-702 |
-16.3% |
14,629 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.00 |
1,717.00 |
1,694.00 |
|
R3 |
1,709.75 |
1,704.75 |
1,690.50 |
|
R2 |
1,697.50 |
1,697.50 |
1,689.50 |
|
R1 |
1,692.50 |
1,692.50 |
1,688.25 |
1,695.00 |
PP |
1,685.25 |
1,685.25 |
1,685.25 |
1,686.50 |
S1 |
1,680.25 |
1,680.25 |
1,686.25 |
1,682.75 |
S2 |
1,673.00 |
1,673.00 |
1,685.00 |
|
S3 |
1,660.75 |
1,668.00 |
1,684.00 |
|
S4 |
1,648.50 |
1,655.75 |
1,680.50 |
|
|
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% |
10.50 |
0.6% |
53% |
False |
False |
2,871 |
10 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
12.25 |
0.7% |
67% |
False |
False |
3,174 |
20 |
1,698.50 |
1,660.00 |
38.50 |
2.3% |
12.25 |
0.7% |
71% |
False |
False |
3,220 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
17.75 |
1.1% |
93% |
False |
False |
3,394 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.25 |
1.1% |
93% |
False |
False |
2,402 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
17.00 |
1.0% |
94% |
False |
False |
1,823 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.25 |
1.0% |
94% |
False |
False |
1,489 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.50 |
0.9% |
95% |
False |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.50 |
2.618 |
1,722.50 |
1.618 |
1,710.25 |
1.000 |
1,702.75 |
0.618 |
1,698.00 |
HIGH |
1,690.50 |
0.618 |
1,685.75 |
0.500 |
1,684.50 |
0.382 |
1,683.00 |
LOW |
1,678.25 |
0.618 |
1,670.75 |
1.000 |
1,666.00 |
1.618 |
1,658.50 |
2.618 |
1,646.25 |
4.250 |
1,626.25 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,686.25 |
1,686.75 |
PP |
1,685.25 |
1,686.25 |
S1 |
1,684.50 |
1,685.75 |
|