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 |
1,325.2 |
1,306.1 |
-19.1 |
-1.4% |
1,334.7 |
High |
1,329.6 |
1,318.0 |
-11.6 |
-0.9% |
1,339.0 |
Low |
1,309.2 |
1,284.7 |
-24.5 |
-1.9% |
1,284.7 |
Close |
1,312.3 |
1,311.6 |
-0.7 |
-0.1% |
1,311.6 |
Range |
20.4 |
33.3 |
12.9 |
63.2% |
54.3 |
ATR |
23.3 |
24.0 |
0.7 |
3.1% |
0.0 |
Volume |
3,208 |
817 |
-2,391 |
-74.5% |
8,982 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.7 |
1,391.4 |
1,329.9 |
|
R3 |
1,371.4 |
1,358.1 |
1,320.8 |
|
R2 |
1,338.1 |
1,338.1 |
1,317.7 |
|
R1 |
1,324.8 |
1,324.8 |
1,314.7 |
1,331.5 |
PP |
1,304.8 |
1,304.8 |
1,304.8 |
1,308.1 |
S1 |
1,291.5 |
1,291.5 |
1,308.5 |
1,298.2 |
S2 |
1,271.5 |
1,271.5 |
1,305.5 |
|
S3 |
1,238.2 |
1,258.2 |
1,302.4 |
|
S4 |
1,204.9 |
1,224.9 |
1,293.3 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.7 |
1,447.4 |
1,341.5 |
|
R3 |
1,420.4 |
1,393.1 |
1,326.5 |
|
R2 |
1,366.1 |
1,366.1 |
1,321.6 |
|
R1 |
1,338.8 |
1,338.8 |
1,316.6 |
1,325.3 |
PP |
1,311.8 |
1,311.8 |
1,311.8 |
1,305.0 |
S1 |
1,284.5 |
1,284.5 |
1,306.6 |
1,271.0 |
S2 |
1,257.5 |
1,257.5 |
1,301.6 |
|
S3 |
1,203.2 |
1,230.2 |
1,296.7 |
|
S4 |
1,148.9 |
1,175.9 |
1,281.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.0 |
1,284.7 |
54.3 |
4.1% |
21.5 |
1.6% |
50% |
False |
True |
1,796 |
10 |
1,346.5 |
1,284.7 |
61.8 |
4.7% |
21.9 |
1.7% |
44% |
False |
True |
2,118 |
20 |
1,346.5 |
1,221.2 |
125.3 |
9.6% |
19.1 |
1.5% |
72% |
False |
False |
2,021 |
40 |
1,420.3 |
1,187.9 |
232.4 |
17.7% |
22.2 |
1.7% |
53% |
False |
False |
1,546 |
60 |
1,476.3 |
1,187.9 |
288.4 |
22.0% |
22.1 |
1.7% |
43% |
False |
False |
1,293 |
80 |
1,570.9 |
1,187.9 |
383.0 |
29.2% |
23.4 |
1.8% |
32% |
False |
False |
1,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.5 |
2.618 |
1,405.2 |
1.618 |
1,371.9 |
1.000 |
1,351.3 |
0.618 |
1,338.6 |
HIGH |
1,318.0 |
0.618 |
1,305.3 |
0.500 |
1,301.4 |
0.382 |
1,297.4 |
LOW |
1,284.7 |
0.618 |
1,264.1 |
1.000 |
1,251.4 |
1.618 |
1,230.8 |
2.618 |
1,197.5 |
4.250 |
1,143.2 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,308.2 |
1,311.9 |
PP |
1,304.8 |
1,311.8 |
S1 |
1,301.4 |
1,311.7 |
|