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 |
1,306.1 |
1,315.0 |
8.9 |
0.7% |
1,334.7 |
High |
1,318.0 |
1,317.9 |
-0.1 |
0.0% |
1,339.0 |
Low |
1,284.7 |
1,298.5 |
13.8 |
1.1% |
1,284.7 |
Close |
1,311.6 |
1,303.4 |
-8.2 |
-0.6% |
1,311.6 |
Range |
33.3 |
19.4 |
-13.9 |
-41.7% |
54.3 |
ATR |
24.0 |
23.7 |
-0.3 |
-1.4% |
0.0 |
Volume |
817 |
1,062 |
245 |
30.0% |
8,982 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.8 |
1,353.5 |
1,314.1 |
|
R3 |
1,345.4 |
1,334.1 |
1,308.7 |
|
R2 |
1,326.0 |
1,326.0 |
1,307.0 |
|
R1 |
1,314.7 |
1,314.7 |
1,305.2 |
1,310.7 |
PP |
1,306.6 |
1,306.6 |
1,306.6 |
1,304.6 |
S1 |
1,295.3 |
1,295.3 |
1,301.6 |
1,291.3 |
S2 |
1,287.2 |
1,287.2 |
1,299.8 |
|
S3 |
1,267.8 |
1,275.9 |
1,298.1 |
|
S4 |
1,248.4 |
1,256.5 |
1,292.7 |
|
|
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 |
4.2% |
23.2 |
1.8% |
34% |
False |
False |
1,520 |
10 |
1,346.5 |
1,284.7 |
61.8 |
4.7% |
21.4 |
1.6% |
30% |
False |
False |
2,006 |
20 |
1,346.5 |
1,237.0 |
109.5 |
8.4% |
19.2 |
1.5% |
61% |
False |
False |
2,005 |
40 |
1,395.5 |
1,187.9 |
207.6 |
15.9% |
21.7 |
1.7% |
56% |
False |
False |
1,568 |
60 |
1,443.0 |
1,187.9 |
255.1 |
19.6% |
22.3 |
1.7% |
45% |
False |
False |
1,218 |
80 |
1,567.6 |
1,187.9 |
379.7 |
29.1% |
23.6 |
1.8% |
30% |
False |
False |
1,178 |
100 |
1,622.3 |
1,187.9 |
434.4 |
33.3% |
20.8 |
1.6% |
27% |
False |
False |
1,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.4 |
2.618 |
1,368.7 |
1.618 |
1,349.3 |
1.000 |
1,337.3 |
0.618 |
1,329.9 |
HIGH |
1,317.9 |
0.618 |
1,310.5 |
0.500 |
1,308.2 |
0.382 |
1,305.9 |
LOW |
1,298.5 |
0.618 |
1,286.5 |
1.000 |
1,279.1 |
1.618 |
1,267.1 |
2.618 |
1,247.7 |
4.250 |
1,216.1 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,308.2 |
1,307.2 |
PP |
1,306.6 |
1,305.9 |
S1 |
1,305.0 |
1,304.7 |
|