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 |
1,315.0 |
1,301.1 |
-13.9 |
-1.1% |
1,334.7 |
High |
1,317.9 |
1,305.0 |
-12.9 |
-1.0% |
1,339.0 |
Low |
1,298.5 |
1,280.2 |
-18.3 |
-1.4% |
1,284.7 |
Close |
1,303.4 |
1,283.4 |
-20.0 |
-1.5% |
1,311.6 |
Range |
19.4 |
24.8 |
5.4 |
27.8% |
54.3 |
ATR |
23.7 |
23.8 |
0.1 |
0.3% |
0.0 |
Volume |
1,062 |
758 |
-304 |
-28.6% |
8,982 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.9 |
1,348.5 |
1,297.0 |
|
R3 |
1,339.1 |
1,323.7 |
1,290.2 |
|
R2 |
1,314.3 |
1,314.3 |
1,287.9 |
|
R1 |
1,298.9 |
1,298.9 |
1,285.7 |
1,294.2 |
PP |
1,289.5 |
1,289.5 |
1,289.5 |
1,287.2 |
S1 |
1,274.1 |
1,274.1 |
1,281.1 |
1,269.4 |
S2 |
1,264.7 |
1,264.7 |
1,278.9 |
|
S3 |
1,239.9 |
1,249.3 |
1,276.6 |
|
S4 |
1,215.1 |
1,224.5 |
1,269.8 |
|
|
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 |
1,280.2 |
58.8 |
4.6% |
25.9 |
2.0% |
5% |
False |
True |
1,364 |
10 |
1,346.5 |
1,280.2 |
66.3 |
5.2% |
22.2 |
1.7% |
5% |
False |
True |
1,911 |
20 |
1,346.5 |
1,250.2 |
96.3 |
7.5% |
19.4 |
1.5% |
34% |
False |
False |
1,929 |
40 |
1,395.5 |
1,187.9 |
207.6 |
16.2% |
22.1 |
1.7% |
46% |
False |
False |
1,573 |
60 |
1,443.0 |
1,187.9 |
255.1 |
19.9% |
22.5 |
1.8% |
37% |
False |
False |
1,201 |
80 |
1,494.6 |
1,187.9 |
306.7 |
23.9% |
23.1 |
1.8% |
31% |
False |
False |
1,185 |
100 |
1,622.3 |
1,187.9 |
434.4 |
33.8% |
21.0 |
1.6% |
22% |
False |
False |
1,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.4 |
2.618 |
1,369.9 |
1.618 |
1,345.1 |
1.000 |
1,329.8 |
0.618 |
1,320.3 |
HIGH |
1,305.0 |
0.618 |
1,295.5 |
0.500 |
1,292.6 |
0.382 |
1,289.7 |
LOW |
1,280.2 |
0.618 |
1,264.9 |
1.000 |
1,255.4 |
1.618 |
1,240.1 |
2.618 |
1,215.3 |
4.250 |
1,174.8 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,292.6 |
1,299.1 |
PP |
1,289.5 |
1,293.9 |
S1 |
1,286.5 |
1,288.6 |
|