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 |
1,301.1 |
1,282.5 |
-18.6 |
-1.4% |
1,334.7 |
High |
1,305.0 |
1,288.2 |
-16.8 |
-1.3% |
1,339.0 |
Low |
1,280.2 |
1,274.0 |
-6.2 |
-0.5% |
1,284.7 |
Close |
1,283.4 |
1,286.1 |
2.7 |
0.2% |
1,311.6 |
Range |
24.8 |
14.2 |
-10.6 |
-42.7% |
54.3 |
ATR |
23.8 |
23.1 |
-0.7 |
-2.9% |
0.0 |
Volume |
758 |
829 |
71 |
9.4% |
8,982 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.4 |
1,319.9 |
1,293.9 |
|
R3 |
1,311.2 |
1,305.7 |
1,290.0 |
|
R2 |
1,297.0 |
1,297.0 |
1,288.7 |
|
R1 |
1,291.5 |
1,291.5 |
1,287.4 |
1,294.3 |
PP |
1,282.8 |
1,282.8 |
1,282.8 |
1,284.1 |
S1 |
1,277.3 |
1,277.3 |
1,284.8 |
1,280.1 |
S2 |
1,268.6 |
1,268.6 |
1,283.5 |
|
S3 |
1,254.4 |
1,263.1 |
1,282.2 |
|
S4 |
1,240.2 |
1,248.9 |
1,278.3 |
|
|
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 |
1,329.6 |
1,274.0 |
55.6 |
4.3% |
22.4 |
1.7% |
22% |
False |
True |
1,334 |
10 |
1,339.0 |
1,274.0 |
65.0 |
5.1% |
20.9 |
1.6% |
19% |
False |
True |
1,680 |
20 |
1,346.5 |
1,271.7 |
74.8 |
5.8% |
19.5 |
1.5% |
19% |
False |
False |
1,885 |
40 |
1,395.5 |
1,187.9 |
207.6 |
16.1% |
22.2 |
1.7% |
47% |
False |
False |
1,590 |
60 |
1,441.1 |
1,187.9 |
253.2 |
19.7% |
22.6 |
1.8% |
39% |
False |
False |
1,211 |
80 |
1,482.1 |
1,187.9 |
294.2 |
22.9% |
21.4 |
1.7% |
33% |
False |
False |
1,188 |
100 |
1,622.3 |
1,187.9 |
434.4 |
33.8% |
21.1 |
1.6% |
23% |
False |
False |
1,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.6 |
2.618 |
1,325.4 |
1.618 |
1,311.2 |
1.000 |
1,302.4 |
0.618 |
1,297.0 |
HIGH |
1,288.2 |
0.618 |
1,282.8 |
0.500 |
1,281.1 |
0.382 |
1,279.4 |
LOW |
1,274.0 |
0.618 |
1,265.2 |
1.000 |
1,259.8 |
1.618 |
1,251.0 |
2.618 |
1,236.8 |
4.250 |
1,213.7 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,284.4 |
1,296.0 |
PP |
1,282.8 |
1,292.7 |
S1 |
1,281.1 |
1,289.4 |
|