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 |
1,282.5 |
1,285.2 |
2.7 |
0.2% |
1,334.7 |
High |
1,288.2 |
1,314.0 |
25.8 |
2.0% |
1,339.0 |
Low |
1,274.0 |
1,285.2 |
11.2 |
0.9% |
1,284.7 |
Close |
1,286.1 |
1,310.8 |
24.7 |
1.9% |
1,311.6 |
Range |
14.2 |
28.8 |
14.6 |
102.8% |
54.3 |
ATR |
23.1 |
23.5 |
0.4 |
1.8% |
0.0 |
Volume |
829 |
2,627 |
1,798 |
216.9% |
8,982 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.7 |
1,379.1 |
1,326.6 |
|
R3 |
1,360.9 |
1,350.3 |
1,318.7 |
|
R2 |
1,332.1 |
1,332.1 |
1,316.1 |
|
R1 |
1,321.5 |
1,321.5 |
1,313.4 |
1,326.8 |
PP |
1,303.3 |
1,303.3 |
1,303.3 |
1,306.0 |
S1 |
1,292.7 |
1,292.7 |
1,308.2 |
1,298.0 |
S2 |
1,274.5 |
1,274.5 |
1,305.5 |
|
S3 |
1,245.7 |
1,263.9 |
1,302.9 |
|
S4 |
1,216.9 |
1,235.1 |
1,295.0 |
|
|
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 |
1,318.0 |
1,274.0 |
44.0 |
3.4% |
24.1 |
1.8% |
84% |
False |
False |
1,218 |
10 |
1,339.0 |
1,274.0 |
65.0 |
5.0% |
21.9 |
1.7% |
57% |
False |
False |
1,734 |
20 |
1,346.5 |
1,271.7 |
74.8 |
5.7% |
20.1 |
1.5% |
52% |
False |
False |
1,916 |
40 |
1,395.3 |
1,187.9 |
207.4 |
15.8% |
22.5 |
1.7% |
59% |
False |
False |
1,633 |
60 |
1,430.2 |
1,187.9 |
242.3 |
18.5% |
22.8 |
1.7% |
51% |
False |
False |
1,230 |
80 |
1,482.1 |
1,187.9 |
294.2 |
22.4% |
20.9 |
1.6% |
42% |
False |
False |
1,209 |
100 |
1,622.3 |
1,187.9 |
434.4 |
33.1% |
21.2 |
1.6% |
28% |
False |
False |
1,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.4 |
2.618 |
1,389.4 |
1.618 |
1,360.6 |
1.000 |
1,342.8 |
0.618 |
1,331.8 |
HIGH |
1,314.0 |
0.618 |
1,303.0 |
0.500 |
1,299.6 |
0.382 |
1,296.2 |
LOW |
1,285.2 |
0.618 |
1,267.4 |
1.000 |
1,256.4 |
1.618 |
1,238.6 |
2.618 |
1,209.8 |
4.250 |
1,162.8 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,307.1 |
1,305.2 |
PP |
1,303.3 |
1,299.6 |
S1 |
1,299.6 |
1,294.0 |
|