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 |
15,651.98 |
15,608.44 |
-43.54 |
-0.3% |
15,557.14 |
High |
15,655.21 |
15,608.44 |
-46.77 |
-0.3% |
15,658.43 |
Low |
15,584.83 |
15,473.40 |
-111.43 |
-0.7% |
15,479.13 |
Close |
15,612.13 |
15,518.74 |
-93.39 |
-0.6% |
15,658.36 |
Range |
70.38 |
135.04 |
64.66 |
91.9% |
179.30 |
ATR |
118.86 |
120.28 |
1.42 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,938.65 |
15,863.73 |
15,593.01 |
|
R3 |
15,803.61 |
15,728.69 |
15,555.88 |
|
R2 |
15,668.57 |
15,668.57 |
15,543.50 |
|
R1 |
15,593.65 |
15,593.65 |
15,531.12 |
15,563.59 |
PP |
15,533.53 |
15,533.53 |
15,533.53 |
15,518.50 |
S1 |
15,458.61 |
15,458.61 |
15,506.36 |
15,428.55 |
S2 |
15,398.49 |
15,398.49 |
15,493.98 |
|
S3 |
15,263.45 |
15,323.57 |
15,481.60 |
|
S4 |
15,128.41 |
15,188.53 |
15,444.47 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,136.54 |
16,076.75 |
15,756.98 |
|
R3 |
15,957.24 |
15,897.45 |
15,707.67 |
|
R2 |
15,777.94 |
15,777.94 |
15,691.23 |
|
R1 |
15,718.15 |
15,718.15 |
15,674.80 |
15,748.05 |
PP |
15,598.64 |
15,598.64 |
15,598.64 |
15,613.59 |
S1 |
15,538.85 |
15,538.85 |
15,641.92 |
15,568.75 |
S2 |
15,419.34 |
15,419.34 |
15,625.49 |
|
S3 |
15,240.04 |
15,359.55 |
15,609.05 |
|
S4 |
15,060.74 |
15,180.25 |
15,559.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,658.43 |
15,473.40 |
185.03 |
1.2% |
118.67 |
0.8% |
25% |
False |
True |
|
10 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
114.93 |
0.7% |
45% |
False |
False |
|
20 |
15,658.43 |
15,258.89 |
399.54 |
2.6% |
100.47 |
0.6% |
65% |
False |
False |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
142.39 |
0.9% |
87% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
146.56 |
0.9% |
87% |
False |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.8% |
141.56 |
0.9% |
88% |
False |
False |
|
100 |
15,658.43 |
14,382.09 |
1,276.34 |
8.2% |
135.93 |
0.9% |
89% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.1% |
132.12 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,182.36 |
2.618 |
15,961.97 |
1.618 |
15,826.93 |
1.000 |
15,743.48 |
0.618 |
15,691.89 |
HIGH |
15,608.44 |
0.618 |
15,556.85 |
0.500 |
15,540.92 |
0.382 |
15,524.99 |
LOW |
15,473.40 |
0.618 |
15,389.95 |
1.000 |
15,338.36 |
1.618 |
15,254.91 |
2.618 |
15,119.87 |
4.250 |
14,899.48 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,540.92 |
15,565.92 |
PP |
15,533.53 |
15,550.19 |
S1 |
15,526.13 |
15,534.47 |
|