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 |
15,516.21 |
15,477.27 |
-38.94 |
-0.3% |
15,557.14 |
High |
15,516.21 |
15,557.12 |
40.91 |
0.3% |
15,658.43 |
Low |
15,421.75 |
15,418.60 |
-3.15 |
0.0% |
15,479.13 |
Close |
15,470.67 |
15,498.32 |
27.65 |
0.2% |
15,658.36 |
Range |
94.46 |
138.52 |
44.06 |
46.6% |
179.30 |
ATR |
118.61 |
120.04 |
1.42 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,906.91 |
15,841.13 |
15,574.51 |
|
R3 |
15,768.39 |
15,702.61 |
15,536.41 |
|
R2 |
15,629.87 |
15,629.87 |
15,523.72 |
|
R1 |
15,564.09 |
15,564.09 |
15,511.02 |
15,596.98 |
PP |
15,491.35 |
15,491.35 |
15,491.35 |
15,507.79 |
S1 |
15,425.57 |
15,425.57 |
15,485.62 |
15,458.46 |
S2 |
15,352.83 |
15,352.83 |
15,472.92 |
|
S3 |
15,214.31 |
15,287.05 |
15,460.23 |
|
S4 |
15,075.79 |
15,148.53 |
15,422.13 |
|
|
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 |
15,418.60 |
239.83 |
1.5% |
107.63 |
0.7% |
33% |
False |
True |
|
10 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
117.18 |
0.8% |
37% |
False |
False |
|
20 |
15,658.43 |
15,405.16 |
253.27 |
1.6% |
98.34 |
0.6% |
37% |
False |
False |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
137.59 |
0.9% |
86% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.1% |
147.27 |
1.0% |
86% |
False |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.8% |
139.11 |
0.9% |
87% |
False |
False |
|
100 |
15,658.43 |
14,382.09 |
1,276.34 |
8.2% |
136.40 |
0.9% |
87% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.1% |
132.70 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,145.83 |
2.618 |
15,919.77 |
1.618 |
15,781.25 |
1.000 |
15,695.64 |
0.618 |
15,642.73 |
HIGH |
15,557.12 |
0.618 |
15,504.21 |
0.500 |
15,487.86 |
0.382 |
15,471.51 |
LOW |
15,418.60 |
0.618 |
15,332.99 |
1.000 |
15,280.08 |
1.618 |
15,194.47 |
2.618 |
15,055.95 |
4.250 |
14,829.89 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,494.83 |
15,513.52 |
PP |
15,491.35 |
15,508.45 |
S1 |
15,487.86 |
15,503.39 |
|