Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,477.27 |
15,496.63 |
19.36 |
0.1% |
15,651.98 |
High |
15,557.12 |
15,507.76 |
-49.36 |
-0.3% |
15,655.21 |
Low |
15,418.60 |
15,346.65 |
-71.95 |
-0.5% |
15,346.65 |
Close |
15,498.32 |
15,425.51 |
-72.81 |
-0.5% |
15,425.51 |
Range |
138.52 |
161.11 |
22.59 |
16.3% |
308.56 |
ATR |
120.04 |
122.97 |
2.93 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,909.97 |
15,828.85 |
15,514.12 |
|
R3 |
15,748.86 |
15,667.74 |
15,469.82 |
|
R2 |
15,587.75 |
15,587.75 |
15,455.05 |
|
R1 |
15,506.63 |
15,506.63 |
15,440.28 |
15,466.64 |
PP |
15,426.64 |
15,426.64 |
15,426.64 |
15,406.64 |
S1 |
15,345.52 |
15,345.52 |
15,410.74 |
15,305.53 |
S2 |
15,265.53 |
15,265.53 |
15,395.97 |
|
S3 |
15,104.42 |
15,184.41 |
15,381.20 |
|
S4 |
14,943.31 |
15,023.30 |
15,336.90 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,401.47 |
16,222.05 |
15,595.22 |
|
R3 |
16,092.91 |
15,913.49 |
15,510.36 |
|
R2 |
15,784.35 |
15,784.35 |
15,482.08 |
|
R1 |
15,604.93 |
15,604.93 |
15,453.79 |
15,540.36 |
PP |
15,475.79 |
15,475.79 |
15,475.79 |
15,443.51 |
S1 |
15,296.37 |
15,296.37 |
15,397.23 |
15,231.80 |
S2 |
15,167.23 |
15,167.23 |
15,368.94 |
|
S3 |
14,858.67 |
14,987.81 |
15,340.66 |
|
S4 |
14,550.11 |
14,679.25 |
15,255.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,655.21 |
15,346.65 |
308.56 |
2.0% |
119.90 |
0.8% |
26% |
False |
True |
|
10 |
15,658.43 |
15,346.65 |
311.78 |
2.0% |
117.71 |
0.8% |
25% |
False |
True |
|
20 |
15,658.43 |
15,346.65 |
311.78 |
2.0% |
101.99 |
0.7% |
25% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
135.39 |
0.9% |
79% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
147.86 |
1.0% |
79% |
False |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.9% |
138.67 |
0.9% |
81% |
False |
False |
|
100 |
15,658.43 |
14,383.02 |
1,275.41 |
8.3% |
136.69 |
0.9% |
82% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.2% |
133.48 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,192.48 |
2.618 |
15,929.55 |
1.618 |
15,768.44 |
1.000 |
15,668.87 |
0.618 |
15,607.33 |
HIGH |
15,507.76 |
0.618 |
15,446.22 |
0.500 |
15,427.21 |
0.382 |
15,408.19 |
LOW |
15,346.65 |
0.618 |
15,247.08 |
1.000 |
15,185.54 |
1.618 |
15,085.97 |
2.618 |
14,924.86 |
4.250 |
14,661.93 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,427.21 |
15,451.89 |
PP |
15,426.64 |
15,443.09 |
S1 |
15,426.08 |
15,434.30 |
|