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 |
5,038.0 |
4,961.0 |
-77.0 |
-1.5% |
5,010.0 |
High |
5,039.0 |
5,035.0 |
-4.0 |
-0.1% |
5,074.0 |
Low |
4,955.0 |
4,959.0 |
4.0 |
0.1% |
4,983.0 |
Close |
4,966.0 |
5,001.0 |
35.0 |
0.7% |
5,068.0 |
Range |
84.0 |
76.0 |
-8.0 |
-9.5% |
91.0 |
ATR |
54.8 |
56.3 |
1.5 |
2.8% |
0.0 |
Volume |
34,002 |
29,692 |
-4,310 |
-12.7% |
113,328 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,226.3 |
5,189.7 |
5,042.8 |
|
R3 |
5,150.3 |
5,113.7 |
5,021.9 |
|
R2 |
5,074.3 |
5,074.3 |
5,014.9 |
|
R1 |
5,037.7 |
5,037.7 |
5,008.0 |
5,056.0 |
PP |
4,998.3 |
4,998.3 |
4,998.3 |
5,007.5 |
S1 |
4,961.7 |
4,961.7 |
4,994.0 |
4,980.0 |
S2 |
4,922.3 |
4,922.3 |
4,987.1 |
|
S3 |
4,846.3 |
4,885.7 |
4,980.1 |
|
S4 |
4,770.3 |
4,809.7 |
4,959.2 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,314.7 |
5,282.3 |
5,118.1 |
|
R3 |
5,223.7 |
5,191.3 |
5,093.0 |
|
R2 |
5,132.7 |
5,132.7 |
5,084.7 |
|
R1 |
5,100.3 |
5,100.3 |
5,076.3 |
5,116.5 |
PP |
5,041.7 |
5,041.7 |
5,041.7 |
5,049.8 |
S1 |
5,009.3 |
5,009.3 |
5,059.7 |
5,025.5 |
S2 |
4,950.7 |
4,950.7 |
5,051.3 |
|
S3 |
4,859.7 |
4,918.3 |
5,043.0 |
|
S4 |
4,768.7 |
4,827.3 |
5,018.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,078.0 |
4,955.0 |
123.0 |
2.5% |
48.8 |
1.0% |
37% |
False |
False |
23,577 |
10 |
5,078.0 |
4,955.0 |
123.0 |
2.5% |
47.2 |
0.9% |
37% |
False |
False |
22,877 |
20 |
5,078.0 |
4,919.0 |
159.0 |
3.2% |
42.6 |
0.9% |
52% |
False |
False |
20,357 |
40 |
5,078.0 |
4,598.0 |
480.0 |
9.6% |
56.3 |
1.1% |
84% |
False |
False |
29,338 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
49.4 |
1.0% |
68% |
False |
False |
19,849 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
40.0 |
0.8% |
68% |
False |
False |
14,894 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
33.4 |
0.7% |
68% |
False |
False |
11,922 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
28.4 |
0.6% |
68% |
False |
False |
9,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,358.0 |
2.618 |
5,234.0 |
1.618 |
5,158.0 |
1.000 |
5,111.0 |
0.618 |
5,082.0 |
HIGH |
5,035.0 |
0.618 |
5,006.0 |
0.500 |
4,997.0 |
0.382 |
4,988.0 |
LOW |
4,959.0 |
0.618 |
4,912.0 |
1.000 |
4,883.0 |
1.618 |
4,836.0 |
2.618 |
4,760.0 |
4.250 |
4,636.0 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
4,999.7 |
5,012.5 |
PP |
4,998.3 |
5,008.7 |
S1 |
4,997.0 |
5,004.8 |
|