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 |
4,961.0 |
5,025.0 |
64.0 |
1.3% |
5,072.0 |
High |
5,035.0 |
5,028.0 |
-7.0 |
-0.1% |
5,078.0 |
Low |
4,959.0 |
4,973.0 |
14.0 |
0.3% |
4,955.0 |
Close |
5,001.0 |
5,004.0 |
3.0 |
0.1% |
5,004.0 |
Range |
76.0 |
55.0 |
-21.0 |
-27.6% |
123.0 |
ATR |
56.3 |
56.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
29,692 |
22,767 |
-6,925 |
-23.3% |
121,006 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,166.7 |
5,140.3 |
5,034.3 |
|
R3 |
5,111.7 |
5,085.3 |
5,019.1 |
|
R2 |
5,056.7 |
5,056.7 |
5,014.1 |
|
R1 |
5,030.3 |
5,030.3 |
5,009.0 |
5,016.0 |
PP |
5,001.7 |
5,001.7 |
5,001.7 |
4,994.5 |
S1 |
4,975.3 |
4,975.3 |
4,999.0 |
4,961.0 |
S2 |
4,946.7 |
4,946.7 |
4,993.9 |
|
S3 |
4,891.7 |
4,920.3 |
4,988.9 |
|
S4 |
4,836.7 |
4,865.3 |
4,973.8 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,381.3 |
5,315.7 |
5,071.7 |
|
R3 |
5,258.3 |
5,192.7 |
5,037.8 |
|
R2 |
5,135.3 |
5,135.3 |
5,026.6 |
|
R1 |
5,069.7 |
5,069.7 |
5,015.3 |
5,041.0 |
PP |
5,012.3 |
5,012.3 |
5,012.3 |
4,998.0 |
S1 |
4,946.7 |
4,946.7 |
4,992.7 |
4,918.0 |
S2 |
4,889.3 |
4,889.3 |
4,981.5 |
|
S3 |
4,766.3 |
4,823.7 |
4,970.2 |
|
S4 |
4,643.3 |
4,700.7 |
4,936.4 |
|
|
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% |
55.0 |
1.1% |
40% |
False |
False |
24,201 |
10 |
5,078.0 |
4,955.0 |
123.0 |
2.5% |
48.5 |
1.0% |
40% |
False |
False |
23,433 |
20 |
5,078.0 |
4,919.0 |
159.0 |
3.2% |
43.0 |
0.9% |
53% |
False |
False |
20,527 |
40 |
5,078.0 |
4,598.0 |
480.0 |
9.6% |
55.8 |
1.1% |
85% |
False |
False |
29,717 |
60 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
50.1 |
1.0% |
68% |
False |
False |
20,228 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
40.1 |
0.8% |
68% |
False |
False |
15,178 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
34.0 |
0.7% |
68% |
False |
False |
12,150 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.9% |
28.9 |
0.6% |
68% |
False |
False |
10,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,261.8 |
2.618 |
5,172.0 |
1.618 |
5,117.0 |
1.000 |
5,083.0 |
0.618 |
5,062.0 |
HIGH |
5,028.0 |
0.618 |
5,007.0 |
0.500 |
5,000.5 |
0.382 |
4,994.0 |
LOW |
4,973.0 |
0.618 |
4,939.0 |
1.000 |
4,918.0 |
1.618 |
4,884.0 |
2.618 |
4,829.0 |
4.250 |
4,739.3 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,002.8 |
5,001.7 |
PP |
5,001.7 |
4,999.3 |
S1 |
5,000.5 |
4,997.0 |
|