Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,000.0 |
5,065.0 |
65.0 |
1.3% |
5,072.0 |
High |
5,066.0 |
5,119.0 |
53.0 |
1.0% |
5,078.0 |
Low |
4,996.0 |
5,055.0 |
59.0 |
1.2% |
4,955.0 |
Close |
5,060.0 |
5,116.0 |
56.0 |
1.1% |
5,004.0 |
Range |
70.0 |
64.0 |
-6.0 |
-8.6% |
123.0 |
ATR |
57.2 |
57.7 |
0.5 |
0.9% |
0.0 |
Volume |
23,442 |
27,105 |
3,663 |
15.6% |
121,006 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,288.7 |
5,266.3 |
5,151.2 |
|
R3 |
5,224.7 |
5,202.3 |
5,133.6 |
|
R2 |
5,160.7 |
5,160.7 |
5,127.7 |
|
R1 |
5,138.3 |
5,138.3 |
5,121.9 |
5,149.5 |
PP |
5,096.7 |
5,096.7 |
5,096.7 |
5,102.3 |
S1 |
5,074.3 |
5,074.3 |
5,110.1 |
5,085.5 |
S2 |
5,032.7 |
5,032.7 |
5,104.3 |
|
S3 |
4,968.7 |
5,010.3 |
5,098.4 |
|
S4 |
4,904.7 |
4,946.3 |
5,080.8 |
|
|
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 |
5,119.0 |
4,955.0 |
164.0 |
3.2% |
69.8 |
1.4% |
98% |
True |
False |
27,401 |
10 |
5,119.0 |
4,955.0 |
164.0 |
3.2% |
55.4 |
1.1% |
98% |
True |
False |
24,754 |
20 |
5,119.0 |
4,919.0 |
200.0 |
3.9% |
46.0 |
0.9% |
99% |
True |
False |
21,469 |
40 |
5,119.0 |
4,598.0 |
521.0 |
10.2% |
55.1 |
1.1% |
99% |
True |
False |
24,795 |
60 |
5,188.0 |
4,598.0 |
590.0 |
11.5% |
51.8 |
1.0% |
88% |
False |
False |
21,068 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
41.3 |
0.8% |
87% |
False |
False |
15,810 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
35.3 |
0.7% |
87% |
False |
False |
12,655 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
30.0 |
0.6% |
87% |
False |
False |
10,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,391.0 |
2.618 |
5,286.6 |
1.618 |
5,222.6 |
1.000 |
5,183.0 |
0.618 |
5,158.6 |
HIGH |
5,119.0 |
0.618 |
5,094.6 |
0.500 |
5,087.0 |
0.382 |
5,079.4 |
LOW |
5,055.0 |
0.618 |
5,015.4 |
1.000 |
4,991.0 |
1.618 |
4,951.4 |
2.618 |
4,887.4 |
4.250 |
4,783.0 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,106.3 |
5,092.7 |
PP |
5,096.7 |
5,069.3 |
S1 |
5,087.0 |
5,046.0 |
|