Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,146.0 |
5,107.0 |
-39.0 |
-0.8% |
5,072.0 |
High |
5,147.0 |
5,119.0 |
-28.0 |
-0.5% |
5,078.0 |
Low |
5,099.0 |
5,092.0 |
-7.0 |
-0.1% |
4,955.0 |
Close |
5,120.0 |
5,110.0 |
-10.0 |
-0.2% |
5,004.0 |
Range |
48.0 |
27.0 |
-21.0 |
-43.8% |
123.0 |
ATR |
57.0 |
54.9 |
-2.1 |
-3.6% |
0.0 |
Volume |
26,928 |
18,322 |
-8,606 |
-32.0% |
121,006 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.0 |
5,176.0 |
5,124.9 |
|
R3 |
5,161.0 |
5,149.0 |
5,117.4 |
|
R2 |
5,134.0 |
5,134.0 |
5,115.0 |
|
R1 |
5,122.0 |
5,122.0 |
5,112.5 |
5,128.0 |
PP |
5,107.0 |
5,107.0 |
5,107.0 |
5,110.0 |
S1 |
5,095.0 |
5,095.0 |
5,107.5 |
5,101.0 |
S2 |
5,080.0 |
5,080.0 |
5,105.1 |
|
S3 |
5,053.0 |
5,068.0 |
5,102.6 |
|
S4 |
5,026.0 |
5,041.0 |
5,095.2 |
|
|
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 |
5,147.0 |
4,973.0 |
174.0 |
3.4% |
52.8 |
1.0% |
79% |
False |
False |
23,712 |
10 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
50.8 |
1.0% |
81% |
False |
False |
23,645 |
20 |
5,147.0 |
4,919.0 |
228.0 |
4.5% |
46.8 |
0.9% |
84% |
False |
False |
22,007 |
40 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
53.1 |
1.0% |
93% |
False |
False |
23,448 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
52.0 |
1.0% |
93% |
False |
False |
21,818 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
41.6 |
0.8% |
86% |
False |
False |
16,375 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
36.0 |
0.7% |
86% |
False |
False |
13,105 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
30.5 |
0.6% |
86% |
False |
False |
10,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,233.8 |
2.618 |
5,189.7 |
1.618 |
5,162.7 |
1.000 |
5,146.0 |
0.618 |
5,135.7 |
HIGH |
5,119.0 |
0.618 |
5,108.7 |
0.500 |
5,105.5 |
0.382 |
5,102.3 |
LOW |
5,092.0 |
0.618 |
5,075.3 |
1.000 |
5,065.0 |
1.618 |
5,048.3 |
2.618 |
5,021.3 |
4.250 |
4,977.3 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,108.5 |
5,107.0 |
PP |
5,107.0 |
5,104.0 |
S1 |
5,105.5 |
5,101.0 |
|