Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,388.0 |
8,447.5 |
59.5 |
0.7% |
8,428.0 |
High |
8,447.0 |
8,459.0 |
12.0 |
0.1% |
8,438.5 |
Low |
8,382.5 |
8,401.5 |
19.0 |
0.2% |
8,232.5 |
Close |
8,416.0 |
8,436.0 |
20.0 |
0.2% |
8,328.0 |
Range |
64.5 |
57.5 |
-7.0 |
-10.9% |
206.0 |
ATR |
110.9 |
107.1 |
-3.8 |
-3.4% |
0.0 |
Volume |
71,759 |
98,280 |
26,521 |
37.0% |
412,293 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,604.7 |
8,577.8 |
8,467.6 |
|
R3 |
8,547.2 |
8,520.3 |
8,451.8 |
|
R2 |
8,489.7 |
8,489.7 |
8,446.5 |
|
R1 |
8,462.8 |
8,462.8 |
8,441.3 |
8,447.5 |
PP |
8,432.2 |
8,432.2 |
8,432.2 |
8,424.5 |
S1 |
8,405.3 |
8,405.3 |
8,430.7 |
8,390.0 |
S2 |
8,374.7 |
8,374.7 |
8,425.5 |
|
S3 |
8,317.2 |
8,347.8 |
8,420.2 |
|
S4 |
8,259.7 |
8,290.3 |
8,404.4 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,951.0 |
8,845.5 |
8,441.3 |
|
R3 |
8,745.0 |
8,639.5 |
8,384.7 |
|
R2 |
8,539.0 |
8,539.0 |
8,365.8 |
|
R1 |
8,433.5 |
8,433.5 |
8,346.9 |
8,383.3 |
PP |
8,333.0 |
8,333.0 |
8,333.0 |
8,307.9 |
S1 |
8,227.5 |
8,227.5 |
8,309.1 |
8,177.3 |
S2 |
8,127.0 |
8,127.0 |
8,290.2 |
|
S3 |
7,921.0 |
8,021.5 |
8,271.4 |
|
S4 |
7,715.0 |
7,815.5 |
8,214.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,459.0 |
8,239.0 |
220.0 |
2.6% |
88.4 |
1.0% |
90% |
True |
False |
85,574 |
10 |
8,462.0 |
8,232.5 |
229.5 |
2.7% |
95.2 |
1.1% |
89% |
False |
False |
78,809 |
20 |
8,462.0 |
8,214.0 |
248.0 |
2.9% |
93.8 |
1.1% |
90% |
False |
False |
83,104 |
40 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
115.0 |
1.4% |
97% |
False |
False |
94,341 |
60 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
121.0 |
1.4% |
85% |
False |
False |
66,856 |
80 |
8,568.0 |
7,461.5 |
1,106.5 |
13.1% |
114.7 |
1.4% |
88% |
False |
False |
50,253 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
115.3 |
1.4% |
88% |
False |
False |
40,253 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
111.3 |
1.3% |
88% |
False |
False |
33,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,703.4 |
2.618 |
8,609.5 |
1.618 |
8,552.0 |
1.000 |
8,516.5 |
0.618 |
8,494.5 |
HIGH |
8,459.0 |
0.618 |
8,437.0 |
0.500 |
8,430.3 |
0.382 |
8,423.5 |
LOW |
8,401.5 |
0.618 |
8,366.0 |
1.000 |
8,344.0 |
1.618 |
8,308.5 |
2.618 |
8,251.0 |
4.250 |
8,157.1 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,434.1 |
8,407.0 |
PP |
8,432.2 |
8,378.0 |
S1 |
8,430.3 |
8,349.0 |
|