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 |
6,552.0 |
6,478.5 |
-73.5 |
-1.1% |
6,542.5 |
High |
6,595.5 |
6,527.0 |
-68.5 |
-1.0% |
6,669.5 |
Low |
6,452.0 |
6,472.0 |
20.0 |
0.3% |
6,495.0 |
Close |
6,485.0 |
6,486.0 |
1.0 |
0.0% |
6,605.0 |
Range |
143.5 |
55.0 |
-88.5 |
-61.7% |
174.5 |
ATR |
91.0 |
88.4 |
-2.6 |
-2.8% |
0.0 |
Volume |
80,457 |
67,428 |
-13,029 |
-16.2% |
457,830 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,660.0 |
6,628.0 |
6,516.0 |
|
R3 |
6,605.0 |
6,573.0 |
6,501.0 |
|
R2 |
6,550.0 |
6,550.0 |
6,496.0 |
|
R1 |
6,518.0 |
6,518.0 |
6,491.0 |
6,534.0 |
PP |
6,495.0 |
6,495.0 |
6,495.0 |
6,503.0 |
S1 |
6,463.0 |
6,463.0 |
6,481.0 |
6,479.0 |
S2 |
6,440.0 |
6,440.0 |
6,476.0 |
|
S3 |
6,385.0 |
6,408.0 |
6,471.0 |
|
S4 |
6,330.0 |
6,353.0 |
6,456.0 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,113.5 |
7,033.5 |
6,701.0 |
|
R3 |
6,939.0 |
6,859.0 |
6,653.0 |
|
R2 |
6,764.5 |
6,764.5 |
6,637.0 |
|
R1 |
6,684.5 |
6,684.5 |
6,621.0 |
6,724.5 |
PP |
6,590.0 |
6,590.0 |
6,590.0 |
6,610.0 |
S1 |
6,510.0 |
6,510.0 |
6,589.0 |
6,550.0 |
S2 |
6,415.5 |
6,415.5 |
6,573.0 |
|
S3 |
6,241.0 |
6,335.5 |
6,557.0 |
|
S4 |
6,066.5 |
6,161.0 |
6,509.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,664.0 |
6,452.0 |
212.0 |
3.3% |
91.0 |
1.4% |
16% |
False |
False |
78,042 |
10 |
6,669.5 |
6,452.0 |
217.5 |
3.4% |
88.0 |
1.4% |
16% |
False |
False |
84,554 |
20 |
6,669.5 |
6,452.0 |
217.5 |
3.4% |
78.5 |
1.2% |
16% |
False |
False |
84,328 |
40 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
92.5 |
1.4% |
74% |
False |
False |
102,031 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
90.5 |
1.4% |
62% |
False |
False |
72,119 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
76.5 |
1.2% |
62% |
False |
False |
54,156 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
67.5 |
1.0% |
62% |
False |
False |
43,334 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
56.5 |
0.9% |
62% |
False |
False |
36,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,761.0 |
2.618 |
6,671.0 |
1.618 |
6,616.0 |
1.000 |
6,582.0 |
0.618 |
6,561.0 |
HIGH |
6,527.0 |
0.618 |
6,506.0 |
0.500 |
6,499.5 |
0.382 |
6,493.0 |
LOW |
6,472.0 |
0.618 |
6,438.0 |
1.000 |
6,417.0 |
1.618 |
6,383.0 |
2.618 |
6,328.0 |
4.250 |
6,238.0 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,499.5 |
6,524.0 |
PP |
6,495.0 |
6,511.0 |
S1 |
6,490.5 |
6,498.5 |
|