Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
6,511.0 |
6,555.0 |
44.0 |
0.7% |
6,607.0 |
High |
6,576.5 |
6,577.0 |
0.5 |
0.0% |
6,640.0 |
Low |
6,495.0 |
6,500.0 |
5.0 |
0.1% |
6,452.0 |
Close |
6,548.5 |
6,540.0 |
-8.5 |
-0.1% |
6,548.5 |
Range |
81.5 |
77.0 |
-4.5 |
-5.5% |
188.0 |
ATR |
88.6 |
87.7 |
-0.8 |
-0.9% |
0.0 |
Volume |
62,577 |
79,156 |
16,579 |
26.5% |
389,879 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,770.0 |
6,732.0 |
6,582.5 |
|
R3 |
6,693.0 |
6,655.0 |
6,561.0 |
|
R2 |
6,616.0 |
6,616.0 |
6,554.0 |
|
R1 |
6,578.0 |
6,578.0 |
6,547.0 |
6,558.5 |
PP |
6,539.0 |
6,539.0 |
6,539.0 |
6,529.0 |
S1 |
6,501.0 |
6,501.0 |
6,533.0 |
6,481.5 |
S2 |
6,462.0 |
6,462.0 |
6,526.0 |
|
S3 |
6,385.0 |
6,424.0 |
6,519.0 |
|
S4 |
6,308.0 |
6,347.0 |
6,497.5 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,111.0 |
7,017.5 |
6,652.0 |
|
R3 |
6,923.0 |
6,829.5 |
6,600.0 |
|
R2 |
6,735.0 |
6,735.0 |
6,583.0 |
|
R1 |
6,641.5 |
6,641.5 |
6,565.5 |
6,594.0 |
PP |
6,547.0 |
6,547.0 |
6,547.0 |
6,523.0 |
S1 |
6,453.5 |
6,453.5 |
6,531.5 |
6,406.0 |
S2 |
6,359.0 |
6,359.0 |
6,514.0 |
|
S3 |
6,171.0 |
6,265.5 |
6,497.0 |
|
S4 |
5,983.0 |
6,077.5 |
6,445.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,595.5 |
6,452.0 |
143.5 |
2.2% |
85.0 |
1.3% |
61% |
False |
False |
80,617 |
10 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
87.5 |
1.3% |
40% |
False |
False |
85,858 |
20 |
6,669.5 |
6,452.0 |
217.5 |
3.3% |
81.0 |
1.2% |
40% |
False |
False |
84,090 |
40 |
6,669.5 |
5,955.5 |
714.0 |
10.9% |
92.5 |
1.4% |
82% |
False |
False |
93,581 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
91.0 |
1.4% |
68% |
False |
False |
74,461 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
78.0 |
1.2% |
68% |
False |
False |
55,924 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
68.5 |
1.0% |
68% |
False |
False |
44,751 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.1% |
58.0 |
0.9% |
68% |
False |
False |
37,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,904.0 |
2.618 |
6,778.5 |
1.618 |
6,701.5 |
1.000 |
6,654.0 |
0.618 |
6,624.5 |
HIGH |
6,577.0 |
0.618 |
6,547.5 |
0.500 |
6,538.5 |
0.382 |
6,529.5 |
LOW |
6,500.0 |
0.618 |
6,452.5 |
1.000 |
6,423.0 |
1.618 |
6,375.5 |
2.618 |
6,298.5 |
4.250 |
6,173.0 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,539.5 |
6,535.0 |
PP |
6,539.0 |
6,529.5 |
S1 |
6,538.5 |
6,524.5 |
|