Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
6,572.0 |
6,455.0 |
-117.0 |
-1.8% |
6,555.0 |
High |
6,574.5 |
6,496.0 |
-78.5 |
-1.2% |
6,635.0 |
Low |
6,445.0 |
6,437.5 |
-7.5 |
-0.1% |
6,437.5 |
Close |
6,472.0 |
6,475.0 |
3.0 |
0.0% |
6,475.0 |
Range |
129.5 |
58.5 |
-71.0 |
-54.8% |
197.5 |
ATR |
89.6 |
87.4 |
-2.2 |
-2.5% |
0.0 |
Volume |
79,497 |
66,064 |
-13,433 |
-16.9% |
416,089 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,645.0 |
6,618.5 |
6,507.0 |
|
R3 |
6,586.5 |
6,560.0 |
6,491.0 |
|
R2 |
6,528.0 |
6,528.0 |
6,485.5 |
|
R1 |
6,501.5 |
6,501.5 |
6,480.5 |
6,515.0 |
PP |
6,469.5 |
6,469.5 |
6,469.5 |
6,476.0 |
S1 |
6,443.0 |
6,443.0 |
6,469.5 |
6,456.0 |
S2 |
6,411.0 |
6,411.0 |
6,464.5 |
|
S3 |
6,352.5 |
6,384.5 |
6,459.0 |
|
S4 |
6,294.0 |
6,326.0 |
6,443.0 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,108.5 |
6,989.0 |
6,583.5 |
|
R3 |
6,911.0 |
6,791.5 |
6,529.5 |
|
R2 |
6,713.5 |
6,713.5 |
6,511.0 |
|
R1 |
6,594.0 |
6,594.0 |
6,493.0 |
6,555.0 |
PP |
6,516.0 |
6,516.0 |
6,516.0 |
6,496.0 |
S1 |
6,396.5 |
6,396.5 |
6,457.0 |
6,357.5 |
S2 |
6,318.5 |
6,318.5 |
6,439.0 |
|
S3 |
6,121.0 |
6,199.0 |
6,420.5 |
|
S4 |
5,923.5 |
6,001.5 |
6,366.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,635.0 |
6,437.5 |
197.5 |
3.1% |
81.5 |
1.3% |
19% |
False |
True |
83,217 |
10 |
6,640.0 |
6,437.5 |
202.5 |
3.1% |
85.5 |
1.3% |
19% |
False |
True |
80,596 |
20 |
6,669.5 |
6,437.5 |
232.0 |
3.6% |
83.0 |
1.3% |
16% |
False |
True |
83,135 |
40 |
6,669.5 |
5,955.5 |
714.0 |
11.0% |
88.5 |
1.4% |
73% |
False |
False |
87,203 |
60 |
6,726.0 |
5,955.5 |
770.5 |
11.9% |
91.5 |
1.4% |
67% |
False |
False |
80,029 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
80.5 |
1.2% |
60% |
False |
False |
60,133 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
71.5 |
1.1% |
60% |
False |
False |
48,118 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.3% |
60.5 |
0.9% |
60% |
False |
False |
40,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,744.5 |
2.618 |
6,649.0 |
1.618 |
6,590.5 |
1.000 |
6,554.5 |
0.618 |
6,532.0 |
HIGH |
6,496.0 |
0.618 |
6,473.5 |
0.500 |
6,467.0 |
0.382 |
6,460.0 |
LOW |
6,437.5 |
0.618 |
6,401.5 |
1.000 |
6,379.0 |
1.618 |
6,343.0 |
2.618 |
6,284.5 |
4.250 |
6,189.0 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,472.0 |
6,536.0 |
PP |
6,469.5 |
6,516.0 |
S1 |
6,467.0 |
6,495.5 |
|