Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,045.1 |
1,052.1 |
7.0 |
0.7% |
1,057.0 |
High |
1,053.5 |
1,057.0 |
3.5 |
0.3% |
1,062.0 |
Low |
1,036.1 |
1,043.4 |
7.3 |
0.7% |
1,040.5 |
Close |
1,052.1 |
1,050.2 |
-1.9 |
-0.2% |
1,045.8 |
Range |
17.4 |
13.6 |
-3.8 |
-21.8% |
21.5 |
ATR |
12.2 |
12.3 |
0.1 |
0.8% |
0.0 |
Volume |
77,225 |
84,725 |
7,500 |
9.7% |
370,278 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.0 |
1,084.3 |
1,057.8 |
|
R3 |
1,077.5 |
1,070.5 |
1,054.0 |
|
R2 |
1,063.8 |
1,063.8 |
1,052.8 |
|
R1 |
1,057.0 |
1,057.0 |
1,051.5 |
1,053.5 |
PP |
1,050.3 |
1,050.3 |
1,050.3 |
1,048.5 |
S1 |
1,043.5 |
1,043.5 |
1,049.0 |
1,040.0 |
S2 |
1,036.5 |
1,036.5 |
1,047.8 |
|
S3 |
1,023.0 |
1,029.8 |
1,046.5 |
|
S4 |
1,009.5 |
1,016.3 |
1,042.8 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.0 |
1,101.3 |
1,057.5 |
|
R3 |
1,092.5 |
1,079.8 |
1,051.8 |
|
R2 |
1,071.0 |
1,071.0 |
1,049.8 |
|
R1 |
1,058.3 |
1,058.3 |
1,047.8 |
1,054.0 |
PP |
1,049.5 |
1,049.5 |
1,049.5 |
1,047.3 |
S1 |
1,036.8 |
1,036.8 |
1,043.8 |
1,032.5 |
S2 |
1,028.0 |
1,028.0 |
1,041.8 |
|
S3 |
1,006.5 |
1,015.3 |
1,040.0 |
|
S4 |
985.0 |
993.8 |
1,034.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,057.0 |
1,036.1 |
20.9 |
2.0% |
12.3 |
1.2% |
67% |
True |
False |
81,381 |
10 |
1,062.0 |
1,036.1 |
25.9 |
2.5% |
11.5 |
1.1% |
54% |
False |
False |
78,889 |
20 |
1,062.0 |
1,034.4 |
27.6 |
2.6% |
11.5 |
1.1% |
57% |
False |
False |
78,963 |
40 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.3 |
1.3% |
90% |
False |
False |
101,396 |
60 |
1,062.0 |
938.0 |
124.0 |
11.8% |
13.5 |
1.3% |
90% |
False |
False |
75,757 |
80 |
1,062.0 |
915.8 |
146.2 |
13.9% |
10.5 |
1.0% |
92% |
False |
False |
56,837 |
100 |
1,062.0 |
893.4 |
168.6 |
16.1% |
8.5 |
0.8% |
93% |
False |
False |
45,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,114.8 |
2.618 |
1,092.5 |
1.618 |
1,079.0 |
1.000 |
1,070.5 |
0.618 |
1,065.5 |
HIGH |
1,057.0 |
0.618 |
1,051.8 |
0.500 |
1,050.3 |
0.382 |
1,048.5 |
LOW |
1,043.5 |
0.618 |
1,035.0 |
1.000 |
1,029.8 |
1.618 |
1,021.5 |
2.618 |
1,007.8 |
4.250 |
985.5 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,050.3 |
1,049.0 |
PP |
1,050.3 |
1,047.8 |
S1 |
1,050.3 |
1,046.5 |
|