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 |
1,694.00 |
1,685.00 |
-9.00 |
-0.5% |
1,702.75 |
High |
1,696.25 |
1,688.25 |
-8.00 |
-0.5% |
1,705.00 |
Low |
1,682.50 |
1,675.25 |
-7.25 |
-0.4% |
1,680.50 |
Close |
1,686.25 |
1,687.00 |
0.75 |
0.0% |
1,686.25 |
Range |
13.75 |
13.00 |
-0.75 |
-5.5% |
24.50 |
ATR |
15.15 |
14.99 |
-0.15 |
-1.0% |
0.00 |
Volume |
1,662,642 |
1,251,215 |
-411,427 |
-24.7% |
6,699,893 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.50 |
1,717.75 |
1,694.25 |
|
R3 |
1,709.50 |
1,704.75 |
1,690.50 |
|
R2 |
1,696.50 |
1,696.50 |
1,689.50 |
|
R1 |
1,691.75 |
1,691.75 |
1,688.25 |
1,694.00 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,684.75 |
S1 |
1,678.75 |
1,678.75 |
1,685.75 |
1,681.00 |
S2 |
1,670.50 |
1,670.50 |
1,684.50 |
|
S3 |
1,657.50 |
1,665.75 |
1,683.50 |
|
S4 |
1,644.50 |
1,652.75 |
1,679.75 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.00 |
1,749.75 |
1,699.75 |
|
R3 |
1,739.50 |
1,725.25 |
1,693.00 |
|
R2 |
1,715.00 |
1,715.00 |
1,690.75 |
|
R1 |
1,700.75 |
1,700.75 |
1,688.50 |
1,695.50 |
PP |
1,690.50 |
1,690.50 |
1,690.50 |
1,688.00 |
S1 |
1,676.25 |
1,676.25 |
1,684.00 |
1,671.00 |
S2 |
1,666.00 |
1,666.00 |
1,681.75 |
|
S3 |
1,641.50 |
1,651.75 |
1,679.50 |
|
S4 |
1,617.00 |
1,627.25 |
1,672.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,703.50 |
1,675.25 |
28.25 |
1.7% |
13.50 |
0.8% |
42% |
False |
True |
1,418,873 |
10 |
1,705.00 |
1,675.25 |
29.75 |
1.8% |
12.75 |
0.8% |
39% |
False |
True |
1,398,544 |
20 |
1,705.00 |
1,665.75 |
39.25 |
2.3% |
13.50 |
0.8% |
54% |
False |
False |
1,319,306 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.50 |
1.0% |
88% |
False |
False |
1,578,635 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.50 |
1.2% |
88% |
False |
False |
1,117,950 |
80 |
1,705.00 |
1,530.25 |
174.75 |
10.4% |
18.50 |
1.1% |
90% |
False |
False |
841,708 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.50 |
1.1% |
90% |
False |
False |
674,413 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.9% |
17.75 |
1.1% |
92% |
False |
False |
562,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.50 |
2.618 |
1,722.25 |
1.618 |
1,709.25 |
1.000 |
1,701.25 |
0.618 |
1,696.25 |
HIGH |
1,688.25 |
0.618 |
1,683.25 |
0.500 |
1,681.75 |
0.382 |
1,680.25 |
LOW |
1,675.25 |
0.618 |
1,667.25 |
1.000 |
1,662.25 |
1.618 |
1,654.25 |
2.618 |
1,641.25 |
4.250 |
1,620.00 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,685.25 |
1,686.75 |
PP |
1,683.50 |
1,686.50 |
S1 |
1,681.75 |
1,686.00 |
|