Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3,117.25 |
3,129.25 |
12.00 |
0.4% |
3,136.25 |
High |
3,136.50 |
3,134.75 |
-1.75 |
-0.1% |
3,140.25 |
Low |
3,108.50 |
3,107.00 |
-1.50 |
0.0% |
3,090.75 |
Close |
3,127.00 |
3,113.25 |
-13.75 |
-0.4% |
3,113.25 |
Range |
28.00 |
27.75 |
-0.25 |
-0.9% |
49.50 |
ATR |
30.84 |
30.62 |
-0.22 |
-0.7% |
0.00 |
Volume |
215,700 |
199,820 |
-15,880 |
-7.4% |
929,020 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,201.50 |
3,185.25 |
3,128.50 |
|
R3 |
3,173.75 |
3,157.50 |
3,121.00 |
|
R2 |
3,146.00 |
3,146.00 |
3,118.25 |
|
R1 |
3,129.75 |
3,129.75 |
3,115.75 |
3,124.00 |
PP |
3,118.25 |
3,118.25 |
3,118.25 |
3,115.50 |
S1 |
3,102.00 |
3,102.00 |
3,110.75 |
3,096.25 |
S2 |
3,090.50 |
3,090.50 |
3,108.25 |
|
S3 |
3,062.75 |
3,074.25 |
3,105.50 |
|
S4 |
3,035.00 |
3,046.50 |
3,098.00 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,263.25 |
3,237.75 |
3,140.50 |
|
R3 |
3,213.75 |
3,188.25 |
3,126.75 |
|
R2 |
3,164.25 |
3,164.25 |
3,122.25 |
|
R1 |
3,138.75 |
3,138.75 |
3,117.75 |
3,126.75 |
PP |
3,114.75 |
3,114.75 |
3,114.75 |
3,108.75 |
S1 |
3,089.25 |
3,089.25 |
3,108.75 |
3,077.25 |
S2 |
3,065.25 |
3,065.25 |
3,104.25 |
|
S3 |
3,015.75 |
3,039.75 |
3,099.75 |
|
S4 |
2,966.25 |
2,990.25 |
3,086.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,140.25 |
3,090.75 |
49.50 |
1.6% |
26.00 |
0.8% |
45% |
False |
False |
185,804 |
10 |
3,140.25 |
3,056.75 |
83.50 |
2.7% |
26.75 |
0.9% |
68% |
False |
False |
192,694 |
20 |
3,140.25 |
3,023.50 |
116.75 |
3.8% |
26.25 |
0.8% |
77% |
False |
False |
188,573 |
40 |
3,140.25 |
2,817.75 |
322.50 |
10.4% |
34.50 |
1.1% |
92% |
False |
False |
215,774 |
60 |
3,140.25 |
2,817.75 |
322.50 |
10.4% |
36.25 |
1.2% |
92% |
False |
False |
146,401 |
80 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
33.00 |
1.1% |
93% |
False |
False |
109,840 |
100 |
3,140.25 |
2,733.00 |
407.25 |
13.1% |
31.75 |
1.0% |
93% |
False |
False |
87,876 |
120 |
3,140.25 |
2,690.50 |
449.75 |
14.4% |
28.50 |
0.9% |
94% |
False |
False |
73,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,252.75 |
2.618 |
3,207.50 |
1.618 |
3,179.75 |
1.000 |
3,162.50 |
0.618 |
3,152.00 |
HIGH |
3,134.75 |
0.618 |
3,124.25 |
0.500 |
3,121.00 |
0.382 |
3,117.50 |
LOW |
3,107.00 |
0.618 |
3,089.75 |
1.000 |
3,079.25 |
1.618 |
3,062.00 |
2.618 |
3,034.25 |
4.250 |
2,989.00 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3,121.00 |
3,113.50 |
PP |
3,118.25 |
3,113.50 |
S1 |
3,115.75 |
3,113.50 |
|