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 |
3,129.25 |
3,113.50 |
-15.75 |
-0.5% |
3,136.25 |
High |
3,134.75 |
3,129.50 |
-5.25 |
-0.2% |
3,140.25 |
Low |
3,107.00 |
3,094.25 |
-12.75 |
-0.4% |
3,090.75 |
Close |
3,113.25 |
3,124.00 |
10.75 |
0.3% |
3,113.25 |
Range |
27.75 |
35.25 |
7.50 |
27.0% |
49.50 |
ATR |
30.62 |
30.95 |
0.33 |
1.1% |
0.00 |
Volume |
199,820 |
171,281 |
-28,539 |
-14.3% |
929,020 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,221.75 |
3,208.00 |
3,143.50 |
|
R3 |
3,186.50 |
3,172.75 |
3,133.75 |
|
R2 |
3,151.25 |
3,151.25 |
3,130.50 |
|
R1 |
3,137.50 |
3,137.50 |
3,127.25 |
3,144.50 |
PP |
3,116.00 |
3,116.00 |
3,116.00 |
3,119.25 |
S1 |
3,102.25 |
3,102.25 |
3,120.75 |
3,109.00 |
S2 |
3,080.75 |
3,080.75 |
3,117.50 |
|
S3 |
3,045.50 |
3,067.00 |
3,114.25 |
|
S4 |
3,010.25 |
3,031.75 |
3,104.50 |
|
|
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 |
3,139.50 |
3,090.75 |
48.75 |
1.6% |
30.50 |
1.0% |
68% |
False |
False |
197,142 |
10 |
3,140.25 |
3,065.50 |
74.75 |
2.4% |
28.00 |
0.9% |
78% |
False |
False |
190,827 |
20 |
3,140.25 |
3,023.50 |
116.75 |
3.7% |
27.50 |
0.9% |
86% |
False |
False |
191,516 |
40 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
34.75 |
1.1% |
95% |
False |
False |
214,376 |
60 |
3,140.25 |
2,817.75 |
322.50 |
10.3% |
36.50 |
1.2% |
95% |
False |
False |
149,254 |
80 |
3,140.25 |
2,739.00 |
401.25 |
12.8% |
33.00 |
1.1% |
96% |
False |
False |
111,981 |
100 |
3,140.25 |
2,733.00 |
407.25 |
13.0% |
31.75 |
1.0% |
96% |
False |
False |
89,588 |
120 |
3,140.25 |
2,690.50 |
449.75 |
14.4% |
28.75 |
0.9% |
96% |
False |
False |
74,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,279.25 |
2.618 |
3,221.75 |
1.618 |
3,186.50 |
1.000 |
3,164.75 |
0.618 |
3,151.25 |
HIGH |
3,129.50 |
0.618 |
3,116.00 |
0.500 |
3,112.00 |
0.382 |
3,107.75 |
LOW |
3,094.25 |
0.618 |
3,072.50 |
1.000 |
3,059.00 |
1.618 |
3,037.25 |
2.618 |
3,002.00 |
4.250 |
2,944.50 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3,120.00 |
3,121.00 |
PP |
3,116.00 |
3,118.25 |
S1 |
3,112.00 |
3,115.50 |
|