Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
6,521.0 |
6,575.0 |
54.0 |
0.8% |
6,610.0 |
High |
6,578.0 |
6,588.0 |
10.0 |
0.2% |
6,610.0 |
Low |
6,518.5 |
6,546.5 |
28.0 |
0.4% |
6,444.0 |
Close |
6,551.0 |
6,560.0 |
9.0 |
0.1% |
6,520.5 |
Range |
59.5 |
41.5 |
-18.0 |
-30.3% |
166.0 |
ATR |
61.4 |
60.0 |
-1.4 |
-2.3% |
0.0 |
Volume |
15 |
295 |
280 |
1,866.7% |
2,720 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,689.5 |
6,666.0 |
6,583.0 |
|
R3 |
6,648.0 |
6,624.5 |
6,571.5 |
|
R2 |
6,606.5 |
6,606.5 |
6,567.5 |
|
R1 |
6,583.0 |
6,583.0 |
6,564.0 |
6,574.0 |
PP |
6,565.0 |
6,565.0 |
6,565.0 |
6,560.0 |
S1 |
6,541.5 |
6,541.5 |
6,556.0 |
6,532.5 |
S2 |
6,523.5 |
6,523.5 |
6,552.5 |
|
S3 |
6,482.0 |
6,500.0 |
6,548.5 |
|
S4 |
6,440.5 |
6,458.5 |
6,537.0 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,023.0 |
6,937.5 |
6,612.0 |
|
R3 |
6,857.0 |
6,771.5 |
6,566.0 |
|
R2 |
6,691.0 |
6,691.0 |
6,551.0 |
|
R1 |
6,605.5 |
6,605.5 |
6,535.5 |
6,565.0 |
PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,504.5 |
S1 |
6,439.5 |
6,439.5 |
6,505.5 |
6,399.0 |
S2 |
6,359.0 |
6,359.0 |
6,490.0 |
|
S3 |
6,193.0 |
6,273.5 |
6,475.0 |
|
S4 |
6,027.0 |
6,107.5 |
6,429.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,588.0 |
6,456.5 |
131.5 |
2.0% |
42.5 |
0.7% |
79% |
True |
False |
602 |
10 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
55.5 |
0.8% |
68% |
False |
False |
314 |
20 |
6,615.0 |
6,444.0 |
171.0 |
2.6% |
52.5 |
0.8% |
68% |
False |
False |
233 |
40 |
6,615.0 |
5,951.5 |
663.5 |
10.1% |
55.5 |
0.8% |
92% |
False |
False |
154 |
60 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
40.5 |
0.6% |
81% |
False |
False |
111 |
80 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
31.0 |
0.5% |
81% |
False |
False |
89 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
25.0 |
0.4% |
81% |
False |
False |
72 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
20.5 |
0.3% |
81% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,764.5 |
2.618 |
6,696.5 |
1.618 |
6,655.0 |
1.000 |
6,629.5 |
0.618 |
6,613.5 |
HIGH |
6,588.0 |
0.618 |
6,572.0 |
0.500 |
6,567.0 |
0.382 |
6,562.5 |
LOW |
6,546.5 |
0.618 |
6,521.0 |
1.000 |
6,505.0 |
1.618 |
6,479.5 |
2.618 |
6,438.0 |
4.250 |
6,370.0 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,567.0 |
6,554.5 |
PP |
6,565.0 |
6,548.5 |
S1 |
6,562.5 |
6,543.0 |
|