Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
6,575.0 |
6,529.0 |
-46.0 |
-0.7% |
6,610.0 |
High |
6,588.0 |
6,529.0 |
-59.0 |
-0.9% |
6,610.0 |
Low |
6,546.5 |
6,417.5 |
-129.0 |
-2.0% |
6,444.0 |
Close |
6,560.0 |
6,444.5 |
-115.5 |
-1.8% |
6,520.5 |
Range |
41.5 |
111.5 |
70.0 |
168.7% |
166.0 |
ATR |
60.0 |
65.9 |
5.9 |
9.8% |
0.0 |
Volume |
295 |
40 |
-255 |
-86.4% |
2,720 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,798.0 |
6,733.0 |
6,506.0 |
|
R3 |
6,686.5 |
6,621.5 |
6,475.0 |
|
R2 |
6,575.0 |
6,575.0 |
6,465.0 |
|
R1 |
6,510.0 |
6,510.0 |
6,454.5 |
6,487.0 |
PP |
6,463.5 |
6,463.5 |
6,463.5 |
6,452.0 |
S1 |
6,398.5 |
6,398.5 |
6,434.5 |
6,375.0 |
S2 |
6,352.0 |
6,352.0 |
6,424.0 |
|
S3 |
6,240.5 |
6,287.0 |
6,414.0 |
|
S4 |
6,129.0 |
6,175.5 |
6,383.0 |
|
|
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 |
6,417.5 |
170.5 |
2.6% |
58.0 |
0.9% |
16% |
False |
True |
600 |
10 |
6,615.0 |
6,417.5 |
197.5 |
3.1% |
61.0 |
1.0% |
14% |
False |
True |
313 |
20 |
6,615.0 |
6,417.5 |
197.5 |
3.1% |
54.5 |
0.8% |
14% |
False |
True |
198 |
40 |
6,615.0 |
5,951.5 |
663.5 |
10.3% |
56.5 |
0.9% |
74% |
False |
False |
147 |
60 |
6,687.0 |
5,951.5 |
735.5 |
11.4% |
42.5 |
0.7% |
67% |
False |
False |
112 |
80 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
32.0 |
0.5% |
65% |
False |
False |
90 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
26.0 |
0.4% |
65% |
False |
False |
73 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
21.5 |
0.3% |
65% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,003.0 |
2.618 |
6,821.0 |
1.618 |
6,709.5 |
1.000 |
6,640.5 |
0.618 |
6,598.0 |
HIGH |
6,529.0 |
0.618 |
6,486.5 |
0.500 |
6,473.0 |
0.382 |
6,460.0 |
LOW |
6,417.5 |
0.618 |
6,348.5 |
1.000 |
6,306.0 |
1.618 |
6,237.0 |
2.618 |
6,125.5 |
4.250 |
5,943.5 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,473.0 |
6,503.0 |
PP |
6,463.5 |
6,483.5 |
S1 |
6,454.0 |
6,464.0 |
|