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 |
1,681.75 |
1,688.00 |
6.25 |
0.4% |
1,696.50 |
High |
1,690.50 |
1,689.50 |
-1.00 |
-0.1% |
1,698.25 |
Low |
1,678.25 |
1,676.00 |
-2.25 |
-0.1% |
1,674.50 |
Close |
1,687.25 |
1,679.75 |
-7.50 |
-0.4% |
1,679.75 |
Range |
12.25 |
13.50 |
1.25 |
10.2% |
23.75 |
ATR |
14.67 |
14.59 |
-0.08 |
-0.6% |
0.00 |
Volume |
3,611 |
2,045 |
-1,566 |
-43.4% |
13,350 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.25 |
1,714.50 |
1,687.25 |
|
R3 |
1,708.75 |
1,701.00 |
1,683.50 |
|
R2 |
1,695.25 |
1,695.25 |
1,682.25 |
|
R1 |
1,687.50 |
1,687.50 |
1,681.00 |
1,684.50 |
PP |
1,681.75 |
1,681.75 |
1,681.75 |
1,680.25 |
S1 |
1,674.00 |
1,674.00 |
1,678.50 |
1,671.00 |
S2 |
1,668.25 |
1,668.25 |
1,677.25 |
|
S3 |
1,654.75 |
1,660.50 |
1,676.00 |
|
S4 |
1,641.25 |
1,647.00 |
1,672.25 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.50 |
1,741.25 |
1,692.75 |
|
R3 |
1,731.75 |
1,717.50 |
1,686.25 |
|
R2 |
1,708.00 |
1,708.00 |
1,684.00 |
|
R1 |
1,693.75 |
1,693.75 |
1,682.00 |
1,689.00 |
PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,681.75 |
S1 |
1,670.00 |
1,670.00 |
1,677.50 |
1,665.25 |
S2 |
1,660.50 |
1,660.50 |
1,675.50 |
|
S3 |
1,636.75 |
1,646.25 |
1,673.25 |
|
S4 |
1,613.00 |
1,622.50 |
1,666.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,698.25 |
1,674.50 |
23.75 |
1.4% |
11.25 |
0.7% |
22% |
False |
False |
2,670 |
10 |
1,698.50 |
1,670.25 |
28.25 |
1.7% |
11.75 |
0.7% |
34% |
False |
False |
2,797 |
20 |
1,698.50 |
1,660.00 |
38.50 |
2.3% |
12.50 |
0.7% |
51% |
False |
False |
3,220 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
17.00 |
1.0% |
88% |
False |
False |
3,433 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.25 |
1.1% |
88% |
False |
False |
2,433 |
80 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.75 |
1.0% |
90% |
False |
False |
1,848 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.25 |
1.0% |
90% |
False |
False |
1,507 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.50 |
0.9% |
92% |
False |
False |
1,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.00 |
2.618 |
1,724.75 |
1.618 |
1,711.25 |
1.000 |
1,703.00 |
0.618 |
1,697.75 |
HIGH |
1,689.50 |
0.618 |
1,684.25 |
0.500 |
1,682.75 |
0.382 |
1,681.25 |
LOW |
1,676.00 |
0.618 |
1,667.75 |
1.000 |
1,662.50 |
1.618 |
1,654.25 |
2.618 |
1,640.75 |
4.250 |
1,618.50 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,682.75 |
1,682.50 |
PP |
1,681.75 |
1,681.50 |
S1 |
1,680.75 |
1,680.75 |
|