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 |
1,285.2 |
1,314.0 |
28.8 |
2.2% |
1,315.0 |
High |
1,314.0 |
1,315.9 |
1.9 |
0.1% |
1,317.9 |
Low |
1,285.2 |
1,307.6 |
22.4 |
1.7% |
1,274.0 |
Close |
1,310.8 |
1,313.1 |
2.3 |
0.2% |
1,313.1 |
Range |
28.8 |
8.3 |
-20.5 |
-71.2% |
43.9 |
ATR |
23.5 |
22.4 |
-1.1 |
-4.6% |
0.0 |
Volume |
2,627 |
2,159 |
-468 |
-17.8% |
7,435 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.1 |
1,333.4 |
1,317.7 |
|
R3 |
1,328.8 |
1,325.1 |
1,315.4 |
|
R2 |
1,320.5 |
1,320.5 |
1,314.6 |
|
R1 |
1,316.8 |
1,316.8 |
1,313.9 |
1,314.5 |
PP |
1,312.2 |
1,312.2 |
1,312.2 |
1,311.1 |
S1 |
1,308.5 |
1,308.5 |
1,312.3 |
1,306.2 |
S2 |
1,303.9 |
1,303.9 |
1,311.6 |
|
S3 |
1,295.6 |
1,300.2 |
1,310.8 |
|
S4 |
1,287.3 |
1,291.9 |
1,308.5 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.4 |
1,417.1 |
1,337.2 |
|
R3 |
1,389.5 |
1,373.2 |
1,325.2 |
|
R2 |
1,345.6 |
1,345.6 |
1,321.1 |
|
R1 |
1,329.3 |
1,329.3 |
1,317.1 |
1,315.5 |
PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,294.8 |
S1 |
1,285.4 |
1,285.4 |
1,309.1 |
1,271.6 |
S2 |
1,257.8 |
1,257.8 |
1,305.1 |
|
S3 |
1,213.9 |
1,241.5 |
1,301.0 |
|
S4 |
1,170.0 |
1,197.6 |
1,289.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.9 |
1,274.0 |
43.9 |
3.3% |
19.1 |
1.5% |
89% |
False |
False |
1,487 |
10 |
1,339.0 |
1,274.0 |
65.0 |
5.0% |
20.3 |
1.5% |
60% |
False |
False |
1,641 |
20 |
1,346.5 |
1,273.8 |
72.7 |
5.5% |
19.7 |
1.5% |
54% |
False |
False |
1,899 |
40 |
1,392.2 |
1,187.9 |
204.3 |
15.6% |
22.4 |
1.7% |
61% |
False |
False |
1,678 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.9% |
22.4 |
1.7% |
53% |
False |
False |
1,263 |
80 |
1,482.1 |
1,187.9 |
294.2 |
22.4% |
20.9 |
1.6% |
43% |
False |
False |
1,227 |
100 |
1,622.3 |
1,187.9 |
434.4 |
33.1% |
21.2 |
1.6% |
29% |
False |
False |
1,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.2 |
2.618 |
1,337.6 |
1.618 |
1,329.3 |
1.000 |
1,324.2 |
0.618 |
1,321.0 |
HIGH |
1,315.9 |
0.618 |
1,312.7 |
0.500 |
1,311.8 |
0.382 |
1,310.8 |
LOW |
1,307.6 |
0.618 |
1,302.5 |
1.000 |
1,299.3 |
1.618 |
1,294.2 |
2.618 |
1,285.9 |
4.250 |
1,272.3 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,312.7 |
1,307.1 |
PP |
1,312.2 |
1,301.0 |
S1 |
1,311.8 |
1,295.0 |
|