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 |
15,496.63 |
15,415.22 |
-81.41 |
-0.5% |
15,651.98 |
High |
15,507.76 |
15,441.75 |
-66.01 |
-0.4% |
15,655.21 |
Low |
15,346.65 |
15,359.93 |
13.28 |
0.1% |
15,346.65 |
Close |
15,425.51 |
15,419.68 |
-5.83 |
0.0% |
15,425.51 |
Range |
161.11 |
81.82 |
-79.29 |
-49.2% |
308.56 |
ATR |
122.97 |
120.03 |
-2.94 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,652.58 |
15,617.95 |
15,464.68 |
|
R3 |
15,570.76 |
15,536.13 |
15,442.18 |
|
R2 |
15,488.94 |
15,488.94 |
15,434.68 |
|
R1 |
15,454.31 |
15,454.31 |
15,427.18 |
15,471.63 |
PP |
15,407.12 |
15,407.12 |
15,407.12 |
15,415.78 |
S1 |
15,372.49 |
15,372.49 |
15,412.18 |
15,389.81 |
S2 |
15,325.30 |
15,325.30 |
15,404.68 |
|
S3 |
15,243.48 |
15,290.67 |
15,397.18 |
|
S4 |
15,161.66 |
15,208.85 |
15,374.68 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,401.47 |
16,222.05 |
15,595.22 |
|
R3 |
16,092.91 |
15,913.49 |
15,510.36 |
|
R2 |
15,784.35 |
15,784.35 |
15,482.08 |
|
R1 |
15,604.93 |
15,604.93 |
15,453.79 |
15,540.36 |
PP |
15,475.79 |
15,475.79 |
15,475.79 |
15,443.51 |
S1 |
15,296.37 |
15,296.37 |
15,397.23 |
15,231.80 |
S2 |
15,167.23 |
15,167.23 |
15,368.94 |
|
S3 |
14,858.67 |
14,987.81 |
15,340.66 |
|
S4 |
14,550.11 |
14,679.25 |
15,255.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,608.44 |
15,346.65 |
261.79 |
1.7% |
122.19 |
0.8% |
28% |
False |
False |
|
10 |
15,658.43 |
15,346.65 |
311.78 |
2.0% |
118.41 |
0.8% |
23% |
False |
False |
|
20 |
15,658.43 |
15,346.65 |
311.78 |
2.0% |
103.39 |
0.7% |
23% |
False |
False |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
133.41 |
0.9% |
78% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
147.77 |
1.0% |
78% |
False |
False |
|
80 |
15,658.43 |
14,444.03 |
1,214.40 |
7.9% |
137.76 |
0.9% |
80% |
False |
False |
|
100 |
15,658.43 |
14,383.02 |
1,275.41 |
8.3% |
136.60 |
0.9% |
81% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.2% |
133.01 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,789.49 |
2.618 |
15,655.95 |
1.618 |
15,574.13 |
1.000 |
15,523.57 |
0.618 |
15,492.31 |
HIGH |
15,441.75 |
0.618 |
15,410.49 |
0.500 |
15,400.84 |
0.382 |
15,391.19 |
LOW |
15,359.93 |
0.618 |
15,309.37 |
1.000 |
15,278.11 |
1.618 |
15,227.55 |
2.618 |
15,145.73 |
4.250 |
15,012.20 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,413.40 |
15,451.89 |
PP |
15,407.12 |
15,441.15 |
S1 |
15,400.84 |
15,430.42 |
|