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 |
3,138.75 |
3,113.00 |
-25.75 |
-0.8% |
3,136.25 |
High |
3,143.75 |
3,114.75 |
-29.00 |
-0.9% |
3,140.25 |
Low |
3,114.25 |
3,066.50 |
-47.75 |
-1.5% |
3,090.75 |
Close |
3,123.25 |
3,071.00 |
-52.25 |
-1.7% |
3,113.25 |
Range |
29.50 |
48.25 |
18.75 |
63.6% |
49.50 |
ATR |
31.66 |
33.45 |
1.79 |
5.7% |
0.00 |
Volume |
234,087 |
307,034 |
72,947 |
31.2% |
929,020 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,228.75 |
3,198.25 |
3,097.50 |
|
R3 |
3,180.50 |
3,150.00 |
3,084.25 |
|
R2 |
3,132.25 |
3,132.25 |
3,079.75 |
|
R1 |
3,101.75 |
3,101.75 |
3,075.50 |
3,093.00 |
PP |
3,084.00 |
3,084.00 |
3,084.00 |
3,079.75 |
S1 |
3,053.50 |
3,053.50 |
3,066.50 |
3,044.50 |
S2 |
3,035.75 |
3,035.75 |
3,062.25 |
|
S3 |
2,987.50 |
3,005.25 |
3,057.75 |
|
S4 |
2,939.25 |
2,957.00 |
3,044.50 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,263.25 |
3,237.75 |
3,140.50 |
|
R3 |
3,213.75 |
3,188.25 |
3,126.75 |
|
R2 |
3,164.25 |
3,164.25 |
3,122.25 |
|
R1 |
3,138.75 |
3,138.75 |
3,117.75 |
3,126.75 |
PP |
3,114.75 |
3,114.75 |
3,114.75 |
3,108.75 |
S1 |
3,089.25 |
3,089.25 |
3,108.75 |
3,077.25 |
S2 |
3,065.25 |
3,065.25 |
3,104.25 |
|
S3 |
3,015.75 |
3,039.75 |
3,099.75 |
|
S4 |
2,966.25 |
2,990.25 |
3,086.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,148.00 |
3,066.50 |
81.50 |
2.7% |
36.75 |
1.2% |
6% |
False |
True |
230,269 |
10 |
3,148.00 |
3,066.50 |
81.50 |
2.7% |
31.25 |
1.0% |
6% |
False |
True |
204,320 |
20 |
3,148.00 |
3,023.50 |
124.50 |
4.1% |
29.50 |
1.0% |
38% |
False |
False |
204,876 |
40 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
34.50 |
1.1% |
77% |
False |
False |
212,794 |
60 |
3,148.00 |
2,817.75 |
330.25 |
10.8% |
37.25 |
1.2% |
77% |
False |
False |
162,245 |
80 |
3,148.00 |
2,809.75 |
338.25 |
11.0% |
33.50 |
1.1% |
77% |
False |
False |
121,729 |
100 |
3,148.00 |
2,733.00 |
415.00 |
13.5% |
32.50 |
1.1% |
81% |
False |
False |
97,390 |
120 |
3,148.00 |
2,695.75 |
452.25 |
14.7% |
29.25 |
1.0% |
83% |
False |
False |
81,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,319.75 |
2.618 |
3,241.00 |
1.618 |
3,192.75 |
1.000 |
3,163.00 |
0.618 |
3,144.50 |
HIGH |
3,114.75 |
0.618 |
3,096.25 |
0.500 |
3,090.50 |
0.382 |
3,085.00 |
LOW |
3,066.50 |
0.618 |
3,036.75 |
1.000 |
3,018.25 |
1.618 |
2,988.50 |
2.618 |
2,940.25 |
4.250 |
2,861.50 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3,090.50 |
3,107.25 |
PP |
3,084.00 |
3,095.25 |
S1 |
3,077.50 |
3,083.00 |
|