Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,107.0 |
5,080.0 |
-27.0 |
-0.5% |
5,000.0 |
High |
5,119.0 |
5,081.0 |
-38.0 |
-0.7% |
5,147.0 |
Low |
5,092.0 |
5,053.0 |
-39.0 |
-0.8% |
4,996.0 |
Close |
5,110.0 |
5,071.0 |
-39.0 |
-0.8% |
5,071.0 |
Range |
27.0 |
28.0 |
1.0 |
3.7% |
151.0 |
ATR |
54.9 |
55.0 |
0.2 |
0.3% |
0.0 |
Volume |
18,322 |
20,149 |
1,827 |
10.0% |
115,946 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.3 |
5,139.7 |
5,086.4 |
|
R3 |
5,124.3 |
5,111.7 |
5,078.7 |
|
R2 |
5,096.3 |
5,096.3 |
5,076.1 |
|
R1 |
5,083.7 |
5,083.7 |
5,073.6 |
5,076.0 |
PP |
5,068.3 |
5,068.3 |
5,068.3 |
5,064.5 |
S1 |
5,055.7 |
5,055.7 |
5,068.4 |
5,048.0 |
S2 |
5,040.3 |
5,040.3 |
5,065.9 |
|
S3 |
5,012.3 |
5,027.7 |
5,063.3 |
|
S4 |
4,984.3 |
4,999.7 |
5,055.6 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,524.3 |
5,448.7 |
5,154.1 |
|
R3 |
5,373.3 |
5,297.7 |
5,112.5 |
|
R2 |
5,222.3 |
5,222.3 |
5,098.7 |
|
R1 |
5,146.7 |
5,146.7 |
5,084.8 |
5,184.5 |
PP |
5,071.3 |
5,071.3 |
5,071.3 |
5,090.3 |
S1 |
4,995.7 |
4,995.7 |
5,057.2 |
5,033.5 |
S2 |
4,920.3 |
4,920.3 |
5,043.3 |
|
S3 |
4,769.3 |
4,844.7 |
5,029.5 |
|
S4 |
4,618.3 |
4,693.7 |
4,988.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,147.0 |
4,996.0 |
151.0 |
3.0% |
47.4 |
0.9% |
50% |
False |
False |
23,189 |
10 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
51.2 |
1.0% |
60% |
False |
False |
23,695 |
20 |
5,147.0 |
4,952.0 |
195.0 |
3.8% |
45.4 |
0.9% |
61% |
False |
False |
22,084 |
40 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
51.4 |
1.0% |
86% |
False |
False |
23,160 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
51.2 |
1.0% |
86% |
False |
False |
22,136 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
41.9 |
0.8% |
80% |
False |
False |
16,627 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
35.9 |
0.7% |
80% |
False |
False |
13,306 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
30.7 |
0.6% |
80% |
False |
False |
11,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,200.0 |
2.618 |
5,154.3 |
1.618 |
5,126.3 |
1.000 |
5,109.0 |
0.618 |
5,098.3 |
HIGH |
5,081.0 |
0.618 |
5,070.3 |
0.500 |
5,067.0 |
0.382 |
5,063.7 |
LOW |
5,053.0 |
0.618 |
5,035.7 |
1.000 |
5,025.0 |
1.618 |
5,007.7 |
2.618 |
4,979.7 |
4.250 |
4,934.0 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,069.7 |
5,100.0 |
PP |
5,068.3 |
5,090.3 |
S1 |
5,067.0 |
5,080.7 |
|