Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,080.0 |
5,070.0 |
-10.0 |
-0.2% |
5,000.0 |
High |
5,081.0 |
5,102.0 |
21.0 |
0.4% |
5,147.0 |
Low |
5,053.0 |
5,067.0 |
14.0 |
0.3% |
4,996.0 |
Close |
5,071.0 |
5,088.0 |
17.0 |
0.3% |
5,071.0 |
Range |
28.0 |
35.0 |
7.0 |
25.0% |
151.0 |
ATR |
55.0 |
53.6 |
-1.4 |
-2.6% |
0.0 |
Volume |
20,149 |
20,390 |
241 |
1.2% |
115,946 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,190.7 |
5,174.3 |
5,107.3 |
|
R3 |
5,155.7 |
5,139.3 |
5,097.6 |
|
R2 |
5,120.7 |
5,120.7 |
5,094.4 |
|
R1 |
5,104.3 |
5,104.3 |
5,091.2 |
5,112.5 |
PP |
5,085.7 |
5,085.7 |
5,085.7 |
5,089.8 |
S1 |
5,069.3 |
5,069.3 |
5,084.8 |
5,077.5 |
S2 |
5,050.7 |
5,050.7 |
5,081.6 |
|
S3 |
5,015.7 |
5,034.3 |
5,078.4 |
|
S4 |
4,980.7 |
4,999.3 |
5,068.8 |
|
|
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 |
5,053.0 |
94.0 |
1.8% |
40.4 |
0.8% |
37% |
False |
False |
22,578 |
10 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
52.1 |
1.0% |
69% |
False |
False |
24,329 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
45.2 |
0.9% |
69% |
False |
False |
22,364 |
40 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
50.9 |
1.0% |
89% |
False |
False |
22,930 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
49.6 |
1.0% |
89% |
False |
False |
22,471 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
42.2 |
0.8% |
82% |
False |
False |
16,881 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
36.1 |
0.7% |
82% |
False |
False |
13,510 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
31.0 |
0.6% |
82% |
False |
False |
11,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,250.8 |
2.618 |
5,193.6 |
1.618 |
5,158.6 |
1.000 |
5,137.0 |
0.618 |
5,123.6 |
HIGH |
5,102.0 |
0.618 |
5,088.6 |
0.500 |
5,084.5 |
0.382 |
5,080.4 |
LOW |
5,067.0 |
0.618 |
5,045.4 |
1.000 |
5,032.0 |
1.618 |
5,010.4 |
2.618 |
4,975.4 |
4.250 |
4,918.3 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,086.8 |
5,087.3 |
PP |
5,085.7 |
5,086.7 |
S1 |
5,084.5 |
5,086.0 |
|