Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,070.0 |
5,068.0 |
-2.0 |
0.0% |
5,000.0 |
High |
5,102.0 |
5,079.0 |
-23.0 |
-0.5% |
5,147.0 |
Low |
5,067.0 |
5,031.0 |
-36.0 |
-0.7% |
4,996.0 |
Close |
5,088.0 |
5,051.0 |
-37.0 |
-0.7% |
5,071.0 |
Range |
35.0 |
48.0 |
13.0 |
37.1% |
151.0 |
ATR |
53.6 |
53.9 |
0.2 |
0.5% |
0.0 |
Volume |
20,390 |
22,779 |
2,389 |
11.7% |
115,946 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,197.7 |
5,172.3 |
5,077.4 |
|
R3 |
5,149.7 |
5,124.3 |
5,064.2 |
|
R2 |
5,101.7 |
5,101.7 |
5,059.8 |
|
R1 |
5,076.3 |
5,076.3 |
5,055.4 |
5,065.0 |
PP |
5,053.7 |
5,053.7 |
5,053.7 |
5,048.0 |
S1 |
5,028.3 |
5,028.3 |
5,046.6 |
5,017.0 |
S2 |
5,005.7 |
5,005.7 |
5,042.2 |
|
S3 |
4,957.7 |
4,980.3 |
5,037.8 |
|
S4 |
4,909.7 |
4,932.3 |
5,024.6 |
|
|
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 |
5,031.0 |
116.0 |
2.3% |
37.2 |
0.7% |
17% |
False |
True |
21,713 |
10 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
53.5 |
1.1% |
50% |
False |
False |
24,557 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
46.4 |
0.9% |
50% |
False |
False |
22,529 |
40 |
5,147.0 |
4,654.0 |
493.0 |
9.8% |
50.6 |
1.0% |
81% |
False |
False |
22,574 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.9% |
49.7 |
1.0% |
83% |
False |
False |
22,836 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
42.8 |
0.8% |
76% |
False |
False |
17,166 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
36.5 |
0.7% |
76% |
False |
False |
13,738 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
31.4 |
0.6% |
76% |
False |
False |
11,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,283.0 |
2.618 |
5,204.7 |
1.618 |
5,156.7 |
1.000 |
5,127.0 |
0.618 |
5,108.7 |
HIGH |
5,079.0 |
0.618 |
5,060.7 |
0.500 |
5,055.0 |
0.382 |
5,049.3 |
LOW |
5,031.0 |
0.618 |
5,001.3 |
1.000 |
4,983.0 |
1.618 |
4,953.3 |
2.618 |
4,905.3 |
4.250 |
4,827.0 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,055.0 |
5,066.5 |
PP |
5,053.7 |
5,061.3 |
S1 |
5,052.3 |
5,056.2 |
|