Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,068.0 |
5,071.0 |
3.0 |
0.1% |
5,000.0 |
High |
5,079.0 |
5,085.0 |
6.0 |
0.1% |
5,147.0 |
Low |
5,031.0 |
5,042.0 |
11.0 |
0.2% |
4,996.0 |
Close |
5,051.0 |
5,079.0 |
28.0 |
0.6% |
5,071.0 |
Range |
48.0 |
43.0 |
-5.0 |
-10.4% |
151.0 |
ATR |
53.9 |
53.1 |
-0.8 |
-1.4% |
0.0 |
Volume |
22,779 |
21,798 |
-981 |
-4.3% |
115,946 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,197.7 |
5,181.3 |
5,102.7 |
|
R3 |
5,154.7 |
5,138.3 |
5,090.8 |
|
R2 |
5,111.7 |
5,111.7 |
5,086.9 |
|
R1 |
5,095.3 |
5,095.3 |
5,082.9 |
5,103.5 |
PP |
5,068.7 |
5,068.7 |
5,068.7 |
5,072.8 |
S1 |
5,052.3 |
5,052.3 |
5,075.1 |
5,060.5 |
S2 |
5,025.7 |
5,025.7 |
5,071.1 |
|
S3 |
4,982.7 |
5,009.3 |
5,067.2 |
|
S4 |
4,939.7 |
4,966.3 |
5,055.4 |
|
|
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 |
5,119.0 |
5,031.0 |
88.0 |
1.7% |
36.2 |
0.7% |
55% |
False |
False |
20,687 |
10 |
5,147.0 |
4,959.0 |
188.0 |
3.7% |
49.4 |
1.0% |
64% |
False |
False |
23,337 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
46.3 |
0.9% |
65% |
False |
False |
22,529 |
40 |
5,147.0 |
4,663.0 |
484.0 |
9.5% |
50.0 |
1.0% |
86% |
False |
False |
22,349 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
50.3 |
1.0% |
88% |
False |
False |
23,191 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
43.3 |
0.9% |
81% |
False |
False |
17,438 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
37.0 |
0.7% |
81% |
False |
False |
13,956 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
31.8 |
0.6% |
81% |
False |
False |
11,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,267.8 |
2.618 |
5,197.6 |
1.618 |
5,154.6 |
1.000 |
5,128.0 |
0.618 |
5,111.6 |
HIGH |
5,085.0 |
0.618 |
5,068.6 |
0.500 |
5,063.5 |
0.382 |
5,058.4 |
LOW |
5,042.0 |
0.618 |
5,015.4 |
1.000 |
4,999.0 |
1.618 |
4,972.4 |
2.618 |
4,929.4 |
4.250 |
4,859.3 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,073.8 |
5,074.8 |
PP |
5,068.7 |
5,070.7 |
S1 |
5,063.5 |
5,066.5 |
|