Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,071.0 |
5,029.0 |
-42.0 |
-0.8% |
5,000.0 |
High |
5,085.0 |
5,054.0 |
-31.0 |
-0.6% |
5,147.0 |
Low |
5,042.0 |
4,996.0 |
-46.0 |
-0.9% |
4,996.0 |
Close |
5,079.0 |
5,039.0 |
-40.0 |
-0.8% |
5,071.0 |
Range |
43.0 |
58.0 |
15.0 |
34.9% |
151.0 |
ATR |
53.1 |
55.2 |
2.1 |
4.0% |
0.0 |
Volume |
21,798 |
27,542 |
5,744 |
26.4% |
115,946 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,203.7 |
5,179.3 |
5,070.9 |
|
R3 |
5,145.7 |
5,121.3 |
5,055.0 |
|
R2 |
5,087.7 |
5,087.7 |
5,049.6 |
|
R1 |
5,063.3 |
5,063.3 |
5,044.3 |
5,075.5 |
PP |
5,029.7 |
5,029.7 |
5,029.7 |
5,035.8 |
S1 |
5,005.3 |
5,005.3 |
5,033.7 |
5,017.5 |
S2 |
4,971.7 |
4,971.7 |
5,028.4 |
|
S3 |
4,913.7 |
4,947.3 |
5,023.1 |
|
S4 |
4,855.7 |
4,889.3 |
5,007.1 |
|
|
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 |
5,102.0 |
4,996.0 |
106.0 |
2.1% |
42.4 |
0.8% |
41% |
False |
True |
22,531 |
10 |
5,147.0 |
4,973.0 |
174.0 |
3.5% |
47.6 |
0.9% |
38% |
False |
False |
23,122 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
47.4 |
0.9% |
44% |
False |
False |
22,999 |
40 |
5,147.0 |
4,663.0 |
484.0 |
9.6% |
49.4 |
1.0% |
78% |
False |
False |
22,238 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.9% |
51.1 |
1.0% |
80% |
False |
False |
23,648 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
44.0 |
0.9% |
74% |
False |
False |
17,782 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
37.4 |
0.7% |
74% |
False |
False |
14,231 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.8% |
32.2 |
0.6% |
74% |
False |
False |
11,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,300.5 |
2.618 |
5,205.8 |
1.618 |
5,147.8 |
1.000 |
5,112.0 |
0.618 |
5,089.8 |
HIGH |
5,054.0 |
0.618 |
5,031.8 |
0.500 |
5,025.0 |
0.382 |
5,018.2 |
LOW |
4,996.0 |
0.618 |
4,960.2 |
1.000 |
4,938.0 |
1.618 |
4,902.2 |
2.618 |
4,844.2 |
4.250 |
4,749.5 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,034.3 |
5,040.5 |
PP |
5,029.7 |
5,040.0 |
S1 |
5,025.0 |
5,039.5 |
|