Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,029.0 |
5,082.0 |
53.0 |
1.1% |
5,070.0 |
High |
5,054.0 |
5,120.0 |
66.0 |
1.3% |
5,120.0 |
Low |
4,996.0 |
5,065.0 |
69.0 |
1.4% |
4,996.0 |
Close |
5,039.0 |
5,107.0 |
68.0 |
1.3% |
5,107.0 |
Range |
58.0 |
55.0 |
-3.0 |
-5.2% |
124.0 |
ATR |
55.2 |
57.1 |
1.8 |
3.3% |
0.0 |
Volume |
27,542 |
26,109 |
-1,433 |
-5.2% |
118,618 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,262.3 |
5,239.7 |
5,137.3 |
|
R3 |
5,207.3 |
5,184.7 |
5,122.1 |
|
R2 |
5,152.3 |
5,152.3 |
5,117.1 |
|
R1 |
5,129.7 |
5,129.7 |
5,112.0 |
5,141.0 |
PP |
5,097.3 |
5,097.3 |
5,097.3 |
5,103.0 |
S1 |
5,074.7 |
5,074.7 |
5,102.0 |
5,086.0 |
S2 |
5,042.3 |
5,042.3 |
5,096.9 |
|
S3 |
4,987.3 |
5,019.7 |
5,091.9 |
|
S4 |
4,932.3 |
4,964.7 |
5,076.8 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,446.3 |
5,400.7 |
5,175.2 |
|
R3 |
5,322.3 |
5,276.7 |
5,141.1 |
|
R2 |
5,198.3 |
5,198.3 |
5,129.7 |
|
R1 |
5,152.7 |
5,152.7 |
5,118.4 |
5,175.5 |
PP |
5,074.3 |
5,074.3 |
5,074.3 |
5,085.8 |
S1 |
5,028.7 |
5,028.7 |
5,095.6 |
5,051.5 |
S2 |
4,950.3 |
4,950.3 |
5,084.3 |
|
S3 |
4,826.3 |
4,904.7 |
5,072.9 |
|
S4 |
4,702.3 |
4,780.7 |
5,038.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,120.0 |
4,996.0 |
124.0 |
2.4% |
47.8 |
0.9% |
90% |
True |
False |
23,723 |
10 |
5,147.0 |
4,996.0 |
151.0 |
3.0% |
47.6 |
0.9% |
74% |
False |
False |
23,456 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
48.1 |
0.9% |
79% |
False |
False |
23,444 |
40 |
5,147.0 |
4,663.0 |
484.0 |
9.5% |
49.6 |
1.0% |
92% |
False |
False |
22,212 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
51.5 |
1.0% |
93% |
False |
False |
24,073 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
44.7 |
0.9% |
86% |
False |
False |
18,109 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
37.9 |
0.7% |
86% |
False |
False |
14,491 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
32.7 |
0.6% |
86% |
False |
False |
12,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,353.8 |
2.618 |
5,264.0 |
1.618 |
5,209.0 |
1.000 |
5,175.0 |
0.618 |
5,154.0 |
HIGH |
5,120.0 |
0.618 |
5,099.0 |
0.500 |
5,092.5 |
0.382 |
5,086.0 |
LOW |
5,065.0 |
0.618 |
5,031.0 |
1.000 |
5,010.0 |
1.618 |
4,976.0 |
2.618 |
4,921.0 |
4.250 |
4,831.3 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,102.2 |
5,090.7 |
PP |
5,097.3 |
5,074.3 |
S1 |
5,092.5 |
5,058.0 |
|