Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,082.0 |
5,124.0 |
42.0 |
0.8% |
5,070.0 |
High |
5,120.0 |
5,140.0 |
20.0 |
0.4% |
5,120.0 |
Low |
5,065.0 |
5,107.0 |
42.0 |
0.8% |
4,996.0 |
Close |
5,107.0 |
5,126.0 |
19.0 |
0.4% |
5,107.0 |
Range |
55.0 |
33.0 |
-22.0 |
-40.0% |
124.0 |
ATR |
57.1 |
55.3 |
-1.7 |
-3.0% |
0.0 |
Volume |
26,109 |
21,487 |
-4,622 |
-17.7% |
118,618 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,223.3 |
5,207.7 |
5,144.2 |
|
R3 |
5,190.3 |
5,174.7 |
5,135.1 |
|
R2 |
5,157.3 |
5,157.3 |
5,132.1 |
|
R1 |
5,141.7 |
5,141.7 |
5,129.0 |
5,149.5 |
PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,128.3 |
S1 |
5,108.7 |
5,108.7 |
5,123.0 |
5,116.5 |
S2 |
5,091.3 |
5,091.3 |
5,120.0 |
|
S3 |
5,058.3 |
5,075.7 |
5,116.9 |
|
S4 |
5,025.3 |
5,042.7 |
5,107.9 |
|
|
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 |
5,140.0 |
4,996.0 |
144.0 |
2.8% |
47.4 |
0.9% |
90% |
True |
False |
23,943 |
10 |
5,147.0 |
4,996.0 |
151.0 |
2.9% |
43.9 |
0.9% |
86% |
False |
False |
23,260 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.7% |
48.4 |
0.9% |
89% |
False |
False |
23,766 |
40 |
5,147.0 |
4,679.0 |
468.0 |
9.1% |
47.9 |
0.9% |
96% |
False |
False |
21,888 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
51.6 |
1.0% |
96% |
False |
False |
24,430 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
45.1 |
0.9% |
89% |
False |
False |
18,377 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
38.3 |
0.7% |
89% |
False |
False |
14,706 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
33.0 |
0.6% |
89% |
False |
False |
12,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,280.3 |
2.618 |
5,226.4 |
1.618 |
5,193.4 |
1.000 |
5,173.0 |
0.618 |
5,160.4 |
HIGH |
5,140.0 |
0.618 |
5,127.4 |
0.500 |
5,123.5 |
0.382 |
5,119.6 |
LOW |
5,107.0 |
0.618 |
5,086.6 |
1.000 |
5,074.0 |
1.618 |
5,053.6 |
2.618 |
5,020.6 |
4.250 |
4,966.8 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,125.2 |
5,106.7 |
PP |
5,124.3 |
5,087.3 |
S1 |
5,123.5 |
5,068.0 |
|