Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,124.0 |
5,103.0 |
-21.0 |
-0.4% |
5,070.0 |
High |
5,140.0 |
5,127.0 |
-13.0 |
-0.3% |
5,120.0 |
Low |
5,107.0 |
5,086.0 |
-21.0 |
-0.4% |
4,996.0 |
Close |
5,126.0 |
5,123.0 |
-3.0 |
-0.1% |
5,107.0 |
Range |
33.0 |
41.0 |
8.0 |
24.2% |
124.0 |
ATR |
55.3 |
54.3 |
-1.0 |
-1.9% |
0.0 |
Volume |
21,487 |
19,442 |
-2,045 |
-9.5% |
118,618 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,235.0 |
5,220.0 |
5,145.6 |
|
R3 |
5,194.0 |
5,179.0 |
5,134.3 |
|
R2 |
5,153.0 |
5,153.0 |
5,130.5 |
|
R1 |
5,138.0 |
5,138.0 |
5,126.8 |
5,145.5 |
PP |
5,112.0 |
5,112.0 |
5,112.0 |
5,115.8 |
S1 |
5,097.0 |
5,097.0 |
5,119.2 |
5,104.5 |
S2 |
5,071.0 |
5,071.0 |
5,115.5 |
|
S3 |
5,030.0 |
5,056.0 |
5,111.7 |
|
S4 |
4,989.0 |
5,015.0 |
5,100.5 |
|
|
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% |
46.0 |
0.9% |
88% |
False |
False |
23,275 |
10 |
5,147.0 |
4,996.0 |
151.0 |
2.9% |
41.6 |
0.8% |
84% |
False |
False |
22,494 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.7% |
48.5 |
0.9% |
88% |
False |
False |
23,624 |
40 |
5,147.0 |
4,679.0 |
468.0 |
9.1% |
46.6 |
0.9% |
95% |
False |
False |
21,601 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
51.8 |
1.0% |
96% |
False |
False |
24,744 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
45.6 |
0.9% |
88% |
False |
False |
18,619 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
38.6 |
0.8% |
88% |
False |
False |
14,899 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
33.3 |
0.7% |
88% |
False |
False |
12,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,301.3 |
2.618 |
5,234.3 |
1.618 |
5,193.3 |
1.000 |
5,168.0 |
0.618 |
5,152.3 |
HIGH |
5,127.0 |
0.618 |
5,111.3 |
0.500 |
5,106.5 |
0.382 |
5,101.7 |
LOW |
5,086.0 |
0.618 |
5,060.7 |
1.000 |
5,045.0 |
1.618 |
5,019.7 |
2.618 |
4,978.7 |
4.250 |
4,911.8 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,117.5 |
5,116.2 |
PP |
5,112.0 |
5,109.3 |
S1 |
5,106.5 |
5,102.5 |
|