Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,065.0 |
5,061.0 |
-4.0 |
-0.1% |
5,070.0 |
High |
5,074.0 |
5,081.0 |
7.0 |
0.1% |
5,120.0 |
Low |
5,053.0 |
5,042.0 |
-11.0 |
-0.2% |
4,996.0 |
Close |
5,068.0 |
5,076.0 |
8.0 |
0.2% |
5,107.0 |
Range |
21.0 |
39.0 |
18.0 |
85.7% |
124.0 |
ATR |
55.4 |
54.3 |
-1.2 |
-2.1% |
0.0 |
Volume |
24,605 |
21,533 |
-3,072 |
-12.5% |
118,618 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,183.3 |
5,168.7 |
5,097.5 |
|
R3 |
5,144.3 |
5,129.7 |
5,086.7 |
|
R2 |
5,105.3 |
5,105.3 |
5,083.2 |
|
R1 |
5,090.7 |
5,090.7 |
5,079.6 |
5,098.0 |
PP |
5,066.3 |
5,066.3 |
5,066.3 |
5,070.0 |
S1 |
5,051.7 |
5,051.7 |
5,072.4 |
5,059.0 |
S2 |
5,027.3 |
5,027.3 |
5,068.9 |
|
S3 |
4,988.3 |
5,012.7 |
5,065.3 |
|
S4 |
4,949.3 |
4,973.7 |
5,054.6 |
|
|
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 |
5,042.0 |
98.0 |
1.9% |
37.8 |
0.7% |
35% |
False |
True |
22,635 |
10 |
5,140.0 |
4,996.0 |
144.0 |
2.8% |
40.1 |
0.8% |
56% |
False |
False |
22,583 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
45.5 |
0.9% |
63% |
False |
False |
23,114 |
40 |
5,147.0 |
4,745.0 |
402.0 |
7.9% |
44.8 |
0.9% |
82% |
False |
False |
21,435 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.8% |
51.7 |
1.0% |
87% |
False |
False |
25,509 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
46.1 |
0.9% |
80% |
False |
False |
19,194 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
38.9 |
0.8% |
80% |
False |
False |
15,360 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.7% |
33.8 |
0.7% |
80% |
False |
False |
12,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,246.8 |
2.618 |
5,183.1 |
1.618 |
5,144.1 |
1.000 |
5,120.0 |
0.618 |
5,105.1 |
HIGH |
5,081.0 |
0.618 |
5,066.1 |
0.500 |
5,061.5 |
0.382 |
5,056.9 |
LOW |
5,042.0 |
0.618 |
5,017.9 |
1.000 |
5,003.0 |
1.618 |
4,978.9 |
2.618 |
4,939.9 |
4.250 |
4,876.3 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,071.2 |
5,084.5 |
PP |
5,066.3 |
5,081.7 |
S1 |
5,061.5 |
5,078.8 |
|