Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
5,061.0 |
5,071.0 |
10.0 |
0.2% |
5,124.0 |
High |
5,081.0 |
5,126.0 |
45.0 |
0.9% |
5,140.0 |
Low |
5,042.0 |
5,055.0 |
13.0 |
0.3% |
5,042.0 |
Close |
5,076.0 |
5,118.0 |
42.0 |
0.8% |
5,118.0 |
Range |
39.0 |
71.0 |
32.0 |
82.1% |
98.0 |
ATR |
54.3 |
55.5 |
1.2 |
2.2% |
0.0 |
Volume |
21,533 |
27,510 |
5,977 |
27.8% |
114,577 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,312.7 |
5,286.3 |
5,157.1 |
|
R3 |
5,241.7 |
5,215.3 |
5,137.5 |
|
R2 |
5,170.7 |
5,170.7 |
5,131.0 |
|
R1 |
5,144.3 |
5,144.3 |
5,124.5 |
5,157.5 |
PP |
5,099.7 |
5,099.7 |
5,099.7 |
5,106.3 |
S1 |
5,073.3 |
5,073.3 |
5,111.5 |
5,086.5 |
S2 |
5,028.7 |
5,028.7 |
5,105.0 |
|
S3 |
4,957.7 |
5,002.3 |
5,098.5 |
|
S4 |
4,886.7 |
4,931.3 |
5,079.0 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,394.0 |
5,354.0 |
5,171.9 |
|
R3 |
5,296.0 |
5,256.0 |
5,145.0 |
|
R2 |
5,198.0 |
5,198.0 |
5,136.0 |
|
R1 |
5,158.0 |
5,158.0 |
5,127.0 |
5,129.0 |
PP |
5,100.0 |
5,100.0 |
5,100.0 |
5,085.5 |
S1 |
5,060.0 |
5,060.0 |
5,109.0 |
5,031.0 |
S2 |
5,002.0 |
5,002.0 |
5,100.0 |
|
S3 |
4,904.0 |
4,962.0 |
5,091.1 |
|
S4 |
4,806.0 |
4,864.0 |
5,064.1 |
|
|
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% |
41.0 |
0.8% |
78% |
False |
False |
22,915 |
10 |
5,140.0 |
4,996.0 |
144.0 |
2.8% |
44.4 |
0.9% |
85% |
False |
False |
23,319 |
20 |
5,147.0 |
4,955.0 |
192.0 |
3.8% |
47.8 |
0.9% |
85% |
False |
False |
23,507 |
40 |
5,147.0 |
4,745.0 |
402.0 |
7.9% |
45.6 |
0.9% |
93% |
False |
False |
21,732 |
60 |
5,147.0 |
4,598.0 |
549.0 |
10.7% |
52.4 |
1.0% |
95% |
False |
False |
25,941 |
80 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
46.9 |
0.9% |
88% |
False |
False |
19,538 |
100 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
39.6 |
0.8% |
88% |
False |
False |
15,635 |
120 |
5,192.0 |
4,598.0 |
594.0 |
11.6% |
34.4 |
0.7% |
88% |
False |
False |
13,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,427.8 |
2.618 |
5,311.9 |
1.618 |
5,240.9 |
1.000 |
5,197.0 |
0.618 |
5,169.9 |
HIGH |
5,126.0 |
0.618 |
5,098.9 |
0.500 |
5,090.5 |
0.382 |
5,082.1 |
LOW |
5,055.0 |
0.618 |
5,011.1 |
1.000 |
4,984.0 |
1.618 |
4,940.1 |
2.618 |
4,869.1 |
4.250 |
4,753.3 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
5,108.8 |
5,106.7 |
PP |
5,099.7 |
5,095.3 |
S1 |
5,090.5 |
5,084.0 |
|