Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,353.5 |
8,380.0 |
26.5 |
0.3% |
8,356.0 |
High |
8,403.5 |
8,397.0 |
-6.5 |
-0.1% |
8,459.0 |
Low |
8,330.5 |
8,325.5 |
-5.0 |
-0.1% |
8,239.0 |
Close |
8,389.0 |
8,368.0 |
-21.0 |
-0.3% |
8,389.0 |
Range |
73.0 |
71.5 |
-1.5 |
-2.1% |
220.0 |
ATR |
106.1 |
103.6 |
-2.5 |
-2.3% |
0.0 |
Volume |
77,538 |
104,114 |
26,576 |
34.3% |
412,693 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,578.0 |
8,544.5 |
8,407.3 |
|
R3 |
8,506.5 |
8,473.0 |
8,387.7 |
|
R2 |
8,435.0 |
8,435.0 |
8,381.1 |
|
R1 |
8,401.5 |
8,401.5 |
8,374.6 |
8,382.5 |
PP |
8,363.5 |
8,363.5 |
8,363.5 |
8,354.0 |
S1 |
8,330.0 |
8,330.0 |
8,361.4 |
8,311.0 |
S2 |
8,292.0 |
8,292.0 |
8,354.9 |
|
S3 |
8,220.5 |
8,258.5 |
8,348.3 |
|
S4 |
8,149.0 |
8,187.0 |
8,328.7 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,022.3 |
8,925.7 |
8,510.0 |
|
R3 |
8,802.3 |
8,705.7 |
8,449.5 |
|
R2 |
8,582.3 |
8,582.3 |
8,429.3 |
|
R1 |
8,485.7 |
8,485.7 |
8,409.2 |
8,534.0 |
PP |
8,362.3 |
8,362.3 |
8,362.3 |
8,386.5 |
S1 |
8,265.7 |
8,265.7 |
8,368.8 |
8,314.0 |
S2 |
8,142.3 |
8,142.3 |
8,348.7 |
|
S3 |
7,922.3 |
8,045.7 |
8,328.5 |
|
S4 |
7,702.3 |
7,825.7 |
8,268.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,459.0 |
8,308.0 |
151.0 |
1.8% |
76.5 |
0.9% |
40% |
False |
False |
86,392 |
10 |
8,459.0 |
8,232.5 |
226.5 |
2.7% |
92.5 |
1.1% |
60% |
False |
False |
84,324 |
20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
94.7 |
1.1% |
62% |
False |
False |
84,819 |
40 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
107.3 |
1.3% |
88% |
False |
False |
90,406 |
60 |
8,537.0 |
7,660.0 |
877.0 |
10.5% |
119.1 |
1.4% |
81% |
False |
False |
71,203 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
112.4 |
1.3% |
78% |
False |
False |
53,500 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
115.0 |
1.4% |
82% |
False |
False |
42,865 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
110.5 |
1.3% |
82% |
False |
False |
36,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,700.9 |
2.618 |
8,584.2 |
1.618 |
8,512.7 |
1.000 |
8,468.5 |
0.618 |
8,441.2 |
HIGH |
8,397.0 |
0.618 |
8,369.7 |
0.500 |
8,361.3 |
0.382 |
8,352.8 |
LOW |
8,325.5 |
0.618 |
8,281.3 |
1.000 |
8,254.0 |
1.618 |
8,209.8 |
2.618 |
8,138.3 |
4.250 |
8,021.6 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,365.8 |
8,367.3 |
PP |
8,363.5 |
8,366.7 |
S1 |
8,361.3 |
8,366.0 |
|