Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,380.0 |
8,316.5 |
-63.5 |
-0.8% |
8,356.0 |
High |
8,397.0 |
8,322.0 |
-75.0 |
-0.9% |
8,459.0 |
Low |
8,325.5 |
8,245.0 |
-80.5 |
-1.0% |
8,239.0 |
Close |
8,368.0 |
8,297.5 |
-70.5 |
-0.8% |
8,389.0 |
Range |
71.5 |
77.0 |
5.5 |
7.7% |
220.0 |
ATR |
103.6 |
105.0 |
1.4 |
1.3% |
0.0 |
Volume |
104,114 |
78,997 |
-25,117 |
-24.1% |
412,693 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,519.2 |
8,485.3 |
8,339.9 |
|
R3 |
8,442.2 |
8,408.3 |
8,318.7 |
|
R2 |
8,365.2 |
8,365.2 |
8,311.6 |
|
R1 |
8,331.3 |
8,331.3 |
8,304.6 |
8,309.8 |
PP |
8,288.2 |
8,288.2 |
8,288.2 |
8,277.4 |
S1 |
8,254.3 |
8,254.3 |
8,290.4 |
8,232.8 |
S2 |
8,211.2 |
8,211.2 |
8,283.4 |
|
S3 |
8,134.2 |
8,177.3 |
8,276.3 |
|
S4 |
8,057.2 |
8,100.3 |
8,255.2 |
|
|
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 |
8,245.0 |
214.0 |
2.6% |
79.0 |
1.0% |
25% |
False |
True |
87,840 |
10 |
8,459.0 |
8,232.5 |
226.5 |
2.7% |
83.1 |
1.0% |
29% |
False |
False |
84,505 |
20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
95.4 |
1.1% |
34% |
False |
False |
83,510 |
40 |
8,462.0 |
7,716.0 |
746.0 |
9.0% |
105.0 |
1.3% |
78% |
False |
False |
88,925 |
60 |
8,537.0 |
7,660.0 |
877.0 |
10.6% |
119.5 |
1.4% |
73% |
False |
False |
72,516 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.9% |
112.4 |
1.4% |
70% |
False |
False |
54,468 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
114.1 |
1.4% |
76% |
False |
False |
43,653 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
110.3 |
1.3% |
76% |
False |
False |
36,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,649.3 |
2.618 |
8,523.6 |
1.618 |
8,446.6 |
1.000 |
8,399.0 |
0.618 |
8,369.6 |
HIGH |
8,322.0 |
0.618 |
8,292.6 |
0.500 |
8,283.5 |
0.382 |
8,274.4 |
LOW |
8,245.0 |
0.618 |
8,197.4 |
1.000 |
8,168.0 |
1.618 |
8,120.4 |
2.618 |
8,043.4 |
4.250 |
7,917.8 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,292.8 |
8,324.3 |
PP |
8,288.2 |
8,315.3 |
S1 |
8,283.5 |
8,306.4 |
|