Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,300.0 |
8,255.0 |
-45.0 |
-0.5% |
8,356.0 |
High |
8,336.0 |
8,433.5 |
97.5 |
1.2% |
8,459.0 |
Low |
8,260.5 |
8,247.5 |
-13.0 |
-0.2% |
8,239.0 |
Close |
8,281.5 |
8,387.5 |
106.0 |
1.3% |
8,389.0 |
Range |
75.5 |
186.0 |
110.5 |
146.4% |
220.0 |
ATR |
102.9 |
108.8 |
5.9 |
5.8% |
0.0 |
Volume |
96,163 |
74,879 |
-21,284 |
-22.1% |
412,693 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,914.2 |
8,836.8 |
8,489.8 |
|
R3 |
8,728.2 |
8,650.8 |
8,438.7 |
|
R2 |
8,542.2 |
8,542.2 |
8,421.6 |
|
R1 |
8,464.8 |
8,464.8 |
8,404.6 |
8,503.5 |
PP |
8,356.2 |
8,356.2 |
8,356.2 |
8,375.5 |
S1 |
8,278.8 |
8,278.8 |
8,370.5 |
8,317.5 |
S2 |
8,170.2 |
8,170.2 |
8,353.4 |
|
S3 |
7,984.2 |
8,092.8 |
8,336.4 |
|
S4 |
7,798.2 |
7,906.8 |
8,285.2 |
|
|
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 |
8,433.5 |
8,245.0 |
188.5 |
2.2% |
96.6 |
1.2% |
76% |
True |
False |
86,338 |
10 |
8,459.0 |
8,239.0 |
220.0 |
2.6% |
94.0 |
1.1% |
68% |
False |
False |
85,995 |
20 |
8,462.0 |
8,214.0 |
248.0 |
3.0% |
98.0 |
1.2% |
70% |
False |
False |
82,562 |
40 |
8,462.0 |
7,735.0 |
727.0 |
8.7% |
104.0 |
1.2% |
90% |
False |
False |
87,924 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.6% |
119.6 |
1.4% |
91% |
False |
False |
75,353 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
113.7 |
1.4% |
80% |
False |
False |
56,580 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
114.4 |
1.4% |
84% |
False |
False |
45,360 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
110.8 |
1.3% |
84% |
False |
False |
38,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,224.0 |
2.618 |
8,920.4 |
1.618 |
8,734.4 |
1.000 |
8,619.5 |
0.618 |
8,548.4 |
HIGH |
8,433.5 |
0.618 |
8,362.4 |
0.500 |
8,340.5 |
0.382 |
8,318.6 |
LOW |
8,247.5 |
0.618 |
8,132.6 |
1.000 |
8,061.5 |
1.618 |
7,946.6 |
2.618 |
7,760.6 |
4.250 |
7,457.0 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,371.8 |
8,371.4 |
PP |
8,356.2 |
8,355.3 |
S1 |
8,340.5 |
8,339.3 |
|