Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,255.0 |
8,418.0 |
163.0 |
2.0% |
8,380.0 |
High |
8,433.5 |
8,440.0 |
6.5 |
0.1% |
8,440.0 |
Low |
8,247.5 |
8,360.0 |
112.5 |
1.4% |
8,245.0 |
Close |
8,387.5 |
8,417.0 |
29.5 |
0.4% |
8,417.0 |
Range |
186.0 |
80.0 |
-106.0 |
-57.0% |
195.0 |
ATR |
108.8 |
106.7 |
-2.1 |
-1.9% |
0.0 |
Volume |
74,879 |
41,689 |
-33,190 |
-44.3% |
395,842 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,645.7 |
8,611.3 |
8,461.0 |
|
R3 |
8,565.7 |
8,531.3 |
8,439.0 |
|
R2 |
8,485.7 |
8,485.7 |
8,431.7 |
|
R1 |
8,451.3 |
8,451.3 |
8,424.3 |
8,428.5 |
PP |
8,405.7 |
8,405.7 |
8,405.7 |
8,394.3 |
S1 |
8,371.3 |
8,371.3 |
8,409.7 |
8,348.5 |
S2 |
8,325.7 |
8,325.7 |
8,402.3 |
|
S3 |
8,245.7 |
8,291.3 |
8,395.0 |
|
S4 |
8,165.7 |
8,211.3 |
8,373.0 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,952.3 |
8,879.7 |
8,524.3 |
|
R3 |
8,757.3 |
8,684.7 |
8,470.6 |
|
R2 |
8,562.3 |
8,562.3 |
8,452.8 |
|
R1 |
8,489.7 |
8,489.7 |
8,434.9 |
8,526.0 |
PP |
8,367.3 |
8,367.3 |
8,367.3 |
8,385.5 |
S1 |
8,294.7 |
8,294.7 |
8,399.1 |
8,331.0 |
S2 |
8,172.3 |
8,172.3 |
8,381.3 |
|
S3 |
7,977.3 |
8,099.7 |
8,363.4 |
|
S4 |
7,782.3 |
7,904.7 |
8,309.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,440.0 |
8,245.0 |
195.0 |
2.3% |
98.0 |
1.2% |
88% |
True |
False |
79,168 |
10 |
8,459.0 |
8,239.0 |
220.0 |
2.6% |
93.6 |
1.1% |
81% |
False |
False |
80,853 |
20 |
8,462.0 |
8,214.0 |
248.0 |
2.9% |
94.8 |
1.1% |
82% |
False |
False |
81,062 |
40 |
8,462.0 |
7,735.0 |
727.0 |
8.6% |
103.3 |
1.2% |
94% |
False |
False |
86,084 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
119.0 |
1.4% |
94% |
False |
False |
76,038 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
113.3 |
1.3% |
83% |
False |
False |
57,096 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
114.3 |
1.4% |
87% |
False |
False |
45,776 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
110.7 |
1.3% |
87% |
False |
False |
38,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,780.0 |
2.618 |
8,649.4 |
1.618 |
8,569.4 |
1.000 |
8,520.0 |
0.618 |
8,489.4 |
HIGH |
8,440.0 |
0.618 |
8,409.4 |
0.500 |
8,400.0 |
0.382 |
8,390.6 |
LOW |
8,360.0 |
0.618 |
8,310.6 |
1.000 |
8,280.0 |
1.618 |
8,230.6 |
2.618 |
8,150.6 |
4.250 |
8,020.0 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,411.3 |
8,392.6 |
PP |
8,405.7 |
8,368.2 |
S1 |
8,400.0 |
8,343.8 |
|