Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,418.0 |
8,432.0 |
14.0 |
0.2% |
8,380.0 |
High |
8,440.0 |
8,448.0 |
8.0 |
0.1% |
8,440.0 |
Low |
8,360.0 |
8,386.5 |
26.5 |
0.3% |
8,245.0 |
Close |
8,417.0 |
8,428.5 |
11.5 |
0.1% |
8,417.0 |
Range |
80.0 |
61.5 |
-18.5 |
-23.1% |
195.0 |
ATR |
106.7 |
103.5 |
-3.2 |
-3.0% |
0.0 |
Volume |
41,689 |
139,978 |
98,289 |
235.8% |
395,842 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,605.5 |
8,578.5 |
8,462.3 |
|
R3 |
8,544.0 |
8,517.0 |
8,445.4 |
|
R2 |
8,482.5 |
8,482.5 |
8,439.8 |
|
R1 |
8,455.5 |
8,455.5 |
8,434.1 |
8,438.3 |
PP |
8,421.0 |
8,421.0 |
8,421.0 |
8,412.4 |
S1 |
8,394.0 |
8,394.0 |
8,422.9 |
8,376.8 |
S2 |
8,359.5 |
8,359.5 |
8,417.2 |
|
S3 |
8,298.0 |
8,332.5 |
8,411.6 |
|
S4 |
8,236.5 |
8,271.0 |
8,394.7 |
|
|
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 |
8,448.0 |
8,245.0 |
203.0 |
2.4% |
96.0 |
1.1% |
90% |
True |
False |
86,341 |
10 |
8,459.0 |
8,245.0 |
214.0 |
2.5% |
86.3 |
1.0% |
86% |
False |
False |
86,366 |
20 |
8,462.0 |
8,214.0 |
248.0 |
2.9% |
93.9 |
1.1% |
86% |
False |
False |
83,930 |
40 |
8,462.0 |
7,735.0 |
727.0 |
8.6% |
101.5 |
1.2% |
95% |
False |
False |
86,644 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.5% |
118.3 |
1.4% |
96% |
False |
False |
78,357 |
80 |
8,568.0 |
7,660.0 |
908.0 |
10.8% |
112.0 |
1.3% |
85% |
False |
False |
58,842 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
113.7 |
1.3% |
88% |
False |
False |
47,174 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
110.0 |
1.3% |
88% |
False |
False |
39,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,709.4 |
2.618 |
8,609.0 |
1.618 |
8,547.5 |
1.000 |
8,509.5 |
0.618 |
8,486.0 |
HIGH |
8,448.0 |
0.618 |
8,424.5 |
0.500 |
8,417.3 |
0.382 |
8,410.0 |
LOW |
8,386.5 |
0.618 |
8,348.5 |
1.000 |
8,325.0 |
1.618 |
8,287.0 |
2.618 |
8,225.5 |
4.250 |
8,125.1 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,424.8 |
8,401.6 |
PP |
8,421.0 |
8,374.7 |
S1 |
8,417.3 |
8,347.8 |
|