Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,432.0 |
8,388.0 |
-44.0 |
-0.5% |
8,380.0 |
High |
8,448.0 |
8,425.5 |
-22.5 |
-0.3% |
8,440.0 |
Low |
8,386.5 |
8,200.0 |
-186.5 |
-2.2% |
8,245.0 |
Close |
8,428.5 |
8,268.5 |
-160.0 |
-1.9% |
8,417.0 |
Range |
61.5 |
225.5 |
164.0 |
266.7% |
195.0 |
ATR |
103.5 |
112.4 |
8.9 |
8.6% |
0.0 |
Volume |
139,978 |
118,582 |
-21,396 |
-15.3% |
395,842 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,974.5 |
8,847.0 |
8,392.5 |
|
R3 |
8,749.0 |
8,621.5 |
8,330.5 |
|
R2 |
8,523.5 |
8,523.5 |
8,309.8 |
|
R1 |
8,396.0 |
8,396.0 |
8,289.2 |
8,347.0 |
PP |
8,298.0 |
8,298.0 |
8,298.0 |
8,273.5 |
S1 |
8,170.5 |
8,170.5 |
8,247.8 |
8,121.5 |
S2 |
8,072.5 |
8,072.5 |
8,227.2 |
|
S3 |
7,847.0 |
7,945.0 |
8,206.5 |
|
S4 |
7,621.5 |
7,719.5 |
8,144.5 |
|
|
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 |
8,200.0 |
248.0 |
3.0% |
125.7 |
1.5% |
28% |
False |
True |
94,258 |
10 |
8,459.0 |
8,200.0 |
259.0 |
3.1% |
102.4 |
1.2% |
26% |
False |
True |
91,049 |
20 |
8,462.0 |
8,200.0 |
262.0 |
3.2% |
100.5 |
1.2% |
26% |
False |
True |
84,825 |
40 |
8,462.0 |
7,735.0 |
727.0 |
8.8% |
103.7 |
1.3% |
73% |
False |
False |
86,772 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.7% |
119.1 |
1.4% |
76% |
False |
False |
80,315 |
80 |
8,568.0 |
7,660.0 |
908.0 |
11.0% |
114.3 |
1.4% |
67% |
False |
False |
60,323 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.1 |
1.4% |
74% |
False |
False |
48,355 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.8 |
1.3% |
74% |
False |
False |
40,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,383.9 |
2.618 |
9,015.9 |
1.618 |
8,790.4 |
1.000 |
8,651.0 |
0.618 |
8,564.9 |
HIGH |
8,425.5 |
0.618 |
8,339.4 |
0.500 |
8,312.8 |
0.382 |
8,286.1 |
LOW |
8,200.0 |
0.618 |
8,060.6 |
1.000 |
7,974.5 |
1.618 |
7,835.1 |
2.618 |
7,609.6 |
4.250 |
7,241.6 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,312.8 |
8,324.0 |
PP |
8,298.0 |
8,305.5 |
S1 |
8,283.3 |
8,287.0 |
|