Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
8,221.0 |
8,150.5 |
-70.5 |
-0.9% |
8,380.0 |
High |
8,239.0 |
8,199.5 |
-39.5 |
-0.5% |
8,440.0 |
Low |
8,095.0 |
8,131.0 |
36.0 |
0.4% |
8,245.0 |
Close |
8,159.5 |
8,191.0 |
31.5 |
0.4% |
8,417.0 |
Range |
144.0 |
68.5 |
-75.5 |
-52.4% |
195.0 |
ATR |
116.8 |
113.4 |
-3.5 |
-3.0% |
0.0 |
Volume |
90,408 |
99,597 |
9,189 |
10.2% |
395,842 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,379.3 |
8,353.7 |
8,228.7 |
|
R3 |
8,310.8 |
8,285.2 |
8,209.8 |
|
R2 |
8,242.3 |
8,242.3 |
8,203.6 |
|
R1 |
8,216.7 |
8,216.7 |
8,197.3 |
8,229.5 |
PP |
8,173.8 |
8,173.8 |
8,173.8 |
8,180.3 |
S1 |
8,148.2 |
8,148.2 |
8,184.7 |
8,161.0 |
S2 |
8,105.3 |
8,105.3 |
8,178.4 |
|
S3 |
8,036.8 |
8,079.7 |
8,172.2 |
|
S4 |
7,968.3 |
8,011.2 |
8,153.3 |
|
|
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 |
8,095.0 |
353.0 |
4.3% |
115.9 |
1.4% |
27% |
False |
False |
98,050 |
10 |
8,448.0 |
8,095.0 |
353.0 |
4.3% |
106.3 |
1.3% |
27% |
False |
False |
92,194 |
20 |
8,459.0 |
8,095.0 |
364.0 |
4.4% |
98.9 |
1.2% |
26% |
False |
False |
86,087 |
40 |
8,462.0 |
7,806.0 |
656.0 |
8.0% |
101.7 |
1.2% |
59% |
False |
False |
86,303 |
60 |
8,462.0 |
7,660.0 |
802.0 |
9.8% |
118.2 |
1.4% |
66% |
False |
False |
83,408 |
80 |
8,568.0 |
7,660.0 |
908.0 |
11.1% |
114.9 |
1.4% |
58% |
False |
False |
62,694 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
114.7 |
1.4% |
67% |
False |
False |
50,251 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
111.5 |
1.4% |
67% |
False |
False |
42,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,490.6 |
2.618 |
8,378.8 |
1.618 |
8,310.3 |
1.000 |
8,268.0 |
0.618 |
8,241.8 |
HIGH |
8,199.5 |
0.618 |
8,173.3 |
0.500 |
8,165.3 |
0.382 |
8,157.2 |
LOW |
8,131.0 |
0.618 |
8,088.7 |
1.000 |
8,062.5 |
1.618 |
8,020.2 |
2.618 |
7,951.7 |
4.250 |
7,839.9 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
8,182.4 |
8,260.3 |
PP |
8,173.8 |
8,237.2 |
S1 |
8,165.3 |
8,214.1 |
|