Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
6,463.5 |
6,478.5 |
15.0 |
0.2% |
6,494.5 |
High |
6,512.5 |
6,484.5 |
-28.0 |
-0.4% |
6,512.5 |
Low |
6,415.5 |
6,387.0 |
-28.5 |
-0.4% |
6,346.5 |
Close |
6,486.0 |
6,438.0 |
-48.0 |
-0.7% |
6,486.0 |
Range |
97.0 |
97.5 |
0.5 |
0.5% |
166.0 |
ATR |
88.2 |
89.0 |
0.8 |
0.9% |
0.0 |
Volume |
97,664 |
75,430 |
-22,234 |
-22.8% |
394,620 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,729.0 |
6,681.0 |
6,491.5 |
|
R3 |
6,631.5 |
6,583.5 |
6,465.0 |
|
R2 |
6,534.0 |
6,534.0 |
6,456.0 |
|
R1 |
6,486.0 |
6,486.0 |
6,447.0 |
6,461.0 |
PP |
6,436.5 |
6,436.5 |
6,436.5 |
6,424.0 |
S1 |
6,388.5 |
6,388.5 |
6,429.0 |
6,364.0 |
S2 |
6,339.0 |
6,339.0 |
6,420.0 |
|
S3 |
6,241.5 |
6,291.0 |
6,411.0 |
|
S4 |
6,144.0 |
6,193.5 |
6,384.5 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,946.5 |
6,882.0 |
6,577.5 |
|
R3 |
6,780.5 |
6,716.0 |
6,531.5 |
|
R2 |
6,614.5 |
6,614.5 |
6,516.5 |
|
R1 |
6,550.0 |
6,550.0 |
6,501.0 |
6,499.0 |
PP |
6,448.5 |
6,448.5 |
6,448.5 |
6,423.0 |
S1 |
6,384.0 |
6,384.0 |
6,471.0 |
6,333.0 |
S2 |
6,282.5 |
6,282.5 |
6,455.5 |
|
S3 |
6,116.5 |
6,218.0 |
6,440.5 |
|
S4 |
5,950.5 |
6,052.0 |
6,394.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,512.5 |
6,346.5 |
166.0 |
2.6% |
93.0 |
1.4% |
55% |
False |
False |
78,374 |
10 |
6,635.0 |
6,346.5 |
288.5 |
4.5% |
87.0 |
1.4% |
32% |
False |
False |
80,698 |
20 |
6,669.5 |
6,346.5 |
323.0 |
5.0% |
87.5 |
1.4% |
28% |
False |
False |
83,278 |
40 |
6,669.5 |
6,130.0 |
539.5 |
8.4% |
86.0 |
1.3% |
57% |
False |
False |
84,807 |
60 |
6,669.5 |
5,955.5 |
714.0 |
11.1% |
92.5 |
1.4% |
68% |
False |
False |
87,579 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
84.0 |
1.3% |
56% |
False |
False |
65,984 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
73.0 |
1.1% |
56% |
False |
False |
52,814 |
120 |
6,815.0 |
5,955.5 |
859.5 |
13.4% |
65.0 |
1.0% |
56% |
False |
False |
44,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,899.0 |
2.618 |
6,740.0 |
1.618 |
6,642.5 |
1.000 |
6,582.0 |
0.618 |
6,545.0 |
HIGH |
6,484.5 |
0.618 |
6,447.5 |
0.500 |
6,436.0 |
0.382 |
6,424.0 |
LOW |
6,387.0 |
0.618 |
6,326.5 |
1.000 |
6,289.5 |
1.618 |
6,229.0 |
2.618 |
6,131.5 |
4.250 |
5,972.5 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
6,437.0 |
6,435.0 |
PP |
6,436.5 |
6,432.5 |
S1 |
6,436.0 |
6,429.5 |
|