Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,685.00 |
1,688.00 |
3.00 |
0.2% |
1,702.75 |
High |
1,688.25 |
1,694.50 |
6.25 |
0.4% |
1,705.00 |
Low |
1,675.25 |
1,679.25 |
4.00 |
0.2% |
1,680.50 |
Close |
1,687.00 |
1,690.75 |
3.75 |
0.2% |
1,686.25 |
Range |
13.00 |
15.25 |
2.25 |
17.3% |
24.50 |
ATR |
14.99 |
15.01 |
0.02 |
0.1% |
0.00 |
Volume |
1,251,215 |
1,604,935 |
353,720 |
28.3% |
6,699,893 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.00 |
1,727.50 |
1,699.25 |
|
R3 |
1,718.75 |
1,712.25 |
1,695.00 |
|
R2 |
1,703.50 |
1,703.50 |
1,693.50 |
|
R1 |
1,697.00 |
1,697.00 |
1,692.25 |
1,700.25 |
PP |
1,688.25 |
1,688.25 |
1,688.25 |
1,689.75 |
S1 |
1,681.75 |
1,681.75 |
1,689.25 |
1,685.00 |
S2 |
1,673.00 |
1,673.00 |
1,688.00 |
|
S3 |
1,657.75 |
1,666.50 |
1,686.50 |
|
S4 |
1,642.50 |
1,651.25 |
1,682.25 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.00 |
1,749.75 |
1,699.75 |
|
R3 |
1,739.50 |
1,725.25 |
1,693.00 |
|
R2 |
1,715.00 |
1,715.00 |
1,690.75 |
|
R1 |
1,700.75 |
1,700.75 |
1,688.50 |
1,695.50 |
PP |
1,690.50 |
1,690.50 |
1,690.50 |
1,688.00 |
S1 |
1,676.25 |
1,676.25 |
1,684.00 |
1,671.00 |
S2 |
1,666.00 |
1,666.00 |
1,681.75 |
|
S3 |
1,641.50 |
1,651.75 |
1,679.50 |
|
S4 |
1,617.00 |
1,627.25 |
1,672.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,697.00 |
1,675.25 |
21.75 |
1.3% |
13.50 |
0.8% |
71% |
False |
False |
1,485,162 |
10 |
1,705.00 |
1,675.25 |
29.75 |
1.8% |
13.00 |
0.8% |
52% |
False |
False |
1,427,187 |
20 |
1,705.00 |
1,665.75 |
39.25 |
2.3% |
13.50 |
0.8% |
64% |
False |
False |
1,340,982 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.25 |
1.0% |
91% |
False |
False |
1,566,075 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.50 |
1.2% |
91% |
False |
False |
1,144,508 |
80 |
1,705.00 |
1,537.50 |
167.50 |
9.9% |
18.50 |
1.1% |
91% |
False |
False |
861,675 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.50 |
1.1% |
92% |
False |
False |
690,442 |
120 |
1,705.00 |
1,470.25 |
234.75 |
13.9% |
17.75 |
1.1% |
94% |
False |
False |
575,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.25 |
2.618 |
1,734.50 |
1.618 |
1,719.25 |
1.000 |
1,709.75 |
0.618 |
1,704.00 |
HIGH |
1,694.50 |
0.618 |
1,688.75 |
0.500 |
1,687.00 |
0.382 |
1,685.00 |
LOW |
1,679.25 |
0.618 |
1,669.75 |
1.000 |
1,664.00 |
1.618 |
1,654.50 |
2.618 |
1,639.25 |
4.250 |
1,614.50 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.50 |
1,689.00 |
PP |
1,688.25 |
1,687.50 |
S1 |
1,687.00 |
1,685.75 |
|