Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,688.00 |
1,691.50 |
3.50 |
0.2% |
1,702.75 |
High |
1,694.50 |
1,693.25 |
-1.25 |
-0.1% |
1,705.00 |
Low |
1,679.25 |
1,681.00 |
1.75 |
0.1% |
1,680.50 |
Close |
1,690.75 |
1,682.00 |
-8.75 |
-0.5% |
1,686.25 |
Range |
15.25 |
12.25 |
-3.00 |
-19.7% |
24.50 |
ATR |
15.01 |
14.81 |
-0.20 |
-1.3% |
0.00 |
Volume |
1,604,935 |
1,504,592 |
-100,343 |
-6.3% |
6,699,893 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.25 |
1,714.25 |
1,688.75 |
|
R3 |
1,710.00 |
1,702.00 |
1,685.25 |
|
R2 |
1,697.75 |
1,697.75 |
1,684.25 |
|
R1 |
1,689.75 |
1,689.75 |
1,683.00 |
1,687.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,684.25 |
S1 |
1,677.50 |
1,677.50 |
1,681.00 |
1,675.50 |
S2 |
1,673.25 |
1,673.25 |
1,679.75 |
|
S3 |
1,661.00 |
1,665.25 |
1,678.75 |
|
S4 |
1,648.75 |
1,653.00 |
1,675.25 |
|
|
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% |
13.25 |
0.8% |
31% |
False |
False |
1,509,177 |
10 |
1,705.00 |
1,675.25 |
29.75 |
1.8% |
13.00 |
0.8% |
23% |
False |
False |
1,379,493 |
20 |
1,705.00 |
1,670.50 |
34.50 |
2.1% |
13.25 |
0.8% |
33% |
False |
False |
1,345,552 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
17.25 |
1.0% |
85% |
False |
False |
1,559,419 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.0% |
19.50 |
1.2% |
85% |
False |
False |
1,169,309 |
80 |
1,705.00 |
1,543.00 |
162.00 |
9.6% |
18.25 |
1.1% |
86% |
False |
False |
880,326 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.7% |
18.50 |
1.1% |
87% |
False |
False |
705,480 |
120 |
1,705.00 |
1,470.25 |
234.75 |
14.0% |
17.75 |
1.1% |
90% |
False |
False |
588,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.25 |
2.618 |
1,725.25 |
1.618 |
1,713.00 |
1.000 |
1,705.50 |
0.618 |
1,700.75 |
HIGH |
1,693.25 |
0.618 |
1,688.50 |
0.500 |
1,687.00 |
0.382 |
1,685.75 |
LOW |
1,681.00 |
0.618 |
1,673.50 |
1.000 |
1,668.75 |
1.618 |
1,661.25 |
2.618 |
1,649.00 |
4.250 |
1,629.00 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.00 |
1,685.00 |
PP |
1,685.50 |
1,684.00 |
S1 |
1,683.75 |
1,683.00 |
|