Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,691.50 |
1,680.50 |
-11.00 |
-0.7% |
1,702.75 |
High |
1,693.25 |
1,682.00 |
-11.25 |
-0.7% |
1,705.00 |
Low |
1,681.00 |
1,654.25 |
-26.75 |
-1.6% |
1,680.50 |
Close |
1,682.00 |
1,655.75 |
-26.25 |
-1.6% |
1,686.25 |
Range |
12.25 |
27.75 |
15.50 |
126.5% |
24.50 |
ATR |
14.81 |
15.74 |
0.92 |
6.2% |
0.00 |
Volume |
1,504,592 |
2,399,533 |
894,941 |
59.5% |
6,699,893 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.25 |
1,729.25 |
1,671.00 |
|
R3 |
1,719.50 |
1,701.50 |
1,663.50 |
|
R2 |
1,691.75 |
1,691.75 |
1,660.75 |
|
R1 |
1,673.75 |
1,673.75 |
1,658.25 |
1,669.00 |
PP |
1,664.00 |
1,664.00 |
1,664.00 |
1,661.50 |
S1 |
1,646.00 |
1,646.00 |
1,653.25 |
1,641.00 |
S2 |
1,636.25 |
1,636.25 |
1,650.75 |
|
S3 |
1,608.50 |
1,618.25 |
1,648.00 |
|
S4 |
1,580.75 |
1,590.50 |
1,640.50 |
|
|
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 |
1,696.25 |
1,654.25 |
42.00 |
2.5% |
16.50 |
1.0% |
4% |
False |
True |
1,684,583 |
10 |
1,705.00 |
1,654.25 |
50.75 |
3.1% |
13.75 |
0.8% |
3% |
False |
True |
1,467,664 |
20 |
1,705.00 |
1,654.25 |
50.75 |
3.1% |
14.00 |
0.8% |
3% |
False |
True |
1,397,734 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
17.25 |
1.0% |
68% |
False |
False |
1,560,166 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.75 |
1.2% |
68% |
False |
False |
1,208,891 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.25 |
1.1% |
68% |
False |
False |
910,207 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
73% |
False |
False |
729,466 |
120 |
1,705.00 |
1,473.50 |
231.50 |
14.0% |
17.75 |
1.1% |
79% |
False |
False |
608,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.00 |
2.618 |
1,754.75 |
1.618 |
1,727.00 |
1.000 |
1,709.75 |
0.618 |
1,699.25 |
HIGH |
1,682.00 |
0.618 |
1,671.50 |
0.500 |
1,668.00 |
0.382 |
1,664.75 |
LOW |
1,654.25 |
0.618 |
1,637.00 |
1.000 |
1,626.50 |
1.618 |
1,609.25 |
2.618 |
1,581.50 |
4.250 |
1,536.25 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.00 |
1,674.50 |
PP |
1,664.00 |
1,668.25 |
S1 |
1,660.00 |
1,662.00 |
|