Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,680.50 |
1,654.75 |
-25.75 |
-1.5% |
1,685.00 |
High |
1,682.00 |
1,662.00 |
-20.00 |
-1.2% |
1,694.50 |
Low |
1,654.25 |
1,649.50 |
-4.75 |
-0.3% |
1,649.50 |
Close |
1,655.75 |
1,651.00 |
-4.75 |
-0.3% |
1,651.00 |
Range |
27.75 |
12.50 |
-15.25 |
-55.0% |
45.00 |
ATR |
15.74 |
15.51 |
-0.23 |
-1.5% |
0.00 |
Volume |
2,399,533 |
1,739,935 |
-659,598 |
-27.5% |
8,500,210 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.75 |
1,683.75 |
1,658.00 |
|
R3 |
1,679.25 |
1,671.25 |
1,654.50 |
|
R2 |
1,666.75 |
1,666.75 |
1,653.25 |
|
R1 |
1,658.75 |
1,658.75 |
1,652.25 |
1,656.50 |
PP |
1,654.25 |
1,654.25 |
1,654.25 |
1,653.00 |
S1 |
1,646.25 |
1,646.25 |
1,649.75 |
1,644.00 |
S2 |
1,641.75 |
1,641.75 |
1,648.75 |
|
S3 |
1,629.25 |
1,633.75 |
1,647.50 |
|
S4 |
1,616.75 |
1,621.25 |
1,644.00 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.00 |
1,770.50 |
1,675.75 |
|
R3 |
1,755.00 |
1,725.50 |
1,663.50 |
|
R2 |
1,710.00 |
1,710.00 |
1,659.25 |
|
R1 |
1,680.50 |
1,680.50 |
1,655.00 |
1,672.75 |
PP |
1,665.00 |
1,665.00 |
1,665.00 |
1,661.00 |
S1 |
1,635.50 |
1,635.50 |
1,647.00 |
1,627.75 |
S2 |
1,620.00 |
1,620.00 |
1,642.75 |
|
S3 |
1,575.00 |
1,590.50 |
1,638.50 |
|
S4 |
1,530.00 |
1,545.50 |
1,626.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,694.50 |
1,649.50 |
45.00 |
2.7% |
16.25 |
1.0% |
3% |
False |
True |
1,700,042 |
10 |
1,705.00 |
1,649.50 |
55.50 |
3.4% |
14.00 |
0.9% |
3% |
False |
True |
1,520,010 |
20 |
1,705.00 |
1,649.50 |
55.50 |
3.4% |
13.75 |
0.8% |
3% |
False |
True |
1,427,437 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
16.50 |
1.0% |
64% |
False |
False |
1,512,740 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.25 |
1.2% |
64% |
False |
False |
1,237,732 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.25 |
1.1% |
64% |
False |
False |
931,775 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
70% |
False |
False |
746,848 |
120 |
1,705.00 |
1,479.00 |
226.00 |
13.7% |
17.75 |
1.1% |
76% |
False |
False |
622,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.00 |
2.618 |
1,694.75 |
1.618 |
1,682.25 |
1.000 |
1,674.50 |
0.618 |
1,669.75 |
HIGH |
1,662.00 |
0.618 |
1,657.25 |
0.500 |
1,655.75 |
0.382 |
1,654.25 |
LOW |
1,649.50 |
0.618 |
1,641.75 |
1.000 |
1,637.00 |
1.618 |
1,629.25 |
2.618 |
1,616.75 |
4.250 |
1,596.50 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,655.75 |
1,671.50 |
PP |
1,654.25 |
1,664.50 |
S1 |
1,652.50 |
1,657.75 |
|