Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,654.75 |
1,651.00 |
-3.75 |
-0.2% |
1,685.00 |
High |
1,662.00 |
1,657.00 |
-5.00 |
-0.3% |
1,694.50 |
Low |
1,649.50 |
1,642.25 |
-7.25 |
-0.4% |
1,649.50 |
Close |
1,651.00 |
1,645.00 |
-6.00 |
-0.4% |
1,651.00 |
Range |
12.50 |
14.75 |
2.25 |
18.0% |
45.00 |
ATR |
15.51 |
15.45 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,739,935 |
1,468,577 |
-271,358 |
-15.6% |
8,500,210 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.25 |
1,683.50 |
1,653.00 |
|
R3 |
1,677.50 |
1,668.75 |
1,649.00 |
|
R2 |
1,662.75 |
1,662.75 |
1,647.75 |
|
R1 |
1,654.00 |
1,654.00 |
1,646.25 |
1,651.00 |
PP |
1,648.00 |
1,648.00 |
1,648.00 |
1,646.50 |
S1 |
1,639.25 |
1,639.25 |
1,643.75 |
1,636.25 |
S2 |
1,633.25 |
1,633.25 |
1,642.25 |
|
S3 |
1,618.50 |
1,624.50 |
1,641.00 |
|
S4 |
1,603.75 |
1,609.75 |
1,637.00 |
|
|
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 |
1,642.25 |
52.25 |
3.2% |
16.50 |
1.0% |
5% |
False |
True |
1,743,514 |
10 |
1,703.50 |
1,642.25 |
61.25 |
3.7% |
15.00 |
0.9% |
4% |
False |
True |
1,581,193 |
20 |
1,705.00 |
1,642.25 |
62.75 |
3.8% |
14.00 |
0.9% |
4% |
False |
True |
1,455,858 |
40 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
16.00 |
1.0% |
60% |
False |
False |
1,474,895 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.2% |
60% |
False |
False |
1,261,586 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.25 |
1.1% |
60% |
False |
False |
949,943 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.50 |
1.1% |
67% |
False |
False |
761,523 |
120 |
1,705.00 |
1,488.25 |
216.75 |
13.2% |
17.75 |
1.1% |
72% |
False |
False |
634,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.75 |
2.618 |
1,695.50 |
1.618 |
1,680.75 |
1.000 |
1,671.75 |
0.618 |
1,666.00 |
HIGH |
1,657.00 |
0.618 |
1,651.25 |
0.500 |
1,649.50 |
0.382 |
1,648.00 |
LOW |
1,642.25 |
0.618 |
1,633.25 |
1.000 |
1,627.50 |
1.618 |
1,618.50 |
2.618 |
1,603.75 |
4.250 |
1,579.50 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,649.50 |
1,662.00 |
PP |
1,648.00 |
1,656.50 |
S1 |
1,646.50 |
1,650.75 |
|