Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,651.00 |
1,644.25 |
-6.75 |
-0.4% |
1,685.00 |
High |
1,657.00 |
1,656.75 |
-0.25 |
0.0% |
1,694.50 |
Low |
1,642.25 |
1,641.00 |
-1.25 |
-0.1% |
1,649.50 |
Close |
1,645.00 |
1,650.50 |
5.50 |
0.3% |
1,651.00 |
Range |
14.75 |
15.75 |
1.00 |
6.8% |
45.00 |
ATR |
15.45 |
15.47 |
0.02 |
0.1% |
0.00 |
Volume |
1,468,577 |
1,582,327 |
113,750 |
7.7% |
8,500,210 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.75 |
1,689.25 |
1,659.25 |
|
R3 |
1,681.00 |
1,673.50 |
1,654.75 |
|
R2 |
1,665.25 |
1,665.25 |
1,653.50 |
|
R1 |
1,657.75 |
1,657.75 |
1,652.00 |
1,661.50 |
PP |
1,649.50 |
1,649.50 |
1,649.50 |
1,651.25 |
S1 |
1,642.00 |
1,642.00 |
1,649.00 |
1,645.75 |
S2 |
1,633.75 |
1,633.75 |
1,647.50 |
|
S3 |
1,618.00 |
1,626.25 |
1,646.25 |
|
S4 |
1,602.25 |
1,610.50 |
1,641.75 |
|
|
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 |
1,693.25 |
1,641.00 |
52.25 |
3.2% |
16.50 |
1.0% |
18% |
False |
True |
1,738,992 |
10 |
1,697.00 |
1,641.00 |
56.00 |
3.4% |
15.00 |
0.9% |
17% |
False |
True |
1,612,077 |
20 |
1,705.00 |
1,641.00 |
64.00 |
3.9% |
14.50 |
0.9% |
15% |
False |
True |
1,485,985 |
40 |
1,705.00 |
1,558.25 |
146.75 |
8.9% |
15.75 |
0.9% |
63% |
False |
False |
1,443,251 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.2% |
64% |
False |
False |
1,287,600 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.50 |
1.1% |
64% |
False |
False |
969,545 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.50 |
1.1% |
70% |
False |
False |
777,336 |
120 |
1,705.00 |
1,488.25 |
216.75 |
13.1% |
17.75 |
1.1% |
75% |
False |
False |
647,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.75 |
2.618 |
1,698.00 |
1.618 |
1,682.25 |
1.000 |
1,672.50 |
0.618 |
1,666.50 |
HIGH |
1,656.75 |
0.618 |
1,650.75 |
0.500 |
1,649.00 |
0.382 |
1,647.00 |
LOW |
1,641.00 |
0.618 |
1,631.25 |
1.000 |
1,625.25 |
1.618 |
1,615.50 |
2.618 |
1,599.75 |
4.250 |
1,574.00 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,650.00 |
1,651.50 |
PP |
1,649.50 |
1,651.25 |
S1 |
1,649.00 |
1,650.75 |
|