Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,644.25 |
1,651.00 |
6.75 |
0.4% |
1,685.00 |
High |
1,656.75 |
1,654.75 |
-2.00 |
-0.1% |
1,694.50 |
Low |
1,641.00 |
1,634.00 |
-7.00 |
-0.4% |
1,649.50 |
Close |
1,650.50 |
1,636.50 |
-14.00 |
-0.8% |
1,651.00 |
Range |
15.75 |
20.75 |
5.00 |
31.7% |
45.00 |
ATR |
15.47 |
15.85 |
0.38 |
2.4% |
0.00 |
Volume |
1,582,327 |
2,121,839 |
539,512 |
34.1% |
8,500,210 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.00 |
1,691.00 |
1,648.00 |
|
R3 |
1,683.25 |
1,670.25 |
1,642.25 |
|
R2 |
1,662.50 |
1,662.50 |
1,640.25 |
|
R1 |
1,649.50 |
1,649.50 |
1,638.50 |
1,645.50 |
PP |
1,641.75 |
1,641.75 |
1,641.75 |
1,639.75 |
S1 |
1,628.75 |
1,628.75 |
1,634.50 |
1,625.00 |
S2 |
1,621.00 |
1,621.00 |
1,632.75 |
|
S3 |
1,600.25 |
1,608.00 |
1,630.75 |
|
S4 |
1,579.50 |
1,587.25 |
1,625.00 |
|
|
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 |
1,682.00 |
1,634.00 |
48.00 |
2.9% |
18.25 |
1.1% |
5% |
False |
True |
1,862,442 |
10 |
1,697.00 |
1,634.00 |
63.00 |
3.8% |
15.75 |
1.0% |
4% |
False |
True |
1,685,809 |
20 |
1,705.00 |
1,634.00 |
71.00 |
4.3% |
14.50 |
0.9% |
4% |
False |
True |
1,516,658 |
40 |
1,705.00 |
1,573.00 |
132.00 |
8.1% |
15.50 |
0.9% |
48% |
False |
False |
1,445,772 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
19.00 |
1.2% |
55% |
False |
False |
1,322,614 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.50 |
1.1% |
55% |
False |
False |
995,978 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.50 |
1.1% |
62% |
False |
False |
798,529 |
120 |
1,705.00 |
1,496.00 |
209.00 |
12.8% |
17.75 |
1.1% |
67% |
False |
False |
665,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.00 |
2.618 |
1,709.00 |
1.618 |
1,688.25 |
1.000 |
1,675.50 |
0.618 |
1,667.50 |
HIGH |
1,654.75 |
0.618 |
1,646.75 |
0.500 |
1,644.50 |
0.382 |
1,642.00 |
LOW |
1,634.00 |
0.618 |
1,621.25 |
1.000 |
1,613.25 |
1.618 |
1,600.50 |
2.618 |
1,579.75 |
4.250 |
1,545.75 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,644.50 |
1,645.50 |
PP |
1,641.75 |
1,642.50 |
S1 |
1,639.00 |
1,639.50 |
|