Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,651.00 |
1,635.00 |
-16.00 |
-1.0% |
1,685.00 |
High |
1,654.75 |
1,657.75 |
3.00 |
0.2% |
1,694.50 |
Low |
1,634.00 |
1,631.50 |
-2.50 |
-0.2% |
1,649.50 |
Close |
1,636.50 |
1,654.75 |
18.25 |
1.1% |
1,651.00 |
Range |
20.75 |
26.25 |
5.50 |
26.5% |
45.00 |
ATR |
15.85 |
16.59 |
0.74 |
4.7% |
0.00 |
Volume |
2,121,839 |
1,556,777 |
-565,062 |
-26.6% |
8,500,210 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.75 |
1,717.00 |
1,669.25 |
|
R3 |
1,700.50 |
1,690.75 |
1,662.00 |
|
R2 |
1,674.25 |
1,674.25 |
1,659.50 |
|
R1 |
1,664.50 |
1,664.50 |
1,657.25 |
1,669.50 |
PP |
1,648.00 |
1,648.00 |
1,648.00 |
1,650.50 |
S1 |
1,638.25 |
1,638.25 |
1,652.25 |
1,643.00 |
S2 |
1,621.75 |
1,621.75 |
1,650.00 |
|
S3 |
1,595.50 |
1,612.00 |
1,647.50 |
|
S4 |
1,569.25 |
1,585.75 |
1,640.25 |
|
|
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 |
1,662.00 |
1,631.50 |
30.50 |
1.8% |
18.00 |
1.1% |
76% |
False |
True |
1,693,891 |
10 |
1,696.25 |
1,631.50 |
64.75 |
3.9% |
17.25 |
1.0% |
36% |
False |
True |
1,689,237 |
20 |
1,705.00 |
1,631.50 |
73.50 |
4.4% |
15.00 |
0.9% |
32% |
False |
True |
1,523,244 |
40 |
1,705.00 |
1,593.25 |
111.75 |
6.8% |
15.50 |
0.9% |
55% |
False |
False |
1,441,404 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
19.00 |
1.1% |
67% |
False |
False |
1,348,033 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.50 |
1.1% |
67% |
False |
False |
1,015,315 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.75 |
1.1% |
72% |
False |
False |
814,089 |
120 |
1,705.00 |
1,513.25 |
191.75 |
11.6% |
17.75 |
1.1% |
74% |
False |
False |
678,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.25 |
2.618 |
1,726.50 |
1.618 |
1,700.25 |
1.000 |
1,684.00 |
0.618 |
1,674.00 |
HIGH |
1,657.75 |
0.618 |
1,647.75 |
0.500 |
1,644.50 |
0.382 |
1,641.50 |
LOW |
1,631.50 |
0.618 |
1,615.25 |
1.000 |
1,605.25 |
1.618 |
1,589.00 |
2.618 |
1,562.75 |
4.250 |
1,520.00 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,651.50 |
1,651.50 |
PP |
1,648.00 |
1,648.00 |
S1 |
1,644.50 |
1,644.50 |
|