Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,635.00 |
1,655.50 |
20.50 |
1.3% |
1,651.00 |
High |
1,657.75 |
1,662.75 |
5.00 |
0.3% |
1,662.75 |
Low |
1,631.50 |
1,650.50 |
19.00 |
1.2% |
1,631.50 |
Close |
1,654.75 |
1,661.50 |
6.75 |
0.4% |
1,661.50 |
Range |
26.25 |
12.25 |
-14.00 |
-53.3% |
31.25 |
ATR |
16.59 |
16.28 |
-0.31 |
-1.9% |
0.00 |
Volume |
1,556,777 |
1,307,807 |
-248,970 |
-16.0% |
8,037,327 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.00 |
1,690.50 |
1,668.25 |
|
R3 |
1,682.75 |
1,678.25 |
1,664.75 |
|
R2 |
1,670.50 |
1,670.50 |
1,663.75 |
|
R1 |
1,666.00 |
1,666.00 |
1,662.50 |
1,668.25 |
PP |
1,658.25 |
1,658.25 |
1,658.25 |
1,659.50 |
S1 |
1,653.75 |
1,653.75 |
1,660.50 |
1,656.00 |
S2 |
1,646.00 |
1,646.00 |
1,659.25 |
|
S3 |
1,633.75 |
1,641.50 |
1,658.25 |
|
S4 |
1,621.50 |
1,629.25 |
1,654.75 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.75 |
1,734.75 |
1,678.75 |
|
R3 |
1,714.50 |
1,703.50 |
1,670.00 |
|
R2 |
1,683.25 |
1,683.25 |
1,667.25 |
|
R1 |
1,672.25 |
1,672.25 |
1,664.25 |
1,677.75 |
PP |
1,652.00 |
1,652.00 |
1,652.00 |
1,654.50 |
S1 |
1,641.00 |
1,641.00 |
1,658.75 |
1,646.50 |
S2 |
1,620.75 |
1,620.75 |
1,655.75 |
|
S3 |
1,589.50 |
1,609.75 |
1,653.00 |
|
S4 |
1,558.25 |
1,578.50 |
1,644.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,662.75 |
1,631.50 |
31.25 |
1.9% |
18.00 |
1.1% |
96% |
True |
False |
1,607,465 |
10 |
1,694.50 |
1,631.50 |
63.00 |
3.8% |
17.00 |
1.0% |
48% |
False |
False |
1,653,753 |
20 |
1,705.00 |
1,631.50 |
73.50 |
4.4% |
14.75 |
0.9% |
41% |
False |
False |
1,518,616 |
40 |
1,705.00 |
1,593.25 |
111.75 |
6.7% |
15.25 |
0.9% |
61% |
False |
False |
1,434,073 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.1% |
19.00 |
1.1% |
71% |
False |
False |
1,369,655 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.1% |
18.50 |
1.1% |
71% |
False |
False |
1,031,605 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.8% |
18.75 |
1.1% |
76% |
False |
False |
827,142 |
120 |
1,705.00 |
1,523.50 |
181.50 |
10.9% |
17.75 |
1.1% |
76% |
False |
False |
689,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,714.75 |
2.618 |
1,694.75 |
1.618 |
1,682.50 |
1.000 |
1,675.00 |
0.618 |
1,670.25 |
HIGH |
1,662.75 |
0.618 |
1,658.00 |
0.500 |
1,656.50 |
0.382 |
1,655.25 |
LOW |
1,650.50 |
0.618 |
1,643.00 |
1.000 |
1,638.25 |
1.618 |
1,630.75 |
2.618 |
1,618.50 |
4.250 |
1,598.50 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.00 |
1,656.75 |
PP |
1,658.25 |
1,652.00 |
S1 |
1,656.50 |
1,647.00 |
|