Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,655.50 |
1,660.75 |
5.25 |
0.3% |
1,651.00 |
High |
1,662.75 |
1,667.50 |
4.75 |
0.3% |
1,662.75 |
Low |
1,650.50 |
1,653.25 |
2.75 |
0.2% |
1,631.50 |
Close |
1,661.50 |
1,654.25 |
-7.25 |
-0.4% |
1,661.50 |
Range |
12.25 |
14.25 |
2.00 |
16.3% |
31.25 |
ATR |
16.28 |
16.14 |
-0.15 |
-0.9% |
0.00 |
Volume |
1,307,807 |
1,213,990 |
-93,817 |
-7.2% |
8,037,327 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.00 |
1,692.00 |
1,662.00 |
|
R3 |
1,686.75 |
1,677.75 |
1,658.25 |
|
R2 |
1,672.50 |
1,672.50 |
1,656.75 |
|
R1 |
1,663.50 |
1,663.50 |
1,655.50 |
1,661.00 |
PP |
1,658.25 |
1,658.25 |
1,658.25 |
1,657.00 |
S1 |
1,649.25 |
1,649.25 |
1,653.00 |
1,646.50 |
S2 |
1,644.00 |
1,644.00 |
1,651.75 |
|
S3 |
1,629.75 |
1,635.00 |
1,650.25 |
|
S4 |
1,615.50 |
1,620.75 |
1,646.50 |
|
|
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 |
1,667.50 |
1,631.50 |
36.00 |
2.2% |
17.75 |
1.1% |
63% |
True |
False |
1,556,548 |
10 |
1,694.50 |
1,631.50 |
63.00 |
3.8% |
17.25 |
1.0% |
36% |
False |
False |
1,650,031 |
20 |
1,705.00 |
1,631.50 |
73.50 |
4.4% |
15.00 |
0.9% |
31% |
False |
False |
1,524,287 |
40 |
1,705.00 |
1,593.25 |
111.75 |
6.8% |
15.00 |
0.9% |
55% |
False |
False |
1,410,829 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.50 |
1.1% |
67% |
False |
False |
1,389,485 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.2% |
18.50 |
1.1% |
67% |
False |
False |
1,046,757 |
100 |
1,705.00 |
1,524.75 |
180.25 |
10.9% |
18.75 |
1.1% |
72% |
False |
False |
839,271 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.0% |
17.75 |
1.1% |
72% |
False |
False |
699,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.00 |
2.618 |
1,704.75 |
1.618 |
1,690.50 |
1.000 |
1,681.75 |
0.618 |
1,676.25 |
HIGH |
1,667.50 |
0.618 |
1,662.00 |
0.500 |
1,660.50 |
0.382 |
1,658.75 |
LOW |
1,653.25 |
0.618 |
1,644.50 |
1.000 |
1,639.00 |
1.618 |
1,630.25 |
2.618 |
1,616.00 |
4.250 |
1,592.75 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.50 |
1,652.75 |
PP |
1,658.25 |
1,651.00 |
S1 |
1,656.25 |
1,649.50 |
|