Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,660.75 |
1,654.50 |
-6.25 |
-0.4% |
1,651.00 |
High |
1,667.50 |
1,655.50 |
-12.00 |
-0.7% |
1,662.75 |
Low |
1,653.25 |
1,626.25 |
-27.00 |
-1.6% |
1,631.50 |
Close |
1,654.25 |
1,628.25 |
-26.00 |
-1.6% |
1,661.50 |
Range |
14.25 |
29.25 |
15.00 |
105.3% |
31.25 |
ATR |
16.14 |
17.07 |
0.94 |
5.8% |
0.00 |
Volume |
1,213,990 |
2,249,547 |
1,035,557 |
85.3% |
8,037,327 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.50 |
1,705.50 |
1,644.25 |
|
R3 |
1,695.25 |
1,676.25 |
1,636.25 |
|
R2 |
1,666.00 |
1,666.00 |
1,633.50 |
|
R1 |
1,647.00 |
1,647.00 |
1,631.00 |
1,642.00 |
PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,634.00 |
S1 |
1,617.75 |
1,617.75 |
1,625.50 |
1,612.50 |
S2 |
1,607.50 |
1,607.50 |
1,623.00 |
|
S3 |
1,578.25 |
1,588.50 |
1,620.25 |
|
S4 |
1,549.00 |
1,559.25 |
1,612.25 |
|
|
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 |
1,626.25 |
41.25 |
2.5% |
20.50 |
1.3% |
5% |
False |
True |
1,689,992 |
10 |
1,693.25 |
1,626.25 |
67.00 |
4.1% |
18.50 |
1.1% |
3% |
False |
True |
1,714,492 |
20 |
1,705.00 |
1,626.25 |
78.75 |
4.8% |
15.75 |
1.0% |
3% |
False |
True |
1,570,839 |
40 |
1,705.00 |
1,594.00 |
111.00 |
6.8% |
15.00 |
0.9% |
31% |
False |
False |
1,428,293 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.75 |
1.2% |
49% |
False |
False |
1,426,229 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.50 |
1.1% |
49% |
False |
False |
1,074,765 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.1% |
18.75 |
1.2% |
57% |
False |
False |
861,740 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.1% |
18.00 |
1.1% |
58% |
False |
False |
718,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,779.75 |
2.618 |
1,732.00 |
1.618 |
1,702.75 |
1.000 |
1,684.75 |
0.618 |
1,673.50 |
HIGH |
1,655.50 |
0.618 |
1,644.25 |
0.500 |
1,641.00 |
0.382 |
1,637.50 |
LOW |
1,626.25 |
0.618 |
1,608.25 |
1.000 |
1,597.00 |
1.618 |
1,579.00 |
2.618 |
1,549.75 |
4.250 |
1,502.00 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,641.00 |
1,647.00 |
PP |
1,636.75 |
1,640.75 |
S1 |
1,632.50 |
1,634.50 |
|