Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,654.50 |
1,628.25 |
-26.25 |
-1.6% |
1,651.00 |
High |
1,655.50 |
1,639.25 |
-16.25 |
-1.0% |
1,662.75 |
Low |
1,626.25 |
1,624.75 |
-1.50 |
-0.1% |
1,631.50 |
Close |
1,628.25 |
1,632.25 |
4.00 |
0.2% |
1,661.50 |
Range |
29.25 |
14.50 |
-14.75 |
-50.4% |
31.25 |
ATR |
17.07 |
16.89 |
-0.18 |
-1.1% |
0.00 |
Volume |
2,249,547 |
1,652,221 |
-597,326 |
-26.6% |
8,037,327 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.50 |
1,668.50 |
1,640.25 |
|
R3 |
1,661.00 |
1,654.00 |
1,636.25 |
|
R2 |
1,646.50 |
1,646.50 |
1,635.00 |
|
R1 |
1,639.50 |
1,639.50 |
1,633.50 |
1,643.00 |
PP |
1,632.00 |
1,632.00 |
1,632.00 |
1,634.00 |
S1 |
1,625.00 |
1,625.00 |
1,631.00 |
1,628.50 |
S2 |
1,617.50 |
1,617.50 |
1,629.50 |
|
S3 |
1,603.00 |
1,610.50 |
1,628.25 |
|
S4 |
1,588.50 |
1,596.00 |
1,624.25 |
|
|
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 |
1,624.75 |
42.75 |
2.6% |
19.25 |
1.2% |
18% |
False |
True |
1,596,068 |
10 |
1,682.00 |
1,624.75 |
57.25 |
3.5% |
18.75 |
1.2% |
13% |
False |
True |
1,729,255 |
20 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.75 |
1.0% |
9% |
False |
True |
1,554,374 |
40 |
1,705.00 |
1,594.00 |
111.00 |
6.8% |
15.00 |
0.9% |
34% |
False |
False |
1,427,823 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.75 |
1.1% |
52% |
False |
False |
1,453,046 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.75 |
1.1% |
52% |
False |
False |
1,095,236 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.75 |
1.1% |
60% |
False |
False |
878,245 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.1% |
18.00 |
1.1% |
60% |
False |
False |
732,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.00 |
2.618 |
1,677.25 |
1.618 |
1,662.75 |
1.000 |
1,653.75 |
0.618 |
1,648.25 |
HIGH |
1,639.25 |
0.618 |
1,633.75 |
0.500 |
1,632.00 |
0.382 |
1,630.25 |
LOW |
1,624.75 |
0.618 |
1,615.75 |
1.000 |
1,610.25 |
1.618 |
1,601.25 |
2.618 |
1,586.75 |
4.250 |
1,563.00 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,632.25 |
1,646.00 |
PP |
1,632.00 |
1,641.50 |
S1 |
1,632.00 |
1,637.00 |
|