Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,628.25 |
1,630.50 |
2.25 |
0.1% |
1,651.00 |
High |
1,639.25 |
1,644.75 |
5.50 |
0.3% |
1,662.75 |
Low |
1,624.75 |
1,627.75 |
3.00 |
0.2% |
1,631.50 |
Close |
1,632.25 |
1,636.75 |
4.50 |
0.3% |
1,661.50 |
Range |
14.50 |
17.00 |
2.50 |
17.2% |
31.25 |
ATR |
16.89 |
16.90 |
0.01 |
0.0% |
0.00 |
Volume |
1,652,221 |
1,743,635 |
91,414 |
5.5% |
8,037,327 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.50 |
1,679.00 |
1,646.00 |
|
R3 |
1,670.50 |
1,662.00 |
1,641.50 |
|
R2 |
1,653.50 |
1,653.50 |
1,639.75 |
|
R1 |
1,645.00 |
1,645.00 |
1,638.25 |
1,649.25 |
PP |
1,636.50 |
1,636.50 |
1,636.50 |
1,638.50 |
S1 |
1,628.00 |
1,628.00 |
1,635.25 |
1,632.25 |
S2 |
1,619.50 |
1,619.50 |
1,633.75 |
|
S3 |
1,602.50 |
1,611.00 |
1,632.00 |
|
S4 |
1,585.50 |
1,594.00 |
1,627.50 |
|
|
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 |
1,624.75 |
42.75 |
2.6% |
17.50 |
1.1% |
28% |
False |
False |
1,633,440 |
10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
17.75 |
1.1% |
28% |
False |
False |
1,663,665 |
20 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.75 |
1.0% |
15% |
False |
False |
1,565,664 |
40 |
1,705.00 |
1,608.25 |
96.75 |
5.9% |
15.00 |
0.9% |
29% |
False |
False |
1,445,620 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.50 |
1.1% |
55% |
False |
False |
1,481,238 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.75 |
1.1% |
55% |
False |
False |
1,116,938 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.75 |
1.1% |
62% |
False |
False |
895,657 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.1% |
18.00 |
1.1% |
62% |
False |
False |
746,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.00 |
2.618 |
1,689.25 |
1.618 |
1,672.25 |
1.000 |
1,661.75 |
0.618 |
1,655.25 |
HIGH |
1,644.75 |
0.618 |
1,638.25 |
0.500 |
1,636.25 |
0.382 |
1,634.25 |
LOW |
1,627.75 |
0.618 |
1,617.25 |
1.000 |
1,610.75 |
1.618 |
1,600.25 |
2.618 |
1,583.25 |
4.250 |
1,555.50 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,636.50 |
1,640.00 |
PP |
1,636.50 |
1,639.00 |
S1 |
1,636.25 |
1,638.00 |
|