Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,630.50 |
1,639.00 |
8.50 |
0.5% |
1,660.75 |
High |
1,644.75 |
1,645.00 |
0.25 |
0.0% |
1,667.50 |
Low |
1,627.75 |
1,625.50 |
-2.25 |
-0.1% |
1,624.75 |
Close |
1,636.75 |
1,631.25 |
-5.50 |
-0.3% |
1,631.25 |
Range |
17.00 |
19.50 |
2.50 |
14.7% |
42.75 |
ATR |
16.90 |
17.08 |
0.19 |
1.1% |
0.00 |
Volume |
1,743,635 |
1,932,571 |
188,936 |
10.8% |
8,791,964 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.50 |
1,681.25 |
1,642.00 |
|
R3 |
1,673.00 |
1,661.75 |
1,636.50 |
|
R2 |
1,653.50 |
1,653.50 |
1,634.75 |
|
R1 |
1,642.25 |
1,642.25 |
1,633.00 |
1,638.00 |
PP |
1,634.00 |
1,634.00 |
1,634.00 |
1,631.75 |
S1 |
1,622.75 |
1,622.75 |
1,629.50 |
1,618.50 |
S2 |
1,614.50 |
1,614.50 |
1,627.75 |
|
S3 |
1,595.00 |
1,603.25 |
1,626.00 |
|
S4 |
1,575.50 |
1,583.75 |
1,620.50 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.50 |
1,743.00 |
1,654.75 |
|
R3 |
1,726.75 |
1,700.25 |
1,643.00 |
|
R2 |
1,684.00 |
1,684.00 |
1,639.00 |
|
R1 |
1,657.50 |
1,657.50 |
1,635.25 |
1,649.50 |
PP |
1,641.25 |
1,641.25 |
1,641.25 |
1,637.00 |
S1 |
1,614.75 |
1,614.75 |
1,627.25 |
1,606.50 |
S2 |
1,598.50 |
1,598.50 |
1,623.50 |
|
S3 |
1,555.75 |
1,572.00 |
1,619.50 |
|
S4 |
1,513.00 |
1,529.25 |
1,607.75 |
|
|
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% |
19.00 |
1.2% |
15% |
False |
False |
1,758,392 |
10 |
1,667.50 |
1,624.75 |
42.75 |
2.6% |
18.50 |
1.1% |
15% |
False |
False |
1,682,929 |
20 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
16.25 |
1.0% |
8% |
False |
False |
1,601,469 |
40 |
1,705.00 |
1,624.75 |
80.25 |
4.9% |
15.00 |
0.9% |
8% |
False |
False |
1,450,904 |
60 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.50 |
1.1% |
51% |
False |
False |
1,512,383 |
80 |
1,705.00 |
1,553.25 |
151.75 |
9.3% |
18.75 |
1.2% |
51% |
False |
False |
1,140,935 |
100 |
1,705.00 |
1,524.75 |
180.25 |
11.0% |
18.75 |
1.1% |
59% |
False |
False |
914,968 |
120 |
1,705.00 |
1,523.50 |
181.50 |
11.1% |
18.25 |
1.1% |
59% |
False |
False |
762,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.00 |
2.618 |
1,696.00 |
1.618 |
1,676.50 |
1.000 |
1,664.50 |
0.618 |
1,657.00 |
HIGH |
1,645.00 |
0.618 |
1,637.50 |
0.500 |
1,635.25 |
0.382 |
1,633.00 |
LOW |
1,625.50 |
0.618 |
1,613.50 |
1.000 |
1,606.00 |
1.618 |
1,594.00 |
2.618 |
1,574.50 |
4.250 |
1,542.50 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,635.25 |
1,635.00 |
PP |
1,634.00 |
1,633.75 |
S1 |
1,632.50 |
1,632.50 |
|