Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,313.5 |
1,336.0 |
22.5 |
1.7% |
1,312.2 |
High |
1,343.7 |
1,341.0 |
-2.7 |
-0.2% |
1,320.3 |
Low |
1,313.5 |
1,317.8 |
4.3 |
0.3% |
1,271.8 |
Close |
1,334.2 |
1,320.5 |
-13.7 |
-1.0% |
1,312.2 |
Range |
30.2 |
23.2 |
-7.0 |
-23.2% |
48.5 |
ATR |
26.8 |
26.5 |
-0.3 |
-1.0% |
0.0 |
Volume |
141,631 |
146,208 |
4,577 |
3.2% |
610,046 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.0 |
1,381.5 |
1,333.3 |
|
R3 |
1,372.8 |
1,358.3 |
1,326.9 |
|
R2 |
1,349.6 |
1,349.6 |
1,324.8 |
|
R1 |
1,335.1 |
1,335.1 |
1,322.6 |
1,330.8 |
PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,324.3 |
S1 |
1,311.9 |
1,311.9 |
1,318.4 |
1,307.6 |
S2 |
1,303.2 |
1,303.2 |
1,316.2 |
|
S3 |
1,280.0 |
1,288.7 |
1,314.1 |
|
S4 |
1,256.8 |
1,265.5 |
1,307.7 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.9 |
1,428.1 |
1,338.9 |
|
R3 |
1,398.4 |
1,379.6 |
1,325.5 |
|
R2 |
1,349.9 |
1,349.9 |
1,321.1 |
|
R1 |
1,331.1 |
1,331.1 |
1,316.6 |
1,336.5 |
PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,304.1 |
S1 |
1,282.6 |
1,282.6 |
1,307.8 |
1,288.0 |
S2 |
1,252.9 |
1,252.9 |
1,303.3 |
|
S3 |
1,204.4 |
1,234.1 |
1,298.9 |
|
S4 |
1,155.9 |
1,185.6 |
1,285.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.7 |
1,271.8 |
71.9 |
5.4% |
23.0 |
1.7% |
68% |
False |
False |
130,907 |
10 |
1,343.7 |
1,271.8 |
71.9 |
5.4% |
26.1 |
2.0% |
68% |
False |
False |
146,872 |
20 |
1,349.2 |
1,270.6 |
78.6 |
6.0% |
25.3 |
1.9% |
63% |
False |
False |
100,367 |
40 |
1,386.9 |
1,182.6 |
204.3 |
15.5% |
29.0 |
2.2% |
67% |
False |
False |
57,650 |
60 |
1,426.0 |
1,182.6 |
243.4 |
18.4% |
28.8 |
2.2% |
57% |
False |
False |
40,403 |
80 |
1,490.5 |
1,182.6 |
307.9 |
23.3% |
28.3 |
2.1% |
45% |
False |
False |
31,491 |
100 |
1,621.8 |
1,182.6 |
439.2 |
33.3% |
29.8 |
2.3% |
31% |
False |
False |
25,955 |
120 |
1,625.2 |
1,182.6 |
442.6 |
33.5% |
27.4 |
2.1% |
31% |
False |
False |
21,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.6 |
2.618 |
1,401.7 |
1.618 |
1,378.5 |
1.000 |
1,364.2 |
0.618 |
1,355.3 |
HIGH |
1,341.0 |
0.618 |
1,332.1 |
0.500 |
1,329.4 |
0.382 |
1,326.7 |
LOW |
1,317.8 |
0.618 |
1,303.5 |
1.000 |
1,294.6 |
1.618 |
1,280.3 |
2.618 |
1,257.1 |
4.250 |
1,219.2 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,329.4 |
1,323.9 |
PP |
1,326.4 |
1,322.8 |
S1 |
1,323.5 |
1,321.6 |
|