Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,335.8 |
1,365.6 |
29.8 |
2.2% |
1,313.5 |
High |
1,369.6 |
1,379.2 |
9.6 |
0.7% |
1,379.2 |
Low |
1,317.9 |
1,357.0 |
39.1 |
3.0% |
1,313.5 |
Close |
1,360.9 |
1,371.0 |
10.1 |
0.7% |
1,371.0 |
Range |
51.7 |
22.2 |
-29.5 |
-57.1% |
65.7 |
ATR |
27.9 |
27.5 |
-0.4 |
-1.5% |
0.0 |
Volume |
226,648 |
177,729 |
-48,919 |
-21.6% |
812,828 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.7 |
1,425.5 |
1,383.2 |
|
R3 |
1,413.5 |
1,403.3 |
1,377.1 |
|
R2 |
1,391.3 |
1,391.3 |
1,375.1 |
|
R1 |
1,381.1 |
1,381.1 |
1,373.0 |
1,386.2 |
PP |
1,369.1 |
1,369.1 |
1,369.1 |
1,371.6 |
S1 |
1,358.9 |
1,358.9 |
1,369.0 |
1,364.0 |
S2 |
1,346.9 |
1,346.9 |
1,366.9 |
|
S3 |
1,324.7 |
1,336.7 |
1,364.9 |
|
S4 |
1,302.5 |
1,314.5 |
1,358.8 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.7 |
1,527.0 |
1,407.1 |
|
R3 |
1,486.0 |
1,461.3 |
1,389.1 |
|
R2 |
1,420.3 |
1,420.3 |
1,383.0 |
|
R1 |
1,395.6 |
1,395.6 |
1,377.0 |
1,408.0 |
PP |
1,354.6 |
1,354.6 |
1,354.6 |
1,360.7 |
S1 |
1,329.9 |
1,329.9 |
1,365.0 |
1,342.3 |
S2 |
1,288.9 |
1,288.9 |
1,359.0 |
|
S3 |
1,223.2 |
1,264.2 |
1,352.9 |
|
S4 |
1,157.5 |
1,198.5 |
1,334.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,379.2 |
1,313.5 |
65.7 |
4.8% |
29.6 |
2.2% |
88% |
True |
False |
162,565 |
10 |
1,379.2 |
1,271.8 |
107.4 |
7.8% |
26.1 |
1.9% |
92% |
True |
False |
142,287 |
20 |
1,379.2 |
1,271.8 |
107.4 |
7.8% |
27.1 |
2.0% |
92% |
True |
False |
122,690 |
40 |
1,379.2 |
1,182.6 |
196.6 |
14.3% |
28.2 |
2.1% |
96% |
True |
False |
70,621 |
60 |
1,426.0 |
1,182.6 |
243.4 |
17.8% |
27.6 |
2.0% |
77% |
False |
False |
48,772 |
80 |
1,490.5 |
1,182.6 |
307.9 |
22.5% |
28.6 |
2.1% |
61% |
False |
False |
37,940 |
100 |
1,612.6 |
1,182.6 |
430.0 |
31.4% |
30.3 |
2.2% |
44% |
False |
False |
31,122 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.0% |
27.6 |
2.0% |
43% |
False |
False |
26,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.6 |
2.618 |
1,437.3 |
1.618 |
1,415.1 |
1.000 |
1,401.4 |
0.618 |
1,392.9 |
HIGH |
1,379.2 |
0.618 |
1,370.7 |
0.500 |
1,368.1 |
0.382 |
1,365.5 |
LOW |
1,357.0 |
0.618 |
1,343.3 |
1.000 |
1,334.8 |
1.618 |
1,321.1 |
2.618 |
1,298.9 |
4.250 |
1,262.7 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,370.0 |
1,363.1 |
PP |
1,369.1 |
1,355.1 |
S1 |
1,368.1 |
1,347.2 |
|