Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,365.6 |
1,377.1 |
11.5 |
0.8% |
1,313.5 |
High |
1,379.2 |
1,384.1 |
4.9 |
0.4% |
1,379.2 |
Low |
1,357.0 |
1,362.0 |
5.0 |
0.4% |
1,313.5 |
Close |
1,371.0 |
1,365.7 |
-5.3 |
-0.4% |
1,371.0 |
Range |
22.2 |
22.1 |
-0.1 |
-0.5% |
65.7 |
ATR |
27.5 |
27.1 |
-0.4 |
-1.4% |
0.0 |
Volume |
177,729 |
123,415 |
-54,314 |
-30.6% |
812,828 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.9 |
1,423.4 |
1,377.9 |
|
R3 |
1,414.8 |
1,401.3 |
1,371.8 |
|
R2 |
1,392.7 |
1,392.7 |
1,369.8 |
|
R1 |
1,379.2 |
1,379.2 |
1,367.7 |
1,374.9 |
PP |
1,370.6 |
1,370.6 |
1,370.6 |
1,368.5 |
S1 |
1,357.1 |
1,357.1 |
1,363.7 |
1,352.8 |
S2 |
1,348.5 |
1,348.5 |
1,361.6 |
|
S3 |
1,326.4 |
1,335.0 |
1,359.6 |
|
S4 |
1,304.3 |
1,312.9 |
1,353.5 |
|
|
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 |
1,384.1 |
1,315.1 |
69.0 |
5.1% |
28.0 |
2.0% |
73% |
True |
False |
158,922 |
10 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
26.0 |
1.9% |
84% |
True |
False |
144,842 |
20 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
26.0 |
1.9% |
84% |
True |
False |
126,977 |
40 |
1,384.1 |
1,182.6 |
201.5 |
14.8% |
28.0 |
2.0% |
91% |
True |
False |
73,439 |
60 |
1,426.0 |
1,182.6 |
243.4 |
17.8% |
27.3 |
2.0% |
75% |
False |
False |
50,638 |
80 |
1,490.5 |
1,182.6 |
307.9 |
22.5% |
28.4 |
2.1% |
59% |
False |
False |
39,463 |
100 |
1,612.5 |
1,182.6 |
429.9 |
31.5% |
30.3 |
2.2% |
43% |
False |
False |
32,340 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.2% |
27.6 |
2.0% |
42% |
False |
False |
27,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.0 |
2.618 |
1,442.0 |
1.618 |
1,419.9 |
1.000 |
1,406.2 |
0.618 |
1,397.8 |
HIGH |
1,384.1 |
0.618 |
1,375.7 |
0.500 |
1,373.1 |
0.382 |
1,370.4 |
LOW |
1,362.0 |
0.618 |
1,348.3 |
1.000 |
1,339.9 |
1.618 |
1,326.2 |
2.618 |
1,304.1 |
4.250 |
1,268.1 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,373.1 |
1,360.8 |
PP |
1,370.6 |
1,355.9 |
S1 |
1,368.2 |
1,351.0 |
|