Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,364.9 |
1,371.0 |
6.1 |
0.4% |
1,313.5 |
High |
1,378.0 |
1,378.9 |
0.9 |
0.1% |
1,379.2 |
Low |
1,351.6 |
1,359.2 |
7.6 |
0.6% |
1,313.5 |
Close |
1,372.6 |
1,370.1 |
-2.5 |
-0.2% |
1,371.0 |
Range |
26.4 |
19.7 |
-6.7 |
-25.4% |
65.7 |
ATR |
27.1 |
26.6 |
-0.5 |
-1.9% |
0.0 |
Volume |
137,476 |
150,235 |
12,759 |
9.3% |
812,828 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.5 |
1,419.0 |
1,380.9 |
|
R3 |
1,408.8 |
1,399.3 |
1,375.5 |
|
R2 |
1,389.1 |
1,389.1 |
1,373.7 |
|
R1 |
1,379.6 |
1,379.6 |
1,371.9 |
1,374.5 |
PP |
1,369.4 |
1,369.4 |
1,369.4 |
1,366.9 |
S1 |
1,359.9 |
1,359.9 |
1,368.3 |
1,354.8 |
S2 |
1,349.7 |
1,349.7 |
1,366.5 |
|
S3 |
1,330.0 |
1,340.2 |
1,364.7 |
|
S4 |
1,310.3 |
1,320.5 |
1,359.3 |
|
|
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 |
1,317.9 |
66.2 |
4.8% |
28.4 |
2.1% |
79% |
False |
False |
163,100 |
10 |
1,384.1 |
1,282.0 |
102.1 |
7.5% |
26.0 |
1.9% |
86% |
False |
False |
146,859 |
20 |
1,384.1 |
1,271.8 |
112.3 |
8.2% |
25.5 |
1.9% |
88% |
False |
False |
137,489 |
40 |
1,384.1 |
1,182.6 |
201.5 |
14.7% |
28.1 |
2.0% |
93% |
False |
False |
80,299 |
60 |
1,426.0 |
1,182.6 |
243.4 |
17.8% |
27.4 |
2.0% |
77% |
False |
False |
55,317 |
80 |
1,490.5 |
1,182.6 |
307.9 |
22.5% |
28.3 |
2.1% |
61% |
False |
False |
42,933 |
100 |
1,608.5 |
1,182.6 |
425.9 |
31.1% |
30.6 |
2.2% |
44% |
False |
False |
35,187 |
120 |
1,621.8 |
1,182.6 |
439.2 |
32.1% |
27.7 |
2.0% |
43% |
False |
False |
29,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.6 |
2.618 |
1,430.5 |
1.618 |
1,410.8 |
1.000 |
1,398.6 |
0.618 |
1,391.1 |
HIGH |
1,378.9 |
0.618 |
1,371.4 |
0.500 |
1,369.1 |
0.382 |
1,366.7 |
LOW |
1,359.2 |
0.618 |
1,347.0 |
1.000 |
1,339.5 |
1.618 |
1,327.3 |
2.618 |
1,307.6 |
4.250 |
1,275.5 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,369.8 |
1,369.4 |
PP |
1,369.4 |
1,368.6 |
S1 |
1,369.1 |
1,367.9 |
|