Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,404.8 |
1,416.1 |
11.3 |
0.8% |
1,377.1 |
High |
1,424.0 |
1,434.0 |
10.0 |
0.7% |
1,399.9 |
Low |
1,395.2 |
1,413.2 |
18.0 |
1.3% |
1,351.6 |
Close |
1,420.2 |
1,418.8 |
-1.4 |
-0.1% |
1,395.8 |
Range |
28.8 |
20.8 |
-8.0 |
-27.8% |
48.3 |
ATR |
26.7 |
26.3 |
-0.4 |
-1.6% |
0.0 |
Volume |
160,392 |
167,016 |
6,624 |
4.1% |
720,281 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.4 |
1,472.4 |
1,430.2 |
|
R3 |
1,463.6 |
1,451.6 |
1,424.5 |
|
R2 |
1,442.8 |
1,442.8 |
1,422.6 |
|
R1 |
1,430.8 |
1,430.8 |
1,420.7 |
1,436.8 |
PP |
1,422.0 |
1,422.0 |
1,422.0 |
1,425.0 |
S1 |
1,410.0 |
1,410.0 |
1,416.9 |
1,416.0 |
S2 |
1,401.2 |
1,401.2 |
1,415.0 |
|
S3 |
1,380.4 |
1,389.2 |
1,413.1 |
|
S4 |
1,359.6 |
1,368.4 |
1,407.4 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.3 |
1,509.9 |
1,422.4 |
|
R3 |
1,479.0 |
1,461.6 |
1,409.1 |
|
R2 |
1,430.7 |
1,430.7 |
1,404.7 |
|
R1 |
1,413.3 |
1,413.3 |
1,400.2 |
1,422.0 |
PP |
1,382.4 |
1,382.4 |
1,382.4 |
1,386.8 |
S1 |
1,365.0 |
1,365.0 |
1,391.4 |
1,373.7 |
S2 |
1,334.1 |
1,334.1 |
1,386.9 |
|
S3 |
1,285.8 |
1,316.7 |
1,382.5 |
|
S4 |
1,237.5 |
1,268.4 |
1,369.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.0 |
1,354.5 |
79.5 |
5.6% |
25.4 |
1.8% |
81% |
True |
False |
147,920 |
10 |
1,434.0 |
1,317.9 |
116.1 |
8.2% |
26.9 |
1.9% |
87% |
True |
False |
155,510 |
20 |
1,434.0 |
1,271.8 |
162.2 |
11.4% |
25.8 |
1.8% |
91% |
True |
False |
146,282 |
40 |
1,434.0 |
1,209.4 |
224.6 |
15.8% |
25.7 |
1.8% |
93% |
True |
False |
96,789 |
60 |
1,434.0 |
1,182.6 |
251.4 |
17.7% |
27.3 |
1.9% |
94% |
True |
False |
66,919 |
80 |
1,478.9 |
1,182.6 |
296.3 |
20.9% |
28.4 |
2.0% |
80% |
False |
False |
51,947 |
100 |
1,594.6 |
1,182.6 |
412.0 |
29.0% |
30.7 |
2.2% |
57% |
False |
False |
42,435 |
120 |
1,621.8 |
1,182.6 |
439.2 |
31.0% |
28.1 |
2.0% |
54% |
False |
False |
35,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.4 |
2.618 |
1,488.5 |
1.618 |
1,467.7 |
1.000 |
1,454.8 |
0.618 |
1,446.9 |
HIGH |
1,434.0 |
0.618 |
1,426.1 |
0.500 |
1,423.6 |
0.382 |
1,421.1 |
LOW |
1,413.2 |
0.618 |
1,400.3 |
1.000 |
1,392.4 |
1.618 |
1,379.5 |
2.618 |
1,358.7 |
4.250 |
1,324.8 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,423.6 |
1,416.3 |
PP |
1,422.0 |
1,413.7 |
S1 |
1,420.4 |
1,411.2 |
|