Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,418.2 |
1,407.5 |
-10.7 |
-0.8% |
1,399.0 |
High |
1,418.6 |
1,411.5 |
-7.1 |
-0.5% |
1,434.0 |
Low |
1,402.1 |
1,391.8 |
-10.3 |
-0.7% |
1,388.4 |
Close |
1,412.9 |
1,396.1 |
-16.8 |
-1.2% |
1,396.1 |
Range |
16.5 |
19.7 |
3.2 |
19.4% |
45.6 |
ATR |
25.6 |
25.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
147,098 |
124,659 |
-22,439 |
-15.3% |
702,203 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.9 |
1,447.2 |
1,406.9 |
|
R3 |
1,439.2 |
1,427.5 |
1,401.5 |
|
R2 |
1,419.5 |
1,419.5 |
1,399.7 |
|
R1 |
1,407.8 |
1,407.8 |
1,397.9 |
1,403.8 |
PP |
1,399.8 |
1,399.8 |
1,399.8 |
1,397.8 |
S1 |
1,388.1 |
1,388.1 |
1,394.3 |
1,384.1 |
S2 |
1,380.1 |
1,380.1 |
1,392.5 |
|
S3 |
1,360.4 |
1,368.4 |
1,390.7 |
|
S4 |
1,340.7 |
1,348.7 |
1,385.3 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.0 |
1,515.1 |
1,421.2 |
|
R3 |
1,497.4 |
1,469.5 |
1,408.6 |
|
R2 |
1,451.8 |
1,451.8 |
1,404.5 |
|
R1 |
1,423.9 |
1,423.9 |
1,400.3 |
1,415.1 |
PP |
1,406.2 |
1,406.2 |
1,406.2 |
1,401.7 |
S1 |
1,378.3 |
1,378.3 |
1,391.9 |
1,369.5 |
S2 |
1,360.6 |
1,360.6 |
1,387.7 |
|
S3 |
1,315.0 |
1,332.7 |
1,383.6 |
|
S4 |
1,269.4 |
1,287.1 |
1,371.0 |
|
|
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 |
1,388.4 |
45.6 |
3.3% |
20.9 |
1.5% |
17% |
False |
False |
140,440 |
10 |
1,434.0 |
1,351.6 |
82.4 |
5.9% |
23.2 |
1.7% |
54% |
False |
False |
142,248 |
20 |
1,434.0 |
1,271.8 |
162.2 |
11.6% |
24.6 |
1.8% |
77% |
False |
False |
142,267 |
40 |
1,434.0 |
1,218.5 |
215.5 |
15.4% |
24.8 |
1.8% |
82% |
False |
False |
102,584 |
60 |
1,434.0 |
1,182.6 |
251.4 |
18.0% |
27.1 |
1.9% |
85% |
False |
False |
71,330 |
80 |
1,477.5 |
1,182.6 |
294.9 |
21.1% |
28.2 |
2.0% |
72% |
False |
False |
55,232 |
100 |
1,570.5 |
1,182.6 |
387.9 |
27.8% |
30.5 |
2.2% |
55% |
False |
False |
45,031 |
120 |
1,621.8 |
1,182.6 |
439.2 |
31.5% |
28.3 |
2.0% |
49% |
False |
False |
37,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.2 |
2.618 |
1,463.1 |
1.618 |
1,443.4 |
1.000 |
1,431.2 |
0.618 |
1,423.7 |
HIGH |
1,411.5 |
0.618 |
1,404.0 |
0.500 |
1,401.7 |
0.382 |
1,399.3 |
LOW |
1,391.8 |
0.618 |
1,379.6 |
1.000 |
1,372.1 |
1.618 |
1,359.9 |
2.618 |
1,340.2 |
4.250 |
1,308.1 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,401.7 |
1,412.9 |
PP |
1,399.8 |
1,407.3 |
S1 |
1,398.0 |
1,401.7 |
|