Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,677.75 |
1,681.75 |
4.00 |
0.2% |
1,696.50 |
High |
1,682.25 |
1,688.25 |
6.00 |
0.4% |
1,698.25 |
Low |
1,669.00 |
1,673.50 |
4.50 |
0.3% |
1,674.50 |
Close |
1,680.75 |
1,684.50 |
3.75 |
0.2% |
1,679.75 |
Range |
13.25 |
14.75 |
1.50 |
11.3% |
23.75 |
ATR |
14.49 |
14.51 |
0.02 |
0.1% |
0.00 |
Volume |
3,324 |
6,670 |
3,346 |
100.7% |
13,350 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.25 |
1,720.25 |
1,692.50 |
|
R3 |
1,711.50 |
1,705.50 |
1,688.50 |
|
R2 |
1,696.75 |
1,696.75 |
1,687.25 |
|
R1 |
1,690.75 |
1,690.75 |
1,685.75 |
1,693.75 |
PP |
1,682.00 |
1,682.00 |
1,682.00 |
1,683.50 |
S1 |
1,676.00 |
1,676.00 |
1,683.25 |
1,679.00 |
S2 |
1,667.25 |
1,667.25 |
1,681.75 |
|
S3 |
1,652.50 |
1,661.25 |
1,680.50 |
|
S4 |
1,637.75 |
1,646.50 |
1,676.50 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.50 |
1,741.25 |
1,692.75 |
|
R3 |
1,731.75 |
1,717.50 |
1,686.25 |
|
R2 |
1,708.00 |
1,708.00 |
1,684.00 |
|
R1 |
1,693.75 |
1,693.75 |
1,682.00 |
1,689.00 |
PP |
1,684.25 |
1,684.25 |
1,684.25 |
1,681.75 |
S1 |
1,670.00 |
1,670.00 |
1,677.50 |
1,665.25 |
S2 |
1,660.50 |
1,660.50 |
1,675.50 |
|
S3 |
1,636.75 |
1,646.25 |
1,673.25 |
|
S4 |
1,613.00 |
1,622.50 |
1,666.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,690.50 |
1,669.00 |
21.50 |
1.3% |
13.00 |
0.8% |
72% |
False |
False |
3,992 |
10 |
1,698.50 |
1,669.00 |
29.50 |
1.8% |
12.50 |
0.7% |
53% |
False |
False |
3,181 |
20 |
1,698.50 |
1,660.00 |
38.50 |
2.3% |
13.00 |
0.8% |
64% |
False |
False |
3,543 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
91% |
False |
False |
3,631 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.50 |
1.1% |
91% |
False |
False |
2,589 |
80 |
1,698.50 |
1,532.00 |
166.50 |
9.9% |
16.75 |
1.0% |
92% |
False |
False |
1,969 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.6% |
16.25 |
1.0% |
92% |
False |
False |
1,603 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.8% |
15.50 |
0.9% |
94% |
False |
False |
1,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,751.00 |
2.618 |
1,726.75 |
1.618 |
1,712.00 |
1.000 |
1,703.00 |
0.618 |
1,697.25 |
HIGH |
1,688.25 |
0.618 |
1,682.50 |
0.500 |
1,681.00 |
0.382 |
1,679.25 |
LOW |
1,673.50 |
0.618 |
1,664.50 |
1.000 |
1,658.75 |
1.618 |
1,649.75 |
2.618 |
1,635.00 |
4.250 |
1,610.75 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,683.25 |
1,682.75 |
PP |
1,682.00 |
1,681.00 |
S1 |
1,681.00 |
1,679.25 |
|