Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,681.75 |
1,685.00 |
3.25 |
0.2% |
1,696.50 |
High |
1,688.25 |
1,686.50 |
-1.75 |
-0.1% |
1,698.25 |
Low |
1,673.50 |
1,674.75 |
1.25 |
0.1% |
1,674.50 |
Close |
1,684.50 |
1,675.50 |
-9.00 |
-0.5% |
1,679.75 |
Range |
14.75 |
11.75 |
-3.00 |
-20.3% |
23.75 |
ATR |
14.51 |
14.31 |
-0.20 |
-1.4% |
0.00 |
Volume |
6,670 |
4,242 |
-2,428 |
-36.4% |
13,350 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.25 |
1,706.50 |
1,682.00 |
|
R3 |
1,702.50 |
1,694.75 |
1,678.75 |
|
R2 |
1,690.75 |
1,690.75 |
1,677.75 |
|
R1 |
1,683.00 |
1,683.00 |
1,676.50 |
1,681.00 |
PP |
1,679.00 |
1,679.00 |
1,679.00 |
1,678.00 |
S1 |
1,671.25 |
1,671.25 |
1,674.50 |
1,669.25 |
S2 |
1,667.25 |
1,667.25 |
1,673.25 |
|
S3 |
1,655.50 |
1,659.50 |
1,672.25 |
|
S4 |
1,643.75 |
1,647.75 |
1,669.00 |
|
|
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% |
30% |
False |
False |
3,978 |
10 |
1,698.50 |
1,669.00 |
29.50 |
1.8% |
12.50 |
0.7% |
22% |
False |
False |
3,336 |
20 |
1,698.50 |
1,664.25 |
34.25 |
2.0% |
12.75 |
0.8% |
33% |
False |
False |
3,601 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
85% |
False |
False |
3,717 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
18.50 |
1.1% |
85% |
False |
False |
2,646 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.0% |
16.75 |
1.0% |
85% |
False |
False |
2,022 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.7% |
16.25 |
1.0% |
87% |
False |
False |
1,645 |
120 |
1,698.50 |
1,466.00 |
232.50 |
13.9% |
15.50 |
0.9% |
90% |
False |
False |
1,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.50 |
2.618 |
1,717.25 |
1.618 |
1,705.50 |
1.000 |
1,698.25 |
0.618 |
1,693.75 |
HIGH |
1,686.50 |
0.618 |
1,682.00 |
0.500 |
1,680.50 |
0.382 |
1,679.25 |
LOW |
1,674.75 |
0.618 |
1,667.50 |
1.000 |
1,663.00 |
1.618 |
1,655.75 |
2.618 |
1,644.00 |
4.250 |
1,624.75 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,680.50 |
1,678.50 |
PP |
1,679.00 |
1,677.50 |
S1 |
1,677.25 |
1,676.50 |
|