Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,685.00 |
1,673.50 |
-11.50 |
-0.7% |
1,696.50 |
High |
1,686.50 |
1,674.25 |
-12.25 |
-0.7% |
1,698.25 |
Low |
1,674.75 |
1,648.50 |
-26.25 |
-1.6% |
1,674.50 |
Close |
1,675.50 |
1,649.25 |
-26.25 |
-1.6% |
1,679.75 |
Range |
11.75 |
25.75 |
14.00 |
119.1% |
23.75 |
ATR |
14.31 |
15.22 |
0.91 |
6.3% |
0.00 |
Volume |
4,242 |
4,177 |
-65 |
-1.5% |
13,350 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.50 |
1,717.75 |
1,663.50 |
|
R3 |
1,708.75 |
1,692.00 |
1,656.25 |
|
R2 |
1,683.00 |
1,683.00 |
1,654.00 |
|
R1 |
1,666.25 |
1,666.25 |
1,651.50 |
1,661.75 |
PP |
1,657.25 |
1,657.25 |
1,657.25 |
1,655.00 |
S1 |
1,640.50 |
1,640.50 |
1,647.00 |
1,636.00 |
S2 |
1,631.50 |
1,631.50 |
1,644.50 |
|
S3 |
1,605.75 |
1,614.75 |
1,642.25 |
|
S4 |
1,580.00 |
1,589.00 |
1,635.00 |
|
|
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 |
1,689.50 |
1,648.50 |
41.00 |
2.5% |
15.75 |
1.0% |
2% |
False |
True |
4,091 |
10 |
1,698.50 |
1,648.50 |
50.00 |
3.0% |
13.00 |
0.8% |
2% |
False |
True |
3,481 |
20 |
1,698.50 |
1,648.50 |
50.00 |
3.0% |
13.25 |
0.8% |
2% |
False |
True |
3,413 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
16.75 |
1.0% |
67% |
False |
False |
3,790 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.75 |
1.1% |
67% |
False |
False |
2,689 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.00 |
1.0% |
67% |
False |
False |
2,074 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.50 |
1.0% |
72% |
False |
False |
1,686 |
120 |
1,698.50 |
1,466.00 |
232.50 |
14.1% |
15.50 |
0.9% |
79% |
False |
False |
1,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.75 |
2.618 |
1,741.75 |
1.618 |
1,716.00 |
1.000 |
1,700.00 |
0.618 |
1,690.25 |
HIGH |
1,674.25 |
0.618 |
1,664.50 |
0.500 |
1,661.50 |
0.382 |
1,658.25 |
LOW |
1,648.50 |
0.618 |
1,632.50 |
1.000 |
1,622.75 |
1.618 |
1,606.75 |
2.618 |
1,581.00 |
4.250 |
1,539.00 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,661.50 |
1,668.50 |
PP |
1,657.25 |
1,662.00 |
S1 |
1,653.25 |
1,655.50 |
|