Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,673.50 |
1,649.00 |
-24.50 |
-1.5% |
1,677.75 |
High |
1,674.25 |
1,655.00 |
-19.25 |
-1.1% |
1,688.25 |
Low |
1,648.50 |
1,643.25 |
-5.25 |
-0.3% |
1,643.25 |
Close |
1,649.25 |
1,644.50 |
-4.75 |
-0.3% |
1,644.50 |
Range |
25.75 |
11.75 |
-14.00 |
-54.4% |
45.00 |
ATR |
15.22 |
14.97 |
-0.25 |
-1.6% |
0.00 |
Volume |
4,177 |
8,718 |
4,541 |
108.7% |
27,131 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.75 |
1,675.50 |
1,651.00 |
|
R3 |
1,671.00 |
1,663.75 |
1,647.75 |
|
R2 |
1,659.25 |
1,659.25 |
1,646.75 |
|
R1 |
1,652.00 |
1,652.00 |
1,645.50 |
1,649.75 |
PP |
1,647.50 |
1,647.50 |
1,647.50 |
1,646.50 |
S1 |
1,640.25 |
1,640.25 |
1,643.50 |
1,638.00 |
S2 |
1,635.75 |
1,635.75 |
1,642.25 |
|
S3 |
1,624.00 |
1,628.50 |
1,641.25 |
|
S4 |
1,612.25 |
1,616.75 |
1,638.00 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.75 |
1,764.00 |
1,669.25 |
|
R3 |
1,748.75 |
1,719.00 |
1,657.00 |
|
R2 |
1,703.75 |
1,703.75 |
1,652.75 |
|
R1 |
1,674.00 |
1,674.00 |
1,648.50 |
1,666.50 |
PP |
1,658.75 |
1,658.75 |
1,658.75 |
1,654.75 |
S1 |
1,629.00 |
1,629.00 |
1,640.50 |
1,621.50 |
S2 |
1,613.75 |
1,613.75 |
1,636.25 |
|
S3 |
1,568.75 |
1,584.00 |
1,632.00 |
|
S4 |
1,523.75 |
1,539.00 |
1,619.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,688.25 |
1,643.25 |
45.00 |
2.7% |
15.50 |
0.9% |
3% |
False |
True |
5,426 |
10 |
1,698.25 |
1,643.25 |
55.00 |
3.3% |
13.50 |
0.8% |
2% |
False |
True |
4,048 |
20 |
1,698.50 |
1,643.25 |
55.25 |
3.4% |
13.00 |
0.8% |
2% |
False |
True |
3,710 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
15.75 |
1.0% |
64% |
False |
False |
3,922 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.25 |
1.1% |
64% |
False |
False |
2,825 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.00 |
1.0% |
64% |
False |
False |
2,182 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.50 |
1.0% |
70% |
False |
False |
1,773 |
120 |
1,698.50 |
1,473.50 |
225.00 |
13.7% |
15.50 |
0.9% |
76% |
False |
False |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.00 |
2.618 |
1,685.75 |
1.618 |
1,674.00 |
1.000 |
1,666.75 |
0.618 |
1,662.25 |
HIGH |
1,655.00 |
0.618 |
1,650.50 |
0.500 |
1,649.00 |
0.382 |
1,647.75 |
LOW |
1,643.25 |
0.618 |
1,636.00 |
1.000 |
1,631.50 |
1.618 |
1,624.25 |
2.618 |
1,612.50 |
4.250 |
1,593.25 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,649.00 |
1,665.00 |
PP |
1,647.50 |
1,658.00 |
S1 |
1,646.00 |
1,651.25 |
|