Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,649.00 |
1,644.00 |
-5.00 |
-0.3% |
1,677.75 |
High |
1,655.00 |
1,650.00 |
-5.00 |
-0.3% |
1,688.25 |
Low |
1,643.25 |
1,635.75 |
-7.50 |
-0.5% |
1,643.25 |
Close |
1,644.50 |
1,638.25 |
-6.25 |
-0.4% |
1,644.50 |
Range |
11.75 |
14.25 |
2.50 |
21.3% |
45.00 |
ATR |
14.97 |
14.92 |
-0.05 |
-0.3% |
0.00 |
Volume |
8,718 |
7,917 |
-801 |
-9.2% |
27,131 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.00 |
1,675.50 |
1,646.00 |
|
R3 |
1,669.75 |
1,661.25 |
1,642.25 |
|
R2 |
1,655.50 |
1,655.50 |
1,640.75 |
|
R1 |
1,647.00 |
1,647.00 |
1,639.50 |
1,644.00 |
PP |
1,641.25 |
1,641.25 |
1,641.25 |
1,640.00 |
S1 |
1,632.75 |
1,632.75 |
1,637.00 |
1,630.00 |
S2 |
1,627.00 |
1,627.00 |
1,635.75 |
|
S3 |
1,612.75 |
1,618.50 |
1,634.25 |
|
S4 |
1,598.50 |
1,604.25 |
1,630.50 |
|
|
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 |
1,635.75 |
52.50 |
3.2% |
15.75 |
1.0% |
5% |
False |
True |
6,344 |
10 |
1,697.00 |
1,635.75 |
61.25 |
3.7% |
14.25 |
0.9% |
4% |
False |
True |
4,625 |
20 |
1,698.50 |
1,635.75 |
62.75 |
3.8% |
13.50 |
0.8% |
4% |
False |
True |
3,931 |
40 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
15.50 |
0.9% |
60% |
False |
False |
3,963 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.25 |
1.1% |
60% |
False |
False |
2,948 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.00 |
1.0% |
60% |
False |
False |
2,280 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.50 |
1.0% |
66% |
False |
False |
1,851 |
120 |
1,698.50 |
1,485.00 |
213.50 |
13.0% |
15.25 |
0.9% |
72% |
False |
False |
1,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.50 |
2.618 |
1,687.25 |
1.618 |
1,673.00 |
1.000 |
1,664.25 |
0.618 |
1,658.75 |
HIGH |
1,650.00 |
0.618 |
1,644.50 |
0.500 |
1,643.00 |
0.382 |
1,641.25 |
LOW |
1,635.75 |
0.618 |
1,627.00 |
1.000 |
1,621.50 |
1.618 |
1,612.75 |
2.618 |
1,598.50 |
4.250 |
1,575.25 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.00 |
1,655.00 |
PP |
1,641.25 |
1,649.50 |
S1 |
1,639.75 |
1,643.75 |
|