Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,644.00 |
1,637.50 |
-6.50 |
-0.4% |
1,677.75 |
High |
1,650.00 |
1,650.00 |
0.00 |
0.0% |
1,688.25 |
Low |
1,635.75 |
1,634.50 |
-1.25 |
-0.1% |
1,643.25 |
Close |
1,638.25 |
1,644.00 |
5.75 |
0.4% |
1,644.50 |
Range |
14.25 |
15.50 |
1.25 |
8.8% |
45.00 |
ATR |
14.92 |
14.96 |
0.04 |
0.3% |
0.00 |
Volume |
7,917 |
4,612 |
-3,305 |
-41.7% |
27,131 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.25 |
1,682.25 |
1,652.50 |
|
R3 |
1,673.75 |
1,666.75 |
1,648.25 |
|
R2 |
1,658.25 |
1,658.25 |
1,646.75 |
|
R1 |
1,651.25 |
1,651.25 |
1,645.50 |
1,654.75 |
PP |
1,642.75 |
1,642.75 |
1,642.75 |
1,644.50 |
S1 |
1,635.75 |
1,635.75 |
1,642.50 |
1,639.25 |
S2 |
1,627.25 |
1,627.25 |
1,641.25 |
|
S3 |
1,611.75 |
1,620.25 |
1,639.75 |
|
S4 |
1,596.25 |
1,604.75 |
1,635.50 |
|
|
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 |
1,686.50 |
1,634.50 |
52.00 |
3.2% |
15.75 |
1.0% |
18% |
False |
True |
5,933 |
10 |
1,690.50 |
1,634.50 |
56.00 |
3.4% |
14.50 |
0.9% |
17% |
False |
True |
4,962 |
20 |
1,698.50 |
1,634.50 |
64.00 |
3.9% |
13.75 |
0.8% |
15% |
False |
True |
3,950 |
40 |
1,698.50 |
1,549.75 |
148.75 |
9.0% |
15.00 |
0.9% |
63% |
False |
False |
3,926 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.00 |
1.1% |
64% |
False |
False |
3,013 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.00 |
1.0% |
64% |
False |
False |
2,337 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.50 |
1.0% |
70% |
False |
False |
1,896 |
120 |
1,698.50 |
1,485.00 |
213.50 |
13.0% |
15.50 |
0.9% |
74% |
False |
False |
1,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.00 |
2.618 |
1,690.50 |
1.618 |
1,675.00 |
1.000 |
1,665.50 |
0.618 |
1,659.50 |
HIGH |
1,650.00 |
0.618 |
1,644.00 |
0.500 |
1,642.25 |
0.382 |
1,640.50 |
LOW |
1,634.50 |
0.618 |
1,625.00 |
1.000 |
1,619.00 |
1.618 |
1,609.50 |
2.618 |
1,594.00 |
4.250 |
1,568.50 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.50 |
1,644.75 |
PP |
1,642.75 |
1,644.50 |
S1 |
1,642.25 |
1,644.25 |
|