Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,637.50 |
1,644.50 |
7.00 |
0.4% |
1,677.75 |
High |
1,650.00 |
1,648.00 |
-2.00 |
-0.1% |
1,688.25 |
Low |
1,634.50 |
1,627.75 |
-6.75 |
-0.4% |
1,643.25 |
Close |
1,644.00 |
1,629.75 |
-14.25 |
-0.9% |
1,644.50 |
Range |
15.50 |
20.25 |
4.75 |
30.6% |
45.00 |
ATR |
14.96 |
15.34 |
0.38 |
2.5% |
0.00 |
Volume |
4,612 |
7,956 |
3,344 |
72.5% |
27,131 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.00 |
1,683.00 |
1,641.00 |
|
R3 |
1,675.75 |
1,662.75 |
1,635.25 |
|
R2 |
1,655.50 |
1,655.50 |
1,633.50 |
|
R1 |
1,642.50 |
1,642.50 |
1,631.50 |
1,639.00 |
PP |
1,635.25 |
1,635.25 |
1,635.25 |
1,633.25 |
S1 |
1,622.25 |
1,622.25 |
1,628.00 |
1,618.50 |
S2 |
1,615.00 |
1,615.00 |
1,626.00 |
|
S3 |
1,594.75 |
1,602.00 |
1,624.25 |
|
S4 |
1,574.50 |
1,581.75 |
1,618.50 |
|
|
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 |
1,674.25 |
1,627.75 |
46.50 |
2.9% |
17.50 |
1.1% |
4% |
False |
True |
6,676 |
10 |
1,690.50 |
1,627.75 |
62.75 |
3.9% |
15.25 |
0.9% |
3% |
False |
True |
5,327 |
20 |
1,698.50 |
1,627.75 |
70.75 |
4.3% |
14.00 |
0.9% |
3% |
False |
True |
4,158 |
40 |
1,698.50 |
1,567.25 |
131.25 |
8.1% |
14.75 |
0.9% |
48% |
False |
False |
3,962 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
18.00 |
1.1% |
55% |
False |
False |
3,145 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.25 |
1.1% |
55% |
False |
False |
2,436 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.50 |
1.0% |
62% |
False |
False |
1,975 |
120 |
1,698.50 |
1,494.75 |
203.75 |
12.5% |
15.50 |
1.0% |
66% |
False |
False |
1,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.00 |
2.618 |
1,701.00 |
1.618 |
1,680.75 |
1.000 |
1,668.25 |
0.618 |
1,660.50 |
HIGH |
1,648.00 |
0.618 |
1,640.25 |
0.500 |
1,638.00 |
0.382 |
1,635.50 |
LOW |
1,627.75 |
0.618 |
1,615.25 |
1.000 |
1,607.50 |
1.618 |
1,595.00 |
2.618 |
1,574.75 |
4.250 |
1,541.75 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,638.00 |
1,639.00 |
PP |
1,635.25 |
1,635.75 |
S1 |
1,632.50 |
1,632.75 |
|