Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,644.50 |
1,628.00 |
-16.50 |
-1.0% |
1,677.75 |
High |
1,648.00 |
1,650.75 |
2.75 |
0.2% |
1,688.25 |
Low |
1,627.75 |
1,625.00 |
-2.75 |
-0.2% |
1,643.25 |
Close |
1,629.75 |
1,648.00 |
18.25 |
1.1% |
1,644.50 |
Range |
20.25 |
25.75 |
5.50 |
27.2% |
45.00 |
ATR |
15.34 |
16.08 |
0.74 |
4.8% |
0.00 |
Volume |
7,956 |
8,515 |
559 |
7.0% |
27,131 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.50 |
1,709.00 |
1,662.25 |
|
R3 |
1,692.75 |
1,683.25 |
1,655.00 |
|
R2 |
1,667.00 |
1,667.00 |
1,652.75 |
|
R1 |
1,657.50 |
1,657.50 |
1,650.25 |
1,662.25 |
PP |
1,641.25 |
1,641.25 |
1,641.25 |
1,643.50 |
S1 |
1,631.75 |
1,631.75 |
1,645.75 |
1,636.50 |
S2 |
1,615.50 |
1,615.50 |
1,643.25 |
|
S3 |
1,589.75 |
1,606.00 |
1,641.00 |
|
S4 |
1,564.00 |
1,580.25 |
1,633.75 |
|
|
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 |
1,655.00 |
1,625.00 |
30.00 |
1.8% |
17.50 |
1.1% |
77% |
False |
True |
7,543 |
10 |
1,689.50 |
1,625.00 |
64.50 |
3.9% |
16.75 |
1.0% |
36% |
False |
True |
5,817 |
20 |
1,698.50 |
1,625.00 |
73.50 |
4.5% |
14.50 |
0.9% |
31% |
False |
True |
4,495 |
40 |
1,698.50 |
1,586.50 |
112.00 |
6.8% |
14.75 |
0.9% |
55% |
False |
False |
3,987 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
18.25 |
1.1% |
67% |
False |
False |
3,285 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.50 |
1.1% |
67% |
False |
False |
2,540 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.75 |
1.0% |
72% |
False |
False |
2,059 |
120 |
1,698.50 |
1,507.50 |
191.00 |
11.6% |
15.50 |
0.9% |
74% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,760.25 |
2.618 |
1,718.25 |
1.618 |
1,692.50 |
1.000 |
1,676.50 |
0.618 |
1,666.75 |
HIGH |
1,650.75 |
0.618 |
1,641.00 |
0.500 |
1,638.00 |
0.382 |
1,634.75 |
LOW |
1,625.00 |
0.618 |
1,609.00 |
1.000 |
1,599.25 |
1.618 |
1,583.25 |
2.618 |
1,557.50 |
4.250 |
1,515.50 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,644.50 |
1,644.50 |
PP |
1,641.25 |
1,641.25 |
S1 |
1,638.00 |
1,638.00 |
|