Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,628.00 |
1,648.50 |
20.50 |
1.3% |
1,644.00 |
High |
1,650.75 |
1,656.00 |
5.25 |
0.3% |
1,656.00 |
Low |
1,625.00 |
1,644.25 |
19.25 |
1.2% |
1,625.00 |
Close |
1,648.00 |
1,654.75 |
6.75 |
0.4% |
1,654.75 |
Range |
25.75 |
11.75 |
-14.00 |
-54.4% |
31.00 |
ATR |
16.08 |
15.77 |
-0.31 |
-1.9% |
0.00 |
Volume |
8,515 |
8,714 |
199 |
2.3% |
37,714 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.00 |
1,682.50 |
1,661.25 |
|
R3 |
1,675.25 |
1,670.75 |
1,658.00 |
|
R2 |
1,663.50 |
1,663.50 |
1,657.00 |
|
R1 |
1,659.00 |
1,659.00 |
1,655.75 |
1,661.25 |
PP |
1,651.75 |
1,651.75 |
1,651.75 |
1,652.75 |
S1 |
1,647.25 |
1,647.25 |
1,653.75 |
1,649.50 |
S2 |
1,640.00 |
1,640.00 |
1,652.50 |
|
S3 |
1,628.25 |
1,635.50 |
1,651.50 |
|
S4 |
1,616.50 |
1,623.75 |
1,648.25 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.25 |
1,727.50 |
1,671.75 |
|
R3 |
1,707.25 |
1,696.50 |
1,663.25 |
|
R2 |
1,676.25 |
1,676.25 |
1,660.50 |
|
R1 |
1,665.50 |
1,665.50 |
1,657.50 |
1,671.00 |
PP |
1,645.25 |
1,645.25 |
1,645.25 |
1,648.00 |
S1 |
1,634.50 |
1,634.50 |
1,652.00 |
1,640.00 |
S2 |
1,614.25 |
1,614.25 |
1,649.00 |
|
S3 |
1,583.25 |
1,603.50 |
1,646.25 |
|
S4 |
1,552.25 |
1,572.50 |
1,637.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,656.00 |
1,625.00 |
31.00 |
1.9% |
17.50 |
1.1% |
96% |
True |
False |
7,542 |
10 |
1,688.25 |
1,625.00 |
63.25 |
3.8% |
16.50 |
1.0% |
47% |
False |
False |
6,484 |
20 |
1,698.50 |
1,625.00 |
73.50 |
4.4% |
14.25 |
0.9% |
40% |
False |
False |
4,641 |
40 |
1,698.50 |
1,586.50 |
112.00 |
6.8% |
14.50 |
0.9% |
61% |
False |
False |
4,124 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.1% |
18.00 |
1.1% |
71% |
False |
False |
3,425 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.1% |
17.25 |
1.0% |
71% |
False |
False |
2,649 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.8% |
16.75 |
1.0% |
76% |
False |
False |
2,146 |
120 |
1,698.50 |
1,519.00 |
179.50 |
10.8% |
15.50 |
0.9% |
76% |
False |
False |
1,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.00 |
2.618 |
1,686.75 |
1.618 |
1,675.00 |
1.000 |
1,667.75 |
0.618 |
1,663.25 |
HIGH |
1,656.00 |
0.618 |
1,651.50 |
0.500 |
1,650.00 |
0.382 |
1,648.75 |
LOW |
1,644.25 |
0.618 |
1,637.00 |
1.000 |
1,632.50 |
1.618 |
1,625.25 |
2.618 |
1,613.50 |
4.250 |
1,594.25 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,653.25 |
1,650.00 |
PP |
1,651.75 |
1,645.25 |
S1 |
1,650.00 |
1,640.50 |
|