Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,648.50 |
1,654.25 |
5.75 |
0.3% |
1,644.00 |
High |
1,656.00 |
1,660.75 |
4.75 |
0.3% |
1,656.00 |
Low |
1,644.25 |
1,646.75 |
2.50 |
0.2% |
1,625.00 |
Close |
1,654.75 |
1,647.50 |
-7.25 |
-0.4% |
1,654.75 |
Range |
11.75 |
14.00 |
2.25 |
19.1% |
31.00 |
ATR |
15.77 |
15.65 |
-0.13 |
-0.8% |
0.00 |
Volume |
8,714 |
4,949 |
-3,765 |
-43.2% |
37,714 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,693.75 |
1,684.50 |
1,655.25 |
|
R3 |
1,679.75 |
1,670.50 |
1,651.25 |
|
R2 |
1,665.75 |
1,665.75 |
1,650.00 |
|
R1 |
1,656.50 |
1,656.50 |
1,648.75 |
1,654.00 |
PP |
1,651.75 |
1,651.75 |
1,651.75 |
1,650.50 |
S1 |
1,642.50 |
1,642.50 |
1,646.25 |
1,640.00 |
S2 |
1,637.75 |
1,637.75 |
1,645.00 |
|
S3 |
1,623.75 |
1,628.50 |
1,643.75 |
|
S4 |
1,609.75 |
1,614.50 |
1,639.75 |
|
|
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 |
1,660.75 |
1,625.00 |
35.75 |
2.2% |
17.50 |
1.1% |
63% |
True |
False |
6,949 |
10 |
1,688.25 |
1,625.00 |
63.25 |
3.8% |
16.50 |
1.0% |
36% |
False |
False |
6,647 |
20 |
1,698.50 |
1,625.00 |
73.50 |
4.5% |
14.25 |
0.9% |
31% |
False |
False |
4,733 |
40 |
1,698.50 |
1,586.50 |
112.00 |
6.8% |
14.50 |
0.9% |
54% |
False |
False |
4,077 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.75 |
1.1% |
66% |
False |
False |
3,503 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.2% |
17.25 |
1.1% |
66% |
False |
False |
2,711 |
100 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
16.75 |
1.0% |
72% |
False |
False |
2,195 |
120 |
1,698.50 |
1,519.50 |
179.00 |
10.9% |
15.75 |
1.0% |
72% |
False |
False |
1,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.25 |
2.618 |
1,697.50 |
1.618 |
1,683.50 |
1.000 |
1,674.75 |
0.618 |
1,669.50 |
HIGH |
1,660.75 |
0.618 |
1,655.50 |
0.500 |
1,653.75 |
0.382 |
1,652.00 |
LOW |
1,646.75 |
0.618 |
1,638.00 |
1.000 |
1,632.75 |
1.618 |
1,624.00 |
2.618 |
1,610.00 |
4.250 |
1,587.25 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,653.75 |
1,646.00 |
PP |
1,651.75 |
1,644.50 |
S1 |
1,649.50 |
1,643.00 |
|