Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,654.25 |
1,648.50 |
-5.75 |
-0.3% |
1,644.00 |
High |
1,660.75 |
1,648.50 |
-12.25 |
-0.7% |
1,656.00 |
Low |
1,646.75 |
1,620.00 |
-26.75 |
-1.6% |
1,625.00 |
Close |
1,647.50 |
1,621.50 |
-26.00 |
-1.6% |
1,654.75 |
Range |
14.00 |
28.50 |
14.50 |
103.6% |
31.00 |
ATR |
15.65 |
16.57 |
0.92 |
5.9% |
0.00 |
Volume |
4,949 |
5,676 |
727 |
14.7% |
37,714 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.50 |
1,697.00 |
1,637.25 |
|
R3 |
1,687.00 |
1,668.50 |
1,629.25 |
|
R2 |
1,658.50 |
1,658.50 |
1,626.75 |
|
R1 |
1,640.00 |
1,640.00 |
1,624.00 |
1,635.00 |
PP |
1,630.00 |
1,630.00 |
1,630.00 |
1,627.50 |
S1 |
1,611.50 |
1,611.50 |
1,619.00 |
1,606.50 |
S2 |
1,601.50 |
1,601.50 |
1,616.25 |
|
S3 |
1,573.00 |
1,583.00 |
1,613.75 |
|
S4 |
1,544.50 |
1,554.50 |
1,605.75 |
|
|
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 |
1,620.00 |
40.75 |
2.5% |
20.00 |
1.2% |
4% |
False |
True |
7,162 |
10 |
1,686.50 |
1,620.00 |
66.50 |
4.1% |
18.00 |
1.1% |
2% |
False |
True |
6,547 |
20 |
1,698.50 |
1,620.00 |
78.50 |
4.8% |
15.25 |
0.9% |
2% |
False |
True |
4,864 |
40 |
1,698.50 |
1,588.25 |
110.25 |
6.8% |
14.50 |
0.9% |
30% |
False |
False |
4,130 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
18.00 |
1.1% |
49% |
False |
False |
3,595 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.50 |
1.1% |
49% |
False |
False |
2,781 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
17.00 |
1.0% |
57% |
False |
False |
2,252 |
120 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.00 |
1.0% |
57% |
False |
False |
1,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.50 |
2.618 |
1,723.00 |
1.618 |
1,694.50 |
1.000 |
1,677.00 |
0.618 |
1,666.00 |
HIGH |
1,648.50 |
0.618 |
1,637.50 |
0.500 |
1,634.25 |
0.382 |
1,631.00 |
LOW |
1,620.00 |
0.618 |
1,602.50 |
1.000 |
1,591.50 |
1.618 |
1,574.00 |
2.618 |
1,545.50 |
4.250 |
1,499.00 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,634.25 |
1,640.50 |
PP |
1,630.00 |
1,634.00 |
S1 |
1,625.75 |
1,627.75 |
|