Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,648.50 |
1,621.50 |
-27.00 |
-1.6% |
1,644.00 |
High |
1,648.50 |
1,632.50 |
-16.00 |
-1.0% |
1,656.00 |
Low |
1,620.00 |
1,618.25 |
-1.75 |
-0.1% |
1,625.00 |
Close |
1,621.50 |
1,625.50 |
4.00 |
0.2% |
1,654.75 |
Range |
28.50 |
14.25 |
-14.25 |
-50.0% |
31.00 |
ATR |
16.57 |
16.40 |
-0.17 |
-1.0% |
0.00 |
Volume |
5,676 |
14,505 |
8,829 |
155.5% |
37,714 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.25 |
1,661.00 |
1,633.25 |
|
R3 |
1,654.00 |
1,646.75 |
1,629.50 |
|
R2 |
1,639.75 |
1,639.75 |
1,628.00 |
|
R1 |
1,632.50 |
1,632.50 |
1,626.75 |
1,636.00 |
PP |
1,625.50 |
1,625.50 |
1,625.50 |
1,627.25 |
S1 |
1,618.25 |
1,618.25 |
1,624.25 |
1,622.00 |
S2 |
1,611.25 |
1,611.25 |
1,623.00 |
|
S3 |
1,597.00 |
1,604.00 |
1,621.50 |
|
S4 |
1,582.75 |
1,589.75 |
1,617.75 |
|
|
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 |
1,618.25 |
42.50 |
2.6% |
18.75 |
1.2% |
17% |
False |
True |
8,471 |
10 |
1,674.25 |
1,618.25 |
56.00 |
3.4% |
18.25 |
1.1% |
13% |
False |
True |
7,573 |
20 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
15.25 |
0.9% |
9% |
False |
True |
5,455 |
40 |
1,698.50 |
1,588.25 |
110.25 |
6.8% |
14.50 |
0.9% |
34% |
False |
False |
4,422 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
18.00 |
1.1% |
52% |
False |
False |
3,831 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.50 |
1.1% |
52% |
False |
False |
2,958 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
17.00 |
1.0% |
59% |
False |
False |
2,391 |
120 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.00 |
1.0% |
59% |
False |
False |
2,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,693.00 |
2.618 |
1,669.75 |
1.618 |
1,655.50 |
1.000 |
1,646.75 |
0.618 |
1,641.25 |
HIGH |
1,632.50 |
0.618 |
1,627.00 |
0.500 |
1,625.50 |
0.382 |
1,623.75 |
LOW |
1,618.25 |
0.618 |
1,609.50 |
1.000 |
1,604.00 |
1.618 |
1,595.25 |
2.618 |
1,581.00 |
4.250 |
1,557.75 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,625.50 |
1,639.50 |
PP |
1,625.50 |
1,634.75 |
S1 |
1,625.50 |
1,630.25 |
|