Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,621.50 |
1,624.25 |
2.75 |
0.2% |
1,644.00 |
High |
1,632.50 |
1,638.25 |
5.75 |
0.4% |
1,656.00 |
Low |
1,618.25 |
1,621.50 |
3.25 |
0.2% |
1,625.00 |
Close |
1,625.50 |
1,630.00 |
4.50 |
0.3% |
1,654.75 |
Range |
14.25 |
16.75 |
2.50 |
17.5% |
31.00 |
ATR |
16.40 |
16.42 |
0.03 |
0.2% |
0.00 |
Volume |
14,505 |
7,112 |
-7,393 |
-51.0% |
37,714 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.25 |
1,671.75 |
1,639.25 |
|
R3 |
1,663.50 |
1,655.00 |
1,634.50 |
|
R2 |
1,646.75 |
1,646.75 |
1,633.00 |
|
R1 |
1,638.25 |
1,638.25 |
1,631.50 |
1,642.50 |
PP |
1,630.00 |
1,630.00 |
1,630.00 |
1,632.00 |
S1 |
1,621.50 |
1,621.50 |
1,628.50 |
1,625.75 |
S2 |
1,613.25 |
1,613.25 |
1,627.00 |
|
S3 |
1,596.50 |
1,604.75 |
1,625.50 |
|
S4 |
1,579.75 |
1,588.00 |
1,620.75 |
|
|
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% |
17.00 |
1.0% |
28% |
False |
False |
8,191 |
10 |
1,660.75 |
1,618.25 |
42.50 |
2.6% |
17.25 |
1.1% |
28% |
False |
False |
7,867 |
20 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
15.25 |
0.9% |
15% |
False |
False |
5,674 |
40 |
1,698.50 |
1,602.75 |
95.75 |
5.9% |
14.25 |
0.9% |
28% |
False |
False |
4,471 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.75 |
1.1% |
55% |
False |
False |
3,945 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.50 |
1.1% |
55% |
False |
False |
3,046 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
17.00 |
1.0% |
62% |
False |
False |
2,462 |
120 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.00 |
1.0% |
62% |
False |
False |
2,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.50 |
2.618 |
1,682.00 |
1.618 |
1,665.25 |
1.000 |
1,655.00 |
0.618 |
1,648.50 |
HIGH |
1,638.25 |
0.618 |
1,631.75 |
0.500 |
1,630.00 |
0.382 |
1,628.00 |
LOW |
1,621.50 |
0.618 |
1,611.25 |
1.000 |
1,604.75 |
1.618 |
1,594.50 |
2.618 |
1,577.75 |
4.250 |
1,550.25 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,630.00 |
1,633.50 |
PP |
1,630.00 |
1,632.25 |
S1 |
1,630.00 |
1,631.00 |
|