Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,624.25 |
1,632.25 |
8.00 |
0.5% |
1,654.25 |
High |
1,638.25 |
1,638.00 |
-0.25 |
0.0% |
1,660.75 |
Low |
1,621.50 |
1,618.75 |
-2.75 |
-0.2% |
1,618.25 |
Close |
1,630.00 |
1,624.50 |
-5.50 |
-0.3% |
1,624.50 |
Range |
16.75 |
19.25 |
2.50 |
14.9% |
42.50 |
ATR |
16.42 |
16.63 |
0.20 |
1.2% |
0.00 |
Volume |
7,112 |
7,929 |
817 |
11.5% |
40,171 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.75 |
1,674.00 |
1,635.00 |
|
R3 |
1,665.50 |
1,654.75 |
1,629.75 |
|
R2 |
1,646.25 |
1,646.25 |
1,628.00 |
|
R1 |
1,635.50 |
1,635.50 |
1,626.25 |
1,631.25 |
PP |
1,627.00 |
1,627.00 |
1,627.00 |
1,625.00 |
S1 |
1,616.25 |
1,616.25 |
1,622.75 |
1,612.00 |
S2 |
1,607.75 |
1,607.75 |
1,621.00 |
|
S3 |
1,588.50 |
1,597.00 |
1,619.25 |
|
S4 |
1,569.25 |
1,577.75 |
1,614.00 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.00 |
1,735.75 |
1,648.00 |
|
R3 |
1,719.50 |
1,693.25 |
1,636.25 |
|
R2 |
1,677.00 |
1,677.00 |
1,632.25 |
|
R1 |
1,650.75 |
1,650.75 |
1,628.50 |
1,642.50 |
PP |
1,634.50 |
1,634.50 |
1,634.50 |
1,630.50 |
S1 |
1,608.25 |
1,608.25 |
1,620.50 |
1,600.00 |
S2 |
1,592.00 |
1,592.00 |
1,616.75 |
|
S3 |
1,549.50 |
1,565.75 |
1,612.75 |
|
S4 |
1,507.00 |
1,523.25 |
1,601.00 |
|
|
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% |
18.50 |
1.1% |
15% |
False |
False |
8,034 |
10 |
1,660.75 |
1,618.25 |
42.50 |
2.6% |
18.00 |
1.1% |
15% |
False |
False |
7,788 |
20 |
1,698.25 |
1,618.25 |
80.00 |
4.9% |
15.75 |
1.0% |
8% |
False |
False |
5,918 |
40 |
1,698.50 |
1,618.25 |
80.25 |
4.9% |
14.25 |
0.9% |
8% |
False |
False |
4,612 |
60 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.75 |
1.1% |
51% |
False |
False |
4,074 |
80 |
1,698.50 |
1,547.25 |
151.25 |
9.3% |
17.75 |
1.1% |
51% |
False |
False |
3,145 |
100 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
17.00 |
1.0% |
59% |
False |
False |
2,541 |
120 |
1,698.50 |
1,519.50 |
179.00 |
11.0% |
16.00 |
1.0% |
59% |
False |
False |
2,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.75 |
2.618 |
1,688.50 |
1.618 |
1,669.25 |
1.000 |
1,657.25 |
0.618 |
1,650.00 |
HIGH |
1,638.00 |
0.618 |
1,630.75 |
0.500 |
1,628.50 |
0.382 |
1,626.00 |
LOW |
1,618.75 |
0.618 |
1,606.75 |
1.000 |
1,599.50 |
1.618 |
1,587.50 |
2.618 |
1,568.25 |
4.250 |
1,537.00 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,628.50 |
1,628.25 |
PP |
1,627.00 |
1,627.00 |
S1 |
1,625.75 |
1,625.75 |
|