Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,315.5 |
1,337.2 |
21.7 |
1.6% |
1,315.0 |
High |
1,344.2 |
1,339.4 |
-4.8 |
-0.4% |
1,317.9 |
Low |
1,315.5 |
1,319.5 |
4.0 |
0.3% |
1,274.0 |
Close |
1,335.1 |
1,321.4 |
-13.7 |
-1.0% |
1,313.1 |
Range |
28.7 |
19.9 |
-8.8 |
-30.7% |
43.9 |
ATR |
23.0 |
22.8 |
-0.2 |
-1.0% |
0.0 |
Volume |
752 |
1,276 |
524 |
69.7% |
7,435 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.5 |
1,373.8 |
1,332.3 |
|
R3 |
1,366.6 |
1,353.9 |
1,326.9 |
|
R2 |
1,346.7 |
1,346.7 |
1,325.0 |
|
R1 |
1,334.0 |
1,334.0 |
1,323.2 |
1,330.4 |
PP |
1,326.8 |
1,326.8 |
1,326.8 |
1,325.0 |
S1 |
1,314.1 |
1,314.1 |
1,319.6 |
1,310.5 |
S2 |
1,306.9 |
1,306.9 |
1,317.8 |
|
S3 |
1,287.0 |
1,294.2 |
1,315.9 |
|
S4 |
1,267.1 |
1,274.3 |
1,310.5 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.4 |
1,417.1 |
1,337.2 |
|
R3 |
1,389.5 |
1,373.2 |
1,325.2 |
|
R2 |
1,345.6 |
1,345.6 |
1,321.1 |
|
R1 |
1,329.3 |
1,329.3 |
1,317.1 |
1,315.5 |
PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,294.8 |
S1 |
1,285.4 |
1,285.4 |
1,309.1 |
1,271.6 |
S2 |
1,257.8 |
1,257.8 |
1,305.1 |
|
S3 |
1,213.9 |
1,241.5 |
1,301.0 |
|
S4 |
1,170.0 |
1,197.6 |
1,289.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,344.2 |
1,274.0 |
70.2 |
5.3% |
20.0 |
1.5% |
68% |
False |
False |
1,528 |
10 |
1,344.2 |
1,274.0 |
70.2 |
5.3% |
22.9 |
1.7% |
68% |
False |
False |
1,446 |
20 |
1,346.5 |
1,273.8 |
72.7 |
5.5% |
20.6 |
1.6% |
65% |
False |
False |
1,875 |
40 |
1,387.3 |
1,187.9 |
199.4 |
15.1% |
23.2 |
1.8% |
67% |
False |
False |
1,676 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.8% |
22.5 |
1.7% |
57% |
False |
False |
1,284 |
80 |
1,482.1 |
1,187.9 |
294.2 |
22.3% |
20.8 |
1.6% |
45% |
False |
False |
1,233 |
100 |
1,622.3 |
1,187.9 |
434.4 |
32.9% |
21.6 |
1.6% |
31% |
False |
False |
1,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.0 |
2.618 |
1,391.5 |
1.618 |
1,371.6 |
1.000 |
1,359.3 |
0.618 |
1,351.7 |
HIGH |
1,339.4 |
0.618 |
1,331.8 |
0.500 |
1,329.5 |
0.382 |
1,327.1 |
LOW |
1,319.5 |
0.618 |
1,307.2 |
1.000 |
1,299.6 |
1.618 |
1,287.3 |
2.618 |
1,267.4 |
4.250 |
1,234.9 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,329.5 |
1,325.9 |
PP |
1,326.8 |
1,324.4 |
S1 |
1,324.1 |
1,322.9 |
|