Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,337.2 |
1,321.6 |
-15.6 |
-1.2% |
1,315.0 |
High |
1,339.4 |
1,335.6 |
-3.8 |
-0.3% |
1,317.9 |
Low |
1,319.5 |
1,317.0 |
-2.5 |
-0.2% |
1,274.0 |
Close |
1,321.4 |
1,334.3 |
12.9 |
1.0% |
1,313.1 |
Range |
19.9 |
18.6 |
-1.3 |
-6.5% |
43.9 |
ATR |
22.8 |
22.5 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,276 |
966 |
-310 |
-24.3% |
7,435 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.8 |
1,378.1 |
1,344.5 |
|
R3 |
1,366.2 |
1,359.5 |
1,339.4 |
|
R2 |
1,347.6 |
1,347.6 |
1,337.7 |
|
R1 |
1,340.9 |
1,340.9 |
1,336.0 |
1,344.3 |
PP |
1,329.0 |
1,329.0 |
1,329.0 |
1,330.6 |
S1 |
1,322.3 |
1,322.3 |
1,332.6 |
1,325.7 |
S2 |
1,310.4 |
1,310.4 |
1,330.9 |
|
S3 |
1,291.8 |
1,303.7 |
1,329.2 |
|
S4 |
1,273.2 |
1,285.1 |
1,324.1 |
|
|
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 |
1,285.2 |
59.0 |
4.4% |
20.9 |
1.6% |
83% |
False |
False |
1,556 |
10 |
1,344.2 |
1,274.0 |
70.2 |
5.3% |
21.6 |
1.6% |
86% |
False |
False |
1,445 |
20 |
1,346.5 |
1,274.0 |
72.5 |
5.4% |
20.2 |
1.5% |
83% |
False |
False |
1,835 |
40 |
1,378.2 |
1,187.9 |
190.3 |
14.3% |
23.2 |
1.7% |
77% |
False |
False |
1,695 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.6% |
21.9 |
1.6% |
62% |
False |
False |
1,295 |
80 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
20.8 |
1.6% |
50% |
False |
False |
1,236 |
100 |
1,613.6 |
1,187.9 |
425.7 |
31.9% |
21.7 |
1.6% |
34% |
False |
False |
1,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.7 |
2.618 |
1,384.3 |
1.618 |
1,365.7 |
1.000 |
1,354.2 |
0.618 |
1,347.1 |
HIGH |
1,335.6 |
0.618 |
1,328.5 |
0.500 |
1,326.3 |
0.382 |
1,324.1 |
LOW |
1,317.0 |
0.618 |
1,305.5 |
1.000 |
1,298.4 |
1.618 |
1,286.9 |
2.618 |
1,268.3 |
4.250 |
1,238.0 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,331.6 |
1,332.8 |
PP |
1,329.0 |
1,331.3 |
S1 |
1,326.3 |
1,329.9 |
|