Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,338.0 |
1,365.9 |
27.9 |
2.1% |
1,315.5 |
High |
1,368.3 |
1,380.0 |
11.7 |
0.9% |
1,380.0 |
Low |
1,322.4 |
1,360.0 |
37.6 |
2.8% |
1,315.5 |
Close |
1,361.8 |
1,371.9 |
10.1 |
0.7% |
1,371.9 |
Range |
45.9 |
20.0 |
-25.9 |
-56.4% |
64.5 |
ATR |
24.2 |
23.9 |
-0.3 |
-1.2% |
0.0 |
Volume |
809 |
1,721 |
912 |
112.7% |
5,524 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.6 |
1,421.3 |
1,382.9 |
|
R3 |
1,410.6 |
1,401.3 |
1,377.4 |
|
R2 |
1,390.6 |
1,390.6 |
1,375.6 |
|
R1 |
1,381.3 |
1,381.3 |
1,373.7 |
1,386.0 |
PP |
1,370.6 |
1,370.6 |
1,370.6 |
1,373.0 |
S1 |
1,361.3 |
1,361.3 |
1,370.1 |
1,366.0 |
S2 |
1,350.6 |
1,350.6 |
1,368.2 |
|
S3 |
1,330.6 |
1,341.3 |
1,366.4 |
|
S4 |
1,310.6 |
1,321.3 |
1,360.9 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.3 |
1,525.1 |
1,407.4 |
|
R3 |
1,484.8 |
1,460.6 |
1,389.6 |
|
R2 |
1,420.3 |
1,420.3 |
1,383.7 |
|
R1 |
1,396.1 |
1,396.1 |
1,377.8 |
1,408.2 |
PP |
1,355.8 |
1,355.8 |
1,355.8 |
1,361.9 |
S1 |
1,331.6 |
1,331.6 |
1,366.0 |
1,343.7 |
S2 |
1,291.3 |
1,291.3 |
1,360.1 |
|
S3 |
1,226.8 |
1,267.1 |
1,354.2 |
|
S4 |
1,162.3 |
1,202.6 |
1,336.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,380.0 |
1,315.5 |
64.5 |
4.7% |
26.6 |
1.9% |
87% |
True |
False |
1,104 |
10 |
1,380.0 |
1,274.0 |
106.0 |
7.7% |
22.9 |
1.7% |
92% |
True |
False |
1,295 |
20 |
1,380.0 |
1,274.0 |
106.0 |
7.7% |
22.4 |
1.6% |
92% |
True |
False |
1,707 |
40 |
1,380.0 |
1,187.9 |
192.1 |
14.0% |
22.7 |
1.7% |
96% |
True |
False |
1,745 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.1% |
21.8 |
1.6% |
78% |
False |
False |
1,324 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.4% |
21.3 |
1.6% |
63% |
False |
False |
1,254 |
100 |
1,613.6 |
1,187.9 |
425.7 |
31.0% |
22.2 |
1.6% |
43% |
False |
False |
1,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.0 |
2.618 |
1,432.4 |
1.618 |
1,412.4 |
1.000 |
1,400.0 |
0.618 |
1,392.4 |
HIGH |
1,380.0 |
0.618 |
1,372.4 |
0.500 |
1,370.0 |
0.382 |
1,367.6 |
LOW |
1,360.0 |
0.618 |
1,347.6 |
1.000 |
1,340.0 |
1.618 |
1,327.6 |
2.618 |
1,307.6 |
4.250 |
1,275.0 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,371.3 |
1,364.1 |
PP |
1,370.6 |
1,356.3 |
S1 |
1,370.0 |
1,348.5 |
|