Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,378.5 |
1,369.3 |
-9.2 |
-0.7% |
1,315.5 |
High |
1,383.1 |
1,376.9 |
-6.2 |
-0.4% |
1,380.0 |
Low |
1,364.0 |
1,352.8 |
-11.2 |
-0.8% |
1,315.5 |
Close |
1,366.6 |
1,373.5 |
6.9 |
0.5% |
1,371.9 |
Range |
19.1 |
24.1 |
5.0 |
26.2% |
64.5 |
ATR |
23.5 |
23.6 |
0.0 |
0.2% |
0.0 |
Volume |
2,275 |
2,174 |
-101 |
-4.4% |
5,524 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.0 |
1,430.9 |
1,386.8 |
|
R3 |
1,415.9 |
1,406.8 |
1,380.1 |
|
R2 |
1,391.8 |
1,391.8 |
1,377.9 |
|
R1 |
1,382.7 |
1,382.7 |
1,375.7 |
1,387.3 |
PP |
1,367.7 |
1,367.7 |
1,367.7 |
1,370.0 |
S1 |
1,358.6 |
1,358.6 |
1,371.3 |
1,363.2 |
S2 |
1,343.6 |
1,343.6 |
1,369.1 |
|
S3 |
1,319.5 |
1,334.5 |
1,366.9 |
|
S4 |
1,295.4 |
1,310.4 |
1,360.2 |
|
|
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 |
1,383.1 |
1,317.0 |
66.1 |
4.8% |
25.5 |
1.9% |
85% |
False |
False |
1,589 |
10 |
1,383.1 |
1,274.0 |
109.1 |
7.9% |
22.8 |
1.7% |
91% |
False |
False |
1,558 |
20 |
1,383.1 |
1,274.0 |
109.1 |
7.9% |
22.5 |
1.6% |
91% |
False |
False |
1,735 |
40 |
1,383.1 |
1,187.9 |
195.2 |
14.2% |
22.5 |
1.6% |
95% |
False |
False |
1,782 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.1% |
21.8 |
1.6% |
79% |
False |
False |
1,382 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.4% |
21.1 |
1.5% |
63% |
False |
False |
1,295 |
100 |
1,607.2 |
1,187.9 |
419.3 |
30.5% |
22.5 |
1.6% |
44% |
False |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.3 |
2.618 |
1,440.0 |
1.618 |
1,415.9 |
1.000 |
1,401.0 |
0.618 |
1,391.8 |
HIGH |
1,376.9 |
0.618 |
1,367.7 |
0.500 |
1,364.9 |
0.382 |
1,362.0 |
LOW |
1,352.8 |
0.618 |
1,337.9 |
1.000 |
1,328.7 |
1.618 |
1,313.8 |
2.618 |
1,289.7 |
4.250 |
1,250.4 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,370.6 |
1,371.7 |
PP |
1,367.7 |
1,369.8 |
S1 |
1,364.9 |
1,368.0 |
|