Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,369.3 |
1,369.9 |
0.6 |
0.0% |
1,315.5 |
High |
1,376.9 |
1,379.4 |
2.5 |
0.2% |
1,380.0 |
Low |
1,352.8 |
1,360.5 |
7.7 |
0.6% |
1,315.5 |
Close |
1,373.5 |
1,371.0 |
-2.5 |
-0.2% |
1,371.9 |
Range |
24.1 |
18.9 |
-5.2 |
-21.6% |
64.5 |
ATR |
23.6 |
23.3 |
-0.3 |
-1.4% |
0.0 |
Volume |
2,174 |
826 |
-1,348 |
-62.0% |
5,524 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.0 |
1,417.9 |
1,381.4 |
|
R3 |
1,408.1 |
1,399.0 |
1,376.2 |
|
R2 |
1,389.2 |
1,389.2 |
1,374.5 |
|
R1 |
1,380.1 |
1,380.1 |
1,372.7 |
1,384.7 |
PP |
1,370.3 |
1,370.3 |
1,370.3 |
1,372.6 |
S1 |
1,361.2 |
1,361.2 |
1,369.3 |
1,365.8 |
S2 |
1,351.4 |
1,351.4 |
1,367.5 |
|
S3 |
1,332.5 |
1,342.3 |
1,365.8 |
|
S4 |
1,313.6 |
1,323.4 |
1,360.6 |
|
|
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 |
1,322.4 |
60.7 |
4.4% |
25.6 |
1.9% |
80% |
False |
False |
1,561 |
10 |
1,383.1 |
1,285.2 |
97.9 |
7.1% |
23.2 |
1.7% |
88% |
False |
False |
1,558 |
20 |
1,383.1 |
1,274.0 |
109.1 |
8.0% |
22.1 |
1.6% |
89% |
False |
False |
1,619 |
40 |
1,383.1 |
1,187.9 |
195.2 |
14.2% |
22.6 |
1.7% |
94% |
False |
False |
1,760 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.1% |
21.8 |
1.6% |
78% |
False |
False |
1,390 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.5% |
21.3 |
1.6% |
62% |
False |
False |
1,291 |
100 |
1,593.2 |
1,187.9 |
405.3 |
29.6% |
22.6 |
1.7% |
45% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.7 |
2.618 |
1,428.9 |
1.618 |
1,410.0 |
1.000 |
1,398.3 |
0.618 |
1,391.1 |
HIGH |
1,379.4 |
0.618 |
1,372.2 |
0.500 |
1,370.0 |
0.382 |
1,367.7 |
LOW |
1,360.5 |
0.618 |
1,348.8 |
1.000 |
1,341.6 |
1.618 |
1,329.9 |
2.618 |
1,311.0 |
4.250 |
1,280.2 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,370.7 |
1,370.0 |
PP |
1,370.3 |
1,369.0 |
S1 |
1,370.0 |
1,368.0 |
|