Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,369.9 |
1,364.5 |
-5.4 |
-0.4% |
1,315.5 |
High |
1,379.4 |
1,378.0 |
-1.4 |
-0.1% |
1,380.0 |
Low |
1,360.5 |
1,357.9 |
-2.6 |
-0.2% |
1,315.5 |
Close |
1,371.0 |
1,371.6 |
0.6 |
0.0% |
1,371.9 |
Range |
18.9 |
20.1 |
1.2 |
6.3% |
64.5 |
ATR |
23.3 |
23.0 |
-0.2 |
-1.0% |
0.0 |
Volume |
826 |
1,084 |
258 |
31.2% |
5,524 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.5 |
1,420.6 |
1,382.7 |
|
R3 |
1,409.4 |
1,400.5 |
1,377.1 |
|
R2 |
1,389.3 |
1,389.3 |
1,375.3 |
|
R1 |
1,380.4 |
1,380.4 |
1,373.4 |
1,384.9 |
PP |
1,369.2 |
1,369.2 |
1,369.2 |
1,371.4 |
S1 |
1,360.3 |
1,360.3 |
1,369.8 |
1,364.8 |
S2 |
1,349.1 |
1,349.1 |
1,367.9 |
|
S3 |
1,329.0 |
1,340.2 |
1,366.1 |
|
S4 |
1,308.9 |
1,320.1 |
1,360.5 |
|
|
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 |
1,352.8 |
30.3 |
2.2% |
20.4 |
1.5% |
62% |
False |
False |
1,616 |
10 |
1,383.1 |
1,307.6 |
75.5 |
5.5% |
22.4 |
1.6% |
85% |
False |
False |
1,404 |
20 |
1,383.1 |
1,274.0 |
109.1 |
8.0% |
22.1 |
1.6% |
89% |
False |
False |
1,569 |
40 |
1,383.1 |
1,187.9 |
195.2 |
14.2% |
21.9 |
1.6% |
94% |
False |
False |
1,753 |
60 |
1,423.0 |
1,187.9 |
235.1 |
17.1% |
21.9 |
1.6% |
78% |
False |
False |
1,398 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.4% |
21.4 |
1.6% |
62% |
False |
False |
1,282 |
100 |
1,593.2 |
1,187.9 |
405.3 |
29.5% |
22.7 |
1.7% |
45% |
False |
False |
1,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.4 |
2.618 |
1,430.6 |
1.618 |
1,410.5 |
1.000 |
1,398.1 |
0.618 |
1,390.4 |
HIGH |
1,378.0 |
0.618 |
1,370.3 |
0.500 |
1,368.0 |
0.382 |
1,365.6 |
LOW |
1,357.9 |
0.618 |
1,345.5 |
1.000 |
1,337.8 |
1.618 |
1,325.4 |
2.618 |
1,305.3 |
4.250 |
1,272.5 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,370.4 |
1,369.8 |
PP |
1,369.2 |
1,367.9 |
S1 |
1,368.0 |
1,366.1 |
|