Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,364.5 |
1,378.6 |
14.1 |
1.0% |
1,378.5 |
High |
1,378.0 |
1,400.4 |
22.4 |
1.6% |
1,400.4 |
Low |
1,357.9 |
1,369.1 |
11.2 |
0.8% |
1,352.8 |
Close |
1,371.6 |
1,396.6 |
25.0 |
1.8% |
1,396.6 |
Range |
20.1 |
31.3 |
11.2 |
55.7% |
47.6 |
ATR |
23.0 |
23.6 |
0.6 |
2.6% |
0.0 |
Volume |
1,084 |
2,034 |
950 |
87.6% |
8,393 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.6 |
1,470.9 |
1,413.8 |
|
R3 |
1,451.3 |
1,439.6 |
1,405.2 |
|
R2 |
1,420.0 |
1,420.0 |
1,402.3 |
|
R1 |
1,408.3 |
1,408.3 |
1,399.5 |
1,414.2 |
PP |
1,388.7 |
1,388.7 |
1,388.7 |
1,391.6 |
S1 |
1,377.0 |
1,377.0 |
1,393.7 |
1,382.9 |
S2 |
1,357.4 |
1,357.4 |
1,390.9 |
|
S3 |
1,326.1 |
1,345.7 |
1,388.0 |
|
S4 |
1,294.8 |
1,314.4 |
1,379.4 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.1 |
1,508.9 |
1,422.8 |
|
R3 |
1,478.5 |
1,461.3 |
1,409.7 |
|
R2 |
1,430.9 |
1,430.9 |
1,405.3 |
|
R1 |
1,413.7 |
1,413.7 |
1,401.0 |
1,422.3 |
PP |
1,383.3 |
1,383.3 |
1,383.3 |
1,387.6 |
S1 |
1,366.1 |
1,366.1 |
1,392.2 |
1,374.7 |
S2 |
1,335.7 |
1,335.7 |
1,387.9 |
|
S3 |
1,288.1 |
1,318.5 |
1,383.5 |
|
S4 |
1,240.5 |
1,270.9 |
1,370.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,400.4 |
1,352.8 |
47.6 |
3.4% |
22.7 |
1.6% |
92% |
True |
False |
1,678 |
10 |
1,400.4 |
1,315.5 |
84.9 |
6.1% |
24.7 |
1.8% |
96% |
True |
False |
1,391 |
20 |
1,400.4 |
1,274.0 |
126.4 |
9.1% |
22.5 |
1.6% |
97% |
True |
False |
1,516 |
40 |
1,400.4 |
1,187.9 |
212.5 |
15.2% |
21.7 |
1.6% |
98% |
True |
False |
1,770 |
60 |
1,423.0 |
1,187.9 |
235.1 |
16.8% |
22.1 |
1.6% |
89% |
False |
False |
1,423 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.1% |
21.7 |
1.6% |
71% |
False |
False |
1,302 |
100 |
1,593.2 |
1,187.9 |
405.3 |
29.0% |
22.9 |
1.6% |
51% |
False |
False |
1,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.4 |
2.618 |
1,482.3 |
1.618 |
1,451.0 |
1.000 |
1,431.7 |
0.618 |
1,419.7 |
HIGH |
1,400.4 |
0.618 |
1,388.4 |
0.500 |
1,384.8 |
0.382 |
1,381.1 |
LOW |
1,369.1 |
0.618 |
1,349.8 |
1.000 |
1,337.8 |
1.618 |
1,318.5 |
2.618 |
1,287.2 |
4.250 |
1,236.1 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,392.7 |
1,390.8 |
PP |
1,388.7 |
1,385.0 |
S1 |
1,384.8 |
1,379.2 |
|