Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,378.6 |
1,403.0 |
24.4 |
1.8% |
1,378.5 |
High |
1,400.4 |
1,405.0 |
4.6 |
0.3% |
1,400.4 |
Low |
1,369.1 |
1,390.0 |
20.9 |
1.5% |
1,352.8 |
Close |
1,396.6 |
1,393.9 |
-2.7 |
-0.2% |
1,396.6 |
Range |
31.3 |
15.0 |
-16.3 |
-52.1% |
47.6 |
ATR |
23.6 |
23.0 |
-0.6 |
-2.6% |
0.0 |
Volume |
2,034 |
1,505 |
-529 |
-26.0% |
8,393 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.3 |
1,432.6 |
1,402.2 |
|
R3 |
1,426.3 |
1,417.6 |
1,398.0 |
|
R2 |
1,411.3 |
1,411.3 |
1,396.7 |
|
R1 |
1,402.6 |
1,402.6 |
1,395.3 |
1,399.5 |
PP |
1,396.3 |
1,396.3 |
1,396.3 |
1,394.7 |
S1 |
1,387.6 |
1,387.6 |
1,392.5 |
1,384.5 |
S2 |
1,381.3 |
1,381.3 |
1,391.2 |
|
S3 |
1,366.3 |
1,372.6 |
1,389.8 |
|
S4 |
1,351.3 |
1,357.6 |
1,385.7 |
|
|
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 |
1,405.0 |
1,352.8 |
52.2 |
3.7% |
21.9 |
1.6% |
79% |
True |
False |
1,524 |
10 |
1,405.0 |
1,317.0 |
88.0 |
6.3% |
23.3 |
1.7% |
87% |
True |
False |
1,467 |
20 |
1,405.0 |
1,274.0 |
131.0 |
9.4% |
22.7 |
1.6% |
92% |
True |
False |
1,469 |
40 |
1,405.0 |
1,214.4 |
190.6 |
13.7% |
20.9 |
1.5% |
94% |
True |
False |
1,794 |
60 |
1,423.0 |
1,187.9 |
235.1 |
16.9% |
21.8 |
1.6% |
88% |
False |
False |
1,443 |
80 |
1,482.1 |
1,187.9 |
294.2 |
21.1% |
21.6 |
1.6% |
70% |
False |
False |
1,315 |
100 |
1,593.2 |
1,187.9 |
405.3 |
29.1% |
22.9 |
1.6% |
51% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.8 |
2.618 |
1,444.3 |
1.618 |
1,429.3 |
1.000 |
1,420.0 |
0.618 |
1,414.3 |
HIGH |
1,405.0 |
0.618 |
1,399.3 |
0.500 |
1,397.5 |
0.382 |
1,395.7 |
LOW |
1,390.0 |
0.618 |
1,380.7 |
1.000 |
1,375.0 |
1.618 |
1,365.7 |
2.618 |
1,350.7 |
4.250 |
1,326.3 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,397.5 |
1,389.8 |
PP |
1,396.3 |
1,385.6 |
S1 |
1,395.1 |
1,381.5 |
|