Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,405.6 |
1,418.3 |
12.7 |
0.9% |
1,378.5 |
High |
1,424.3 |
1,433.7 |
9.4 |
0.7% |
1,400.4 |
Low |
1,399.4 |
1,416.2 |
16.8 |
1.2% |
1,352.8 |
Close |
1,421.0 |
1,419.6 |
-1.4 |
-0.1% |
1,396.6 |
Range |
24.9 |
17.5 |
-7.4 |
-29.7% |
47.6 |
ATR |
23.5 |
23.1 |
-0.4 |
-1.8% |
0.0 |
Volume |
737 |
2,760 |
2,023 |
274.5% |
8,393 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.7 |
1,465.1 |
1,429.2 |
|
R3 |
1,458.2 |
1,447.6 |
1,424.4 |
|
R2 |
1,440.7 |
1,440.7 |
1,422.8 |
|
R1 |
1,430.1 |
1,430.1 |
1,421.2 |
1,435.4 |
PP |
1,423.2 |
1,423.2 |
1,423.2 |
1,425.8 |
S1 |
1,412.6 |
1,412.6 |
1,418.0 |
1,417.9 |
S2 |
1,405.7 |
1,405.7 |
1,416.4 |
|
S3 |
1,388.2 |
1,395.1 |
1,414.8 |
|
S4 |
1,370.7 |
1,377.6 |
1,410.0 |
|
|
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 |
1,433.7 |
1,357.9 |
75.8 |
5.3% |
21.8 |
1.5% |
81% |
True |
False |
1,624 |
10 |
1,433.7 |
1,322.4 |
111.3 |
7.8% |
23.7 |
1.7% |
87% |
True |
False |
1,592 |
20 |
1,433.7 |
1,274.0 |
159.7 |
11.2% |
22.7 |
1.6% |
91% |
True |
False |
1,518 |
40 |
1,433.7 |
1,214.4 |
219.3 |
15.4% |
20.8 |
1.5% |
94% |
True |
False |
1,828 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.3% |
22.1 |
1.6% |
94% |
True |
False |
1,479 |
80 |
1,478.7 |
1,187.9 |
290.8 |
20.5% |
22.0 |
1.6% |
80% |
False |
False |
1,339 |
100 |
1,593.2 |
1,187.9 |
405.3 |
28.6% |
23.1 |
1.6% |
57% |
False |
False |
1,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.1 |
2.618 |
1,479.5 |
1.618 |
1,462.0 |
1.000 |
1,451.2 |
0.618 |
1,444.5 |
HIGH |
1,433.7 |
0.618 |
1,427.0 |
0.500 |
1,425.0 |
0.382 |
1,422.9 |
LOW |
1,416.2 |
0.618 |
1,405.4 |
1.000 |
1,398.7 |
1.618 |
1,387.9 |
2.618 |
1,370.4 |
4.250 |
1,341.8 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,425.0 |
1,417.0 |
PP |
1,423.2 |
1,414.4 |
S1 |
1,421.4 |
1,411.9 |
|