Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,418.3 |
1,415.0 |
-3.3 |
-0.2% |
1,378.5 |
High |
1,433.7 |
1,416.5 |
-17.2 |
-1.2% |
1,400.4 |
Low |
1,416.2 |
1,403.0 |
-13.2 |
-0.9% |
1,352.8 |
Close |
1,419.6 |
1,413.7 |
-5.9 |
-0.4% |
1,396.6 |
Range |
17.5 |
13.5 |
-4.0 |
-22.9% |
47.6 |
ATR |
23.1 |
22.6 |
-0.5 |
-2.0% |
0.0 |
Volume |
2,760 |
1,330 |
-1,430 |
-51.8% |
8,393 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.6 |
1,446.1 |
1,421.1 |
|
R3 |
1,438.1 |
1,432.6 |
1,417.4 |
|
R2 |
1,424.6 |
1,424.6 |
1,416.2 |
|
R1 |
1,419.1 |
1,419.1 |
1,414.9 |
1,415.1 |
PP |
1,411.1 |
1,411.1 |
1,411.1 |
1,409.1 |
S1 |
1,405.6 |
1,405.6 |
1,412.5 |
1,401.6 |
S2 |
1,397.6 |
1,397.6 |
1,411.2 |
|
S3 |
1,384.1 |
1,392.1 |
1,410.0 |
|
S4 |
1,370.6 |
1,378.6 |
1,406.3 |
|
|
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 |
1,369.1 |
64.6 |
4.6% |
20.4 |
1.4% |
69% |
False |
False |
1,673 |
10 |
1,433.7 |
1,352.8 |
80.9 |
5.7% |
20.4 |
1.4% |
75% |
False |
False |
1,644 |
20 |
1,433.7 |
1,274.0 |
159.7 |
11.3% |
22.3 |
1.6% |
87% |
False |
False |
1,425 |
40 |
1,433.7 |
1,214.4 |
219.3 |
15.5% |
20.9 |
1.5% |
91% |
False |
False |
1,817 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.4% |
22.1 |
1.6% |
92% |
False |
False |
1,495 |
80 |
1,478.7 |
1,187.9 |
290.8 |
20.6% |
22.0 |
1.6% |
78% |
False |
False |
1,351 |
100 |
1,588.0 |
1,187.9 |
400.1 |
28.3% |
23.1 |
1.6% |
56% |
False |
False |
1,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.9 |
2.618 |
1,451.8 |
1.618 |
1,438.3 |
1.000 |
1,430.0 |
0.618 |
1,424.8 |
HIGH |
1,416.5 |
0.618 |
1,411.3 |
0.500 |
1,409.8 |
0.382 |
1,408.2 |
LOW |
1,403.0 |
0.618 |
1,394.7 |
1.000 |
1,389.5 |
1.618 |
1,381.2 |
2.618 |
1,367.7 |
4.250 |
1,345.6 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,412.4 |
1,416.6 |
PP |
1,411.1 |
1,415.6 |
S1 |
1,409.8 |
1,414.7 |
|