Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,415.0 |
1,404.3 |
-10.7 |
-0.8% |
1,403.0 |
High |
1,416.5 |
1,410.5 |
-6.0 |
-0.4% |
1,433.7 |
Low |
1,403.0 |
1,393.3 |
-9.7 |
-0.7% |
1,390.0 |
Close |
1,413.7 |
1,396.8 |
-16.9 |
-1.2% |
1,396.8 |
Range |
13.5 |
17.2 |
3.7 |
27.4% |
43.7 |
ATR |
22.6 |
22.5 |
-0.2 |
-0.7% |
0.0 |
Volume |
1,330 |
2,171 |
841 |
63.2% |
8,503 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.8 |
1,441.5 |
1,406.3 |
|
R3 |
1,434.6 |
1,424.3 |
1,401.5 |
|
R2 |
1,417.4 |
1,417.4 |
1,400.0 |
|
R1 |
1,407.1 |
1,407.1 |
1,398.4 |
1,403.7 |
PP |
1,400.2 |
1,400.2 |
1,400.2 |
1,398.5 |
S1 |
1,389.9 |
1,389.9 |
1,395.2 |
1,386.5 |
S2 |
1,383.0 |
1,383.0 |
1,393.6 |
|
S3 |
1,365.8 |
1,372.7 |
1,392.1 |
|
S4 |
1,348.6 |
1,355.5 |
1,387.3 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.9 |
1,511.1 |
1,420.8 |
|
R3 |
1,494.2 |
1,467.4 |
1,408.8 |
|
R2 |
1,450.5 |
1,450.5 |
1,404.8 |
|
R1 |
1,423.7 |
1,423.7 |
1,400.8 |
1,415.3 |
PP |
1,406.8 |
1,406.8 |
1,406.8 |
1,402.6 |
S1 |
1,380.0 |
1,380.0 |
1,392.8 |
1,371.6 |
S2 |
1,363.1 |
1,363.1 |
1,388.8 |
|
S3 |
1,319.4 |
1,336.3 |
1,384.8 |
|
S4 |
1,275.7 |
1,292.6 |
1,372.8 |
|
|
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 |
1,390.0 |
43.7 |
3.1% |
17.6 |
1.3% |
16% |
False |
False |
1,700 |
10 |
1,433.7 |
1,352.8 |
80.9 |
5.8% |
20.2 |
1.4% |
54% |
False |
False |
1,689 |
20 |
1,433.7 |
1,274.0 |
159.7 |
11.4% |
21.5 |
1.5% |
77% |
False |
False |
1,492 |
40 |
1,433.7 |
1,221.2 |
212.5 |
15.2% |
20.3 |
1.5% |
83% |
False |
False |
1,756 |
60 |
1,433.7 |
1,187.9 |
245.8 |
17.6% |
22.0 |
1.6% |
85% |
False |
False |
1,528 |
80 |
1,476.3 |
1,187.9 |
288.4 |
20.6% |
21.9 |
1.6% |
72% |
False |
False |
1,343 |
100 |
1,570.9 |
1,187.9 |
383.0 |
27.4% |
23.0 |
1.7% |
55% |
False |
False |
1,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.6 |
2.618 |
1,455.5 |
1.618 |
1,438.3 |
1.000 |
1,427.7 |
0.618 |
1,421.1 |
HIGH |
1,410.5 |
0.618 |
1,403.9 |
0.500 |
1,401.9 |
0.382 |
1,399.9 |
LOW |
1,393.3 |
0.618 |
1,382.7 |
1.000 |
1,376.1 |
1.618 |
1,365.5 |
2.618 |
1,348.3 |
4.250 |
1,320.2 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,401.9 |
1,413.5 |
PP |
1,400.2 |
1,407.9 |
S1 |
1,398.5 |
1,402.4 |
|