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 |
1,416.1 |
1,418.2 |
2.1 |
0.1% |
1,377.1 |
High |
1,434.0 |
1,418.6 |
-15.4 |
-1.1% |
1,399.9 |
Low |
1,413.2 |
1,402.1 |
-11.1 |
-0.8% |
1,351.6 |
Close |
1,418.8 |
1,412.9 |
-5.9 |
-0.4% |
1,395.8 |
Range |
20.8 |
16.5 |
-4.3 |
-20.7% |
48.3 |
ATR |
26.3 |
25.6 |
-0.7 |
-2.6% |
0.0 |
Volume |
167,016 |
147,098 |
-19,918 |
-11.9% |
720,281 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.7 |
1,453.3 |
1,422.0 |
|
R3 |
1,444.2 |
1,436.8 |
1,417.4 |
|
R2 |
1,427.7 |
1,427.7 |
1,415.9 |
|
R1 |
1,420.3 |
1,420.3 |
1,414.4 |
1,415.8 |
PP |
1,411.2 |
1,411.2 |
1,411.2 |
1,408.9 |
S1 |
1,403.8 |
1,403.8 |
1,411.4 |
1,399.3 |
S2 |
1,394.7 |
1,394.7 |
1,409.9 |
|
S3 |
1,378.2 |
1,387.3 |
1,408.4 |
|
S4 |
1,361.7 |
1,370.8 |
1,403.8 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.3 |
1,509.9 |
1,422.4 |
|
R3 |
1,479.0 |
1,461.6 |
1,409.1 |
|
R2 |
1,430.7 |
1,430.7 |
1,404.7 |
|
R1 |
1,413.3 |
1,413.3 |
1,400.2 |
1,422.0 |
PP |
1,382.4 |
1,382.4 |
1,382.4 |
1,386.8 |
S1 |
1,365.0 |
1,365.0 |
1,391.4 |
1,373.7 |
S2 |
1,334.1 |
1,334.1 |
1,386.9 |
|
S3 |
1,285.8 |
1,316.7 |
1,382.5 |
|
S4 |
1,237.5 |
1,268.4 |
1,369.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.0 |
1,367.8 |
66.2 |
4.7% |
23.4 |
1.7% |
68% |
False |
False |
147,824 |
10 |
1,434.0 |
1,351.6 |
82.4 |
5.8% |
23.4 |
1.7% |
74% |
False |
False |
147,555 |
20 |
1,434.0 |
1,271.8 |
162.2 |
11.5% |
25.4 |
1.8% |
87% |
False |
False |
145,769 |
40 |
1,434.0 |
1,209.4 |
224.6 |
15.9% |
25.5 |
1.8% |
91% |
False |
False |
99,980 |
60 |
1,434.0 |
1,182.6 |
251.4 |
17.8% |
27.3 |
1.9% |
92% |
False |
False |
69,297 |
80 |
1,478.9 |
1,182.6 |
296.3 |
21.0% |
28.3 |
2.0% |
78% |
False |
False |
53,765 |
100 |
1,592.1 |
1,182.6 |
409.5 |
29.0% |
30.7 |
2.2% |
56% |
False |
False |
43,864 |
120 |
1,621.8 |
1,182.6 |
439.2 |
31.1% |
28.2 |
2.0% |
52% |
False |
False |
36,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.7 |
2.618 |
1,461.8 |
1.618 |
1,445.3 |
1.000 |
1,435.1 |
0.618 |
1,428.8 |
HIGH |
1,418.6 |
0.618 |
1,412.3 |
0.500 |
1,410.4 |
0.382 |
1,408.4 |
LOW |
1,402.1 |
0.618 |
1,391.9 |
1.000 |
1,385.6 |
1.618 |
1,375.4 |
2.618 |
1,358.9 |
4.250 |
1,332.0 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,412.1 |
1,414.6 |
PP |
1,411.2 |
1,414.0 |
S1 |
1,410.4 |
1,413.5 |
|