Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,415.22 |
15,420.68 |
5.46 |
0.0% |
15,651.98 |
High |
15,441.75 |
15,504.14 |
62.39 |
0.4% |
15,655.21 |
Low |
15,359.93 |
15,342.34 |
-17.59 |
-0.1% |
15,346.65 |
Close |
15,419.68 |
15,451.01 |
31.33 |
0.2% |
15,425.51 |
Range |
81.82 |
161.80 |
79.98 |
97.8% |
308.56 |
ATR |
120.03 |
123.01 |
2.98 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,917.90 |
15,846.25 |
15,540.00 |
|
R3 |
15,756.10 |
15,684.45 |
15,495.51 |
|
R2 |
15,594.30 |
15,594.30 |
15,480.67 |
|
R1 |
15,522.65 |
15,522.65 |
15,465.84 |
15,558.48 |
PP |
15,432.50 |
15,432.50 |
15,432.50 |
15,450.41 |
S1 |
15,360.85 |
15,360.85 |
15,436.18 |
15,396.68 |
S2 |
15,270.70 |
15,270.70 |
15,421.35 |
|
S3 |
15,108.90 |
15,199.05 |
15,406.52 |
|
S4 |
14,947.10 |
15,037.25 |
15,362.02 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,401.47 |
16,222.05 |
15,595.22 |
|
R3 |
16,092.91 |
15,913.49 |
15,510.36 |
|
R2 |
15,784.35 |
15,784.35 |
15,482.08 |
|
R1 |
15,604.93 |
15,604.93 |
15,453.79 |
15,540.36 |
PP |
15,475.79 |
15,475.79 |
15,475.79 |
15,443.51 |
S1 |
15,296.37 |
15,296.37 |
15,397.23 |
15,231.80 |
S2 |
15,167.23 |
15,167.23 |
15,368.94 |
|
S3 |
14,858.67 |
14,987.81 |
15,340.66 |
|
S4 |
14,550.11 |
14,679.25 |
15,255.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,557.12 |
15,342.34 |
214.78 |
1.4% |
127.54 |
0.8% |
51% |
False |
True |
|
10 |
15,658.43 |
15,342.34 |
316.09 |
2.0% |
123.11 |
0.8% |
34% |
False |
True |
|
20 |
15,658.43 |
15,342.34 |
316.09 |
2.0% |
107.36 |
0.7% |
34% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
132.88 |
0.9% |
81% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
148.43 |
1.0% |
81% |
False |
False |
|
80 |
15,658.43 |
14,457.60 |
1,200.83 |
7.8% |
138.41 |
0.9% |
83% |
False |
False |
|
100 |
15,658.43 |
14,395.00 |
1,263.43 |
8.2% |
136.93 |
0.9% |
84% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.1% |
133.58 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,191.79 |
2.618 |
15,927.73 |
1.618 |
15,765.93 |
1.000 |
15,665.94 |
0.618 |
15,604.13 |
HIGH |
15,504.14 |
0.618 |
15,442.33 |
0.500 |
15,423.24 |
0.382 |
15,404.15 |
LOW |
15,342.34 |
0.618 |
15,242.35 |
1.000 |
15,180.54 |
1.618 |
15,080.55 |
2.618 |
14,918.75 |
4.250 |
14,654.69 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,441.75 |
15,442.36 |
PP |
15,432.50 |
15,433.70 |
S1 |
15,423.24 |
15,425.05 |
|