Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,420.68 |
15,447.71 |
27.03 |
0.2% |
15,651.98 |
High |
15,504.14 |
15,453.08 |
-51.06 |
-0.3% |
15,655.21 |
Low |
15,342.34 |
15,316.62 |
-25.72 |
-0.2% |
15,346.65 |
Close |
15,451.01 |
15,337.66 |
-113.35 |
-0.7% |
15,425.51 |
Range |
161.80 |
136.46 |
-25.34 |
-15.7% |
308.56 |
ATR |
123.01 |
123.97 |
0.96 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,778.50 |
15,694.54 |
15,412.71 |
|
R3 |
15,642.04 |
15,558.08 |
15,375.19 |
|
R2 |
15,505.58 |
15,505.58 |
15,362.68 |
|
R1 |
15,421.62 |
15,421.62 |
15,350.17 |
15,395.37 |
PP |
15,369.12 |
15,369.12 |
15,369.12 |
15,356.00 |
S1 |
15,285.16 |
15,285.16 |
15,325.15 |
15,258.91 |
S2 |
15,232.66 |
15,232.66 |
15,312.64 |
|
S3 |
15,096.20 |
15,148.70 |
15,300.13 |
|
S4 |
14,959.74 |
15,012.24 |
15,262.61 |
|
|
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 |
15,316.62 |
240.50 |
1.6% |
135.94 |
0.9% |
9% |
False |
True |
|
10 |
15,658.43 |
15,316.62 |
341.81 |
2.2% |
122.62 |
0.8% |
6% |
False |
True |
|
20 |
15,658.43 |
15,316.62 |
341.81 |
2.2% |
110.99 |
0.7% |
6% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
132.45 |
0.9% |
71% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
149.41 |
1.0% |
71% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.2% |
138.47 |
0.9% |
71% |
False |
False |
|
100 |
15,658.43 |
14,395.00 |
1,263.43 |
8.2% |
137.31 |
0.9% |
75% |
False |
False |
|
120 |
15,658.43 |
13,784.01 |
1,874.42 |
12.2% |
133.71 |
0.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,033.04 |
2.618 |
15,810.33 |
1.618 |
15,673.87 |
1.000 |
15,589.54 |
0.618 |
15,537.41 |
HIGH |
15,453.08 |
0.618 |
15,400.95 |
0.500 |
15,384.85 |
0.382 |
15,368.75 |
LOW |
15,316.62 |
0.618 |
15,232.29 |
1.000 |
15,180.16 |
1.618 |
15,095.83 |
2.618 |
14,959.37 |
4.250 |
14,736.67 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,384.85 |
15,410.38 |
PP |
15,369.12 |
15,386.14 |
S1 |
15,353.39 |
15,361.90 |
|