Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,447.71 |
15,332.71 |
-115.00 |
-0.7% |
15,651.98 |
High |
15,453.08 |
15,332.71 |
-120.37 |
-0.8% |
15,655.21 |
Low |
15,316.62 |
15,094.03 |
-222.59 |
-1.5% |
15,346.65 |
Close |
15,337.66 |
15,112.19 |
-225.47 |
-1.5% |
15,425.51 |
Range |
136.46 |
238.68 |
102.22 |
74.9% |
308.56 |
ATR |
123.97 |
132.52 |
8.55 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,895.68 |
15,742.62 |
15,243.46 |
|
R3 |
15,657.00 |
15,503.94 |
15,177.83 |
|
R2 |
15,418.32 |
15,418.32 |
15,155.95 |
|
R1 |
15,265.26 |
15,265.26 |
15,134.07 |
15,222.45 |
PP |
15,179.64 |
15,179.64 |
15,179.64 |
15,158.24 |
S1 |
15,026.58 |
15,026.58 |
15,090.31 |
14,983.77 |
S2 |
14,940.96 |
14,940.96 |
15,068.43 |
|
S3 |
14,702.28 |
14,787.90 |
15,046.55 |
|
S4 |
14,463.60 |
14,549.22 |
14,980.92 |
|
|
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 |
15,507.76 |
15,094.03 |
413.73 |
2.7% |
155.97 |
1.0% |
4% |
False |
True |
|
10 |
15,658.43 |
15,094.03 |
564.40 |
3.7% |
131.80 |
0.9% |
3% |
False |
True |
|
20 |
15,658.43 |
15,094.03 |
564.40 |
3.7% |
116.75 |
0.8% |
3% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
133.17 |
0.9% |
51% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
151.57 |
1.0% |
51% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
139.37 |
0.9% |
51% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.1% |
138.01 |
0.9% |
55% |
False |
False |
|
120 |
15,658.43 |
13,784.17 |
1,874.26 |
12.4% |
133.22 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,347.10 |
2.618 |
15,957.57 |
1.618 |
15,718.89 |
1.000 |
15,571.39 |
0.618 |
15,480.21 |
HIGH |
15,332.71 |
0.618 |
15,241.53 |
0.500 |
15,213.37 |
0.382 |
15,185.21 |
LOW |
15,094.03 |
0.618 |
14,946.53 |
1.000 |
14,855.35 |
1.618 |
14,707.85 |
2.618 |
14,469.17 |
4.250 |
14,079.64 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,213.37 |
15,299.09 |
PP |
15,179.64 |
15,236.79 |
S1 |
15,145.92 |
15,174.49 |
|