Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,332.71 |
15,112.57 |
-220.14 |
-1.4% |
15,415.22 |
High |
15,332.71 |
15,139.77 |
-192.94 |
-1.3% |
15,504.14 |
Low |
15,094.03 |
15,054.38 |
-39.65 |
-0.3% |
15,054.38 |
Close |
15,112.19 |
15,081.47 |
-30.72 |
-0.2% |
15,081.47 |
Range |
238.68 |
85.39 |
-153.29 |
-64.2% |
449.76 |
ATR |
132.52 |
129.16 |
-3.37 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,348.04 |
15,300.15 |
15,128.43 |
|
R3 |
15,262.65 |
15,214.76 |
15,104.95 |
|
R2 |
15,177.26 |
15,177.26 |
15,097.12 |
|
R1 |
15,129.37 |
15,129.37 |
15,089.30 |
15,110.62 |
PP |
15,091.87 |
15,091.87 |
15,091.87 |
15,082.50 |
S1 |
15,043.98 |
15,043.98 |
15,073.64 |
15,025.23 |
S2 |
15,006.48 |
15,006.48 |
15,065.82 |
|
S3 |
14,921.09 |
14,958.59 |
15,057.99 |
|
S4 |
14,835.70 |
14,873.20 |
15,034.51 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,562.61 |
16,271.80 |
15,328.84 |
|
R3 |
16,112.85 |
15,822.04 |
15,205.15 |
|
R2 |
15,663.09 |
15,663.09 |
15,163.93 |
|
R1 |
15,372.28 |
15,372.28 |
15,122.70 |
15,292.81 |
PP |
15,213.33 |
15,213.33 |
15,213.33 |
15,173.59 |
S1 |
14,922.52 |
14,922.52 |
15,040.24 |
14,843.05 |
S2 |
14,763.57 |
14,763.57 |
14,999.01 |
|
S3 |
14,313.81 |
14,472.76 |
14,957.79 |
|
S4 |
13,864.05 |
14,023.00 |
14,834.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,504.14 |
15,054.38 |
449.76 |
3.0% |
140.83 |
0.9% |
6% |
False |
True |
|
10 |
15,655.21 |
15,054.38 |
600.83 |
4.0% |
130.37 |
0.9% |
5% |
False |
True |
|
20 |
15,658.43 |
15,054.38 |
604.05 |
4.0% |
118.39 |
0.8% |
4% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
125.96 |
0.8% |
48% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
148.39 |
1.0% |
48% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.3% |
139.42 |
0.9% |
48% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.1% |
137.73 |
0.9% |
53% |
False |
False |
|
120 |
15,658.43 |
13,880.19 |
1,778.24 |
11.8% |
132.81 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,502.68 |
2.618 |
15,363.32 |
1.618 |
15,277.93 |
1.000 |
15,225.16 |
0.618 |
15,192.54 |
HIGH |
15,139.77 |
0.618 |
15,107.15 |
0.500 |
15,097.08 |
0.382 |
15,087.00 |
LOW |
15,054.38 |
0.618 |
15,001.61 |
1.000 |
14,968.99 |
1.618 |
14,916.22 |
2.618 |
14,830.83 |
4.250 |
14,691.47 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,097.08 |
15,253.73 |
PP |
15,091.87 |
15,196.31 |
S1 |
15,086.67 |
15,138.89 |
|