Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,112.57 |
15,076.79 |
-35.78 |
-0.2% |
15,415.22 |
High |
15,139.77 |
15,106.39 |
-33.38 |
-0.2% |
15,504.14 |
Low |
15,054.38 |
15,005.42 |
-48.96 |
-0.3% |
15,054.38 |
Close |
15,081.47 |
15,010.74 |
-70.73 |
-0.5% |
15,081.47 |
Range |
85.39 |
100.97 |
15.58 |
18.2% |
449.76 |
ATR |
129.16 |
127.14 |
-2.01 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,343.76 |
15,278.22 |
15,066.27 |
|
R3 |
15,242.79 |
15,177.25 |
15,038.51 |
|
R2 |
15,141.82 |
15,141.82 |
15,029.25 |
|
R1 |
15,076.28 |
15,076.28 |
15,020.00 |
15,058.57 |
PP |
15,040.85 |
15,040.85 |
15,040.85 |
15,031.99 |
S1 |
14,975.31 |
14,975.31 |
15,001.48 |
14,957.60 |
S2 |
14,939.88 |
14,939.88 |
14,992.23 |
|
S3 |
14,838.91 |
14,874.34 |
14,982.97 |
|
S4 |
14,737.94 |
14,773.37 |
14,955.21 |
|
|
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 |
15,005.42 |
498.72 |
3.3% |
144.66 |
1.0% |
1% |
False |
True |
|
10 |
15,608.44 |
15,005.42 |
603.02 |
4.0% |
133.43 |
0.9% |
1% |
False |
True |
|
20 |
15,658.43 |
15,005.42 |
653.01 |
4.4% |
120.44 |
0.8% |
1% |
False |
True |
|
40 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
124.24 |
0.8% |
41% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
147.27 |
1.0% |
41% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
139.40 |
0.9% |
41% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
137.53 |
0.9% |
47% |
False |
False |
|
120 |
15,658.43 |
13,937.60 |
1,720.83 |
11.5% |
131.78 |
0.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,535.51 |
2.618 |
15,370.73 |
1.618 |
15,269.76 |
1.000 |
15,207.36 |
0.618 |
15,168.79 |
HIGH |
15,106.39 |
0.618 |
15,067.82 |
0.500 |
15,055.91 |
0.382 |
15,043.99 |
LOW |
15,005.42 |
0.618 |
14,943.02 |
1.000 |
14,904.45 |
1.618 |
14,842.05 |
2.618 |
14,741.08 |
4.250 |
14,576.30 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,055.91 |
15,169.07 |
PP |
15,040.85 |
15,116.29 |
S1 |
15,025.80 |
15,063.52 |
|