Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,076.79 |
15,011.82 |
-64.97 |
-0.4% |
15,415.22 |
High |
15,106.39 |
15,074.92 |
-31.47 |
-0.2% |
15,504.14 |
Low |
15,005.42 |
14,992.16 |
-13.26 |
-0.1% |
15,054.38 |
Close |
15,010.74 |
15,002.99 |
-7.75 |
-0.1% |
15,081.47 |
Range |
100.97 |
82.76 |
-18.21 |
-18.0% |
449.76 |
ATR |
127.14 |
123.97 |
-3.17 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,271.64 |
15,220.07 |
15,048.51 |
|
R3 |
15,188.88 |
15,137.31 |
15,025.75 |
|
R2 |
15,106.12 |
15,106.12 |
15,018.16 |
|
R1 |
15,054.55 |
15,054.55 |
15,010.58 |
15,038.96 |
PP |
15,023.36 |
15,023.36 |
15,023.36 |
15,015.56 |
S1 |
14,971.79 |
14,971.79 |
14,995.40 |
14,956.20 |
S2 |
14,940.60 |
14,940.60 |
14,987.82 |
|
S3 |
14,857.84 |
14,889.03 |
14,980.23 |
|
S4 |
14,775.08 |
14,806.27 |
14,957.47 |
|
|
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 |
15,453.08 |
14,992.16 |
460.92 |
3.1% |
128.85 |
0.9% |
2% |
False |
True |
|
10 |
15,557.12 |
14,992.16 |
564.96 |
3.8% |
128.20 |
0.9% |
2% |
False |
True |
|
20 |
15,658.43 |
14,992.16 |
666.27 |
4.4% |
121.57 |
0.8% |
2% |
False |
True |
|
40 |
15,658.43 |
14,669.69 |
988.74 |
6.6% |
120.19 |
0.8% |
34% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
146.86 |
1.0% |
41% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
139.70 |
0.9% |
41% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
137.72 |
0.9% |
46% |
False |
False |
|
120 |
15,658.43 |
13,937.60 |
1,720.83 |
11.5% |
131.65 |
0.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,426.65 |
2.618 |
15,291.59 |
1.618 |
15,208.83 |
1.000 |
15,157.68 |
0.618 |
15,126.07 |
HIGH |
15,074.92 |
0.618 |
15,043.31 |
0.500 |
15,033.54 |
0.382 |
15,023.77 |
LOW |
14,992.16 |
0.618 |
14,941.01 |
1.000 |
14,909.40 |
1.618 |
14,858.25 |
2.618 |
14,775.49 |
4.250 |
14,640.43 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,033.54 |
15,065.97 |
PP |
15,023.36 |
15,044.97 |
S1 |
15,013.17 |
15,023.98 |
|