Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,993.81 |
14,908.60 |
-85.21 |
-0.6% |
15,415.22 |
High |
15,019.70 |
14,989.12 |
-30.58 |
-0.2% |
15,504.14 |
Low |
14,880.84 |
14,899.00 |
18.16 |
0.1% |
15,054.38 |
Close |
14,897.55 |
14,963.74 |
66.19 |
0.4% |
15,081.47 |
Range |
138.86 |
90.12 |
-48.74 |
-35.1% |
449.76 |
ATR |
125.04 |
122.64 |
-2.39 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,220.98 |
15,182.48 |
15,013.31 |
|
R3 |
15,130.86 |
15,092.36 |
14,988.52 |
|
R2 |
15,040.74 |
15,040.74 |
14,980.26 |
|
R1 |
15,002.24 |
15,002.24 |
14,972.00 |
15,021.49 |
PP |
14,950.62 |
14,950.62 |
14,950.62 |
14,960.25 |
S1 |
14,912.12 |
14,912.12 |
14,955.48 |
14,931.37 |
S2 |
14,860.50 |
14,860.50 |
14,947.22 |
|
S3 |
14,770.38 |
14,822.00 |
14,938.96 |
|
S4 |
14,680.26 |
14,731.88 |
14,914.17 |
|
|
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 |
15,139.77 |
14,880.84 |
258.93 |
1.7% |
99.62 |
0.7% |
32% |
False |
False |
|
10 |
15,507.76 |
14,880.84 |
626.92 |
4.2% |
127.80 |
0.9% |
13% |
False |
False |
|
20 |
15,658.43 |
14,880.84 |
777.59 |
5.2% |
122.49 |
0.8% |
11% |
False |
False |
|
40 |
15,658.43 |
14,858.93 |
799.50 |
5.3% |
118.12 |
0.8% |
13% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
144.26 |
1.0% |
37% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
139.59 |
0.9% |
37% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
138.15 |
0.9% |
43% |
False |
False |
|
120 |
15,658.43 |
14,127.82 |
1,530.61 |
10.2% |
131.33 |
0.9% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,372.13 |
2.618 |
15,225.05 |
1.618 |
15,134.93 |
1.000 |
15,079.24 |
0.618 |
15,044.81 |
HIGH |
14,989.12 |
0.618 |
14,954.69 |
0.500 |
14,944.06 |
0.382 |
14,933.43 |
LOW |
14,899.00 |
0.618 |
14,843.31 |
1.000 |
14,808.88 |
1.618 |
14,753.19 |
2.618 |
14,663.07 |
4.250 |
14,515.99 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,957.18 |
14,977.88 |
PP |
14,950.62 |
14,973.17 |
S1 |
14,944.06 |
14,968.45 |
|