Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,908.60 |
14,988.78 |
80.18 |
0.5% |
15,076.79 |
High |
14,989.12 |
15,025.56 |
36.44 |
0.2% |
15,106.39 |
Low |
14,899.00 |
14,931.24 |
32.24 |
0.2% |
14,880.84 |
Close |
14,963.74 |
15,010.51 |
46.77 |
0.3% |
15,010.51 |
Range |
90.12 |
94.32 |
4.20 |
4.7% |
225.55 |
ATR |
122.64 |
120.62 |
-2.02 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,272.06 |
15,235.61 |
15,062.39 |
|
R3 |
15,177.74 |
15,141.29 |
15,036.45 |
|
R2 |
15,083.42 |
15,083.42 |
15,027.80 |
|
R1 |
15,046.97 |
15,046.97 |
15,019.16 |
15,065.20 |
PP |
14,989.10 |
14,989.10 |
14,989.10 |
14,998.22 |
S1 |
14,952.65 |
14,952.65 |
15,001.86 |
14,970.88 |
S2 |
14,894.78 |
14,894.78 |
14,993.22 |
|
S3 |
14,800.46 |
14,858.33 |
14,984.57 |
|
S4 |
14,706.14 |
14,764.01 |
14,958.63 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,675.90 |
15,568.75 |
15,134.56 |
|
R3 |
15,450.35 |
15,343.20 |
15,072.54 |
|
R2 |
15,224.80 |
15,224.80 |
15,051.86 |
|
R1 |
15,117.65 |
15,117.65 |
15,031.19 |
15,058.45 |
PP |
14,999.25 |
14,999.25 |
14,999.25 |
14,969.65 |
S1 |
14,892.10 |
14,892.10 |
14,989.83 |
14,832.90 |
S2 |
14,773.70 |
14,773.70 |
14,969.16 |
|
S3 |
14,548.15 |
14,666.55 |
14,948.48 |
|
S4 |
14,322.60 |
14,441.00 |
14,886.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,106.39 |
14,880.84 |
225.55 |
1.5% |
101.41 |
0.7% |
57% |
False |
False |
|
10 |
15,504.14 |
14,880.84 |
623.30 |
4.2% |
121.12 |
0.8% |
21% |
False |
False |
|
20 |
15,658.43 |
14,880.84 |
777.59 |
5.2% |
119.41 |
0.8% |
17% |
False |
False |
|
40 |
15,658.43 |
14,858.93 |
799.50 |
5.3% |
116.64 |
0.8% |
19% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
143.87 |
1.0% |
41% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
138.86 |
0.9% |
41% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
137.52 |
0.9% |
47% |
False |
False |
|
120 |
15,658.43 |
14,253.00 |
1,405.43 |
9.4% |
130.79 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,426.42 |
2.618 |
15,272.49 |
1.618 |
15,178.17 |
1.000 |
15,119.88 |
0.618 |
15,083.85 |
HIGH |
15,025.56 |
0.618 |
14,989.53 |
0.500 |
14,978.40 |
0.382 |
14,967.27 |
LOW |
14,931.24 |
0.618 |
14,872.95 |
1.000 |
14,836.92 |
1.618 |
14,778.63 |
2.618 |
14,684.31 |
4.250 |
14,530.38 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,999.81 |
14,991.41 |
PP |
14,989.10 |
14,972.30 |
S1 |
14,978.40 |
14,953.20 |
|