Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,988.78 |
15,014.58 |
25.80 |
0.2% |
15,076.79 |
High |
15,025.56 |
15,049.98 |
24.42 |
0.2% |
15,106.39 |
Low |
14,931.24 |
14,945.24 |
14.00 |
0.1% |
14,880.84 |
Close |
15,010.51 |
14,946.46 |
-64.05 |
-0.4% |
15,010.51 |
Range |
94.32 |
104.74 |
10.42 |
11.0% |
225.55 |
ATR |
120.62 |
119.49 |
-1.13 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,294.78 |
15,225.36 |
15,004.07 |
|
R3 |
15,190.04 |
15,120.62 |
14,975.26 |
|
R2 |
15,085.30 |
15,085.30 |
14,965.66 |
|
R1 |
15,015.88 |
15,015.88 |
14,956.06 |
14,998.22 |
PP |
14,980.56 |
14,980.56 |
14,980.56 |
14,971.73 |
S1 |
14,911.14 |
14,911.14 |
14,936.86 |
14,893.48 |
S2 |
14,875.82 |
14,875.82 |
14,927.26 |
|
S3 |
14,771.08 |
14,806.40 |
14,917.66 |
|
S4 |
14,666.34 |
14,701.66 |
14,888.85 |
|
|
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 |
15,074.92 |
14,880.84 |
194.08 |
1.3% |
102.16 |
0.7% |
34% |
False |
False |
|
10 |
15,504.14 |
14,880.84 |
623.30 |
4.2% |
123.41 |
0.8% |
11% |
False |
False |
|
20 |
15,658.43 |
14,880.84 |
777.59 |
5.2% |
120.91 |
0.8% |
8% |
False |
False |
|
40 |
15,658.43 |
14,858.93 |
799.50 |
5.3% |
115.51 |
0.8% |
11% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
141.00 |
0.9% |
36% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
138.50 |
0.9% |
36% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
137.70 |
0.9% |
42% |
False |
False |
|
120 |
15,658.43 |
14,296.24 |
1,362.19 |
9.1% |
131.10 |
0.9% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,495.13 |
2.618 |
15,324.19 |
1.618 |
15,219.45 |
1.000 |
15,154.72 |
0.618 |
15,114.71 |
HIGH |
15,049.98 |
0.618 |
15,009.97 |
0.500 |
14,997.61 |
0.382 |
14,985.25 |
LOW |
14,945.24 |
0.618 |
14,880.51 |
1.000 |
14,840.50 |
1.618 |
14,775.77 |
2.618 |
14,671.03 |
4.250 |
14,500.10 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,997.61 |
14,974.49 |
PP |
14,980.56 |
14,965.15 |
S1 |
14,963.51 |
14,955.80 |
|