Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,817.91 |
14,844.10 |
26.19 |
0.2% |
15,014.58 |
High |
14,916.01 |
14,848.24 |
-67.77 |
-0.5% |
15,049.98 |
Low |
14,792.11 |
14,762.35 |
-29.76 |
-0.2% |
14,760.41 |
Close |
14,840.95 |
14,810.31 |
-30.64 |
-0.2% |
14,810.31 |
Range |
123.90 |
85.89 |
-38.01 |
-30.7% |
289.57 |
ATR |
122.76 |
120.13 |
-2.63 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,064.64 |
15,023.36 |
14,857.55 |
|
R3 |
14,978.75 |
14,937.47 |
14,833.93 |
|
R2 |
14,892.86 |
14,892.86 |
14,826.06 |
|
R1 |
14,851.58 |
14,851.58 |
14,818.18 |
14,829.28 |
PP |
14,806.97 |
14,806.97 |
14,806.97 |
14,795.81 |
S1 |
14,765.69 |
14,765.69 |
14,802.44 |
14,743.39 |
S2 |
14,721.08 |
14,721.08 |
14,794.56 |
|
S3 |
14,635.19 |
14,679.80 |
14,786.69 |
|
S4 |
14,549.30 |
14,593.91 |
14,763.07 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,742.28 |
15,565.86 |
14,969.57 |
|
R3 |
15,452.71 |
15,276.29 |
14,889.94 |
|
R2 |
15,163.14 |
15,163.14 |
14,863.40 |
|
R1 |
14,986.72 |
14,986.72 |
14,836.85 |
14,930.15 |
PP |
14,873.57 |
14,873.57 |
14,873.57 |
14,845.28 |
S1 |
14,697.15 |
14,697.15 |
14,783.77 |
14,640.58 |
S2 |
14,584.00 |
14,584.00 |
14,757.22 |
|
S3 |
14,294.43 |
14,407.58 |
14,730.68 |
|
S4 |
14,004.86 |
14,118.01 |
14,651.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,049.98 |
14,760.41 |
289.57 |
2.0% |
119.07 |
0.8% |
17% |
False |
False |
|
10 |
15,106.39 |
14,760.41 |
345.98 |
2.3% |
110.24 |
0.7% |
14% |
False |
False |
|
20 |
15,655.21 |
14,760.41 |
894.80 |
6.0% |
120.30 |
0.8% |
6% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
110.69 |
0.7% |
6% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
136.61 |
0.9% |
23% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
139.65 |
0.9% |
23% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.2% |
137.02 |
0.9% |
30% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.6% |
132.83 |
0.9% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,213.27 |
2.618 |
15,073.10 |
1.618 |
14,987.21 |
1.000 |
14,934.13 |
0.618 |
14,901.32 |
HIGH |
14,848.24 |
0.618 |
14,815.43 |
0.500 |
14,805.30 |
0.382 |
14,795.16 |
LOW |
14,762.35 |
0.618 |
14,709.27 |
1.000 |
14,676.46 |
1.618 |
14,623.38 |
2.618 |
14,537.49 |
4.250 |
14,397.32 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,808.64 |
14,838.21 |
PP |
14,806.97 |
14,828.91 |
S1 |
14,805.30 |
14,819.61 |
|