Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,695 |
13,570 |
-125 |
-0.9% |
14,370 |
High |
13,790 |
13,690 |
-100 |
-0.7% |
14,450 |
Low |
13,525 |
13,440 |
-85 |
-0.6% |
13,420 |
Close |
13,575 |
13,645 |
70 |
0.5% |
13,575 |
Range |
265 |
250 |
-15 |
-5.7% |
1,030 |
ATR |
425 |
412 |
-12 |
-2.9% |
0 |
Volume |
16,628 |
11,954 |
-4,674 |
-28.1% |
92,072 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,342 |
14,243 |
13,783 |
|
R3 |
14,092 |
13,993 |
13,714 |
|
R2 |
13,842 |
13,842 |
13,691 |
|
R1 |
13,743 |
13,743 |
13,668 |
13,793 |
PP |
13,592 |
13,592 |
13,592 |
13,616 |
S1 |
13,493 |
13,493 |
13,622 |
13,543 |
S2 |
13,342 |
13,342 |
13,599 |
|
S3 |
13,092 |
13,243 |
13,576 |
|
S4 |
12,842 |
12,993 |
13,508 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,905 |
16,270 |
14,142 |
|
R3 |
15,875 |
15,240 |
13,858 |
|
R2 |
14,845 |
14,845 |
13,764 |
|
R1 |
14,210 |
14,210 |
13,670 |
14,013 |
PP |
13,815 |
13,815 |
13,815 |
13,716 |
S1 |
13,180 |
13,180 |
13,481 |
12,983 |
S2 |
12,785 |
12,785 |
13,386 |
|
S3 |
11,755 |
12,150 |
13,292 |
|
S4 |
10,725 |
11,120 |
13,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,450 |
13,420 |
1,030 |
7.5% |
413 |
3.0% |
22% |
False |
False |
19,419 |
10 |
14,565 |
13,420 |
1,145 |
8.4% |
402 |
2.9% |
20% |
False |
False |
16,889 |
20 |
15,060 |
13,420 |
1,640 |
12.0% |
396 |
2.9% |
14% |
False |
False |
15,930 |
40 |
15,060 |
12,660 |
2,400 |
17.6% |
431 |
3.2% |
41% |
False |
False |
17,951 |
60 |
16,120 |
12,420 |
3,700 |
27.1% |
503 |
3.7% |
33% |
False |
False |
15,388 |
80 |
16,120 |
12,420 |
3,700 |
27.1% |
417 |
3.1% |
33% |
False |
False |
11,560 |
100 |
16,120 |
12,015 |
4,105 |
30.1% |
380 |
2.8% |
40% |
False |
False |
9,266 |
120 |
16,120 |
11,160 |
4,960 |
36.4% |
331 |
2.4% |
50% |
False |
False |
7,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,753 |
2.618 |
14,345 |
1.618 |
14,095 |
1.000 |
13,940 |
0.618 |
13,845 |
HIGH |
13,690 |
0.618 |
13,595 |
0.500 |
13,565 |
0.382 |
13,536 |
LOW |
13,440 |
0.618 |
13,286 |
1.000 |
13,190 |
1.618 |
13,036 |
2.618 |
12,786 |
4.250 |
12,378 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,618 |
13,745 |
PP |
13,592 |
13,712 |
S1 |
13,565 |
13,678 |
|