Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,670 |
14,005 |
335 |
2.5% |
14,370 |
High |
14,030 |
14,085 |
55 |
0.4% |
14,450 |
Low |
13,645 |
13,770 |
125 |
0.9% |
13,420 |
Close |
14,000 |
13,900 |
-100 |
-0.7% |
13,575 |
Range |
385 |
315 |
-70 |
-18.2% |
1,030 |
ATR |
410 |
403 |
-7 |
-1.7% |
0 |
Volume |
17,416 |
10,590 |
-6,826 |
-39.2% |
92,072 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,863 |
14,697 |
14,073 |
|
R3 |
14,548 |
14,382 |
13,987 |
|
R2 |
14,233 |
14,233 |
13,958 |
|
R1 |
14,067 |
14,067 |
13,929 |
13,993 |
PP |
13,918 |
13,918 |
13,918 |
13,881 |
S1 |
13,752 |
13,752 |
13,871 |
13,678 |
S2 |
13,603 |
13,603 |
13,842 |
|
S3 |
13,288 |
13,437 |
13,814 |
|
S4 |
12,973 |
13,122 |
13,727 |
|
|
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 |
14,085 |
13,420 |
665 |
4.8% |
373 |
2.7% |
72% |
True |
False |
18,222 |
10 |
14,565 |
13,420 |
1,145 |
8.2% |
400 |
2.9% |
42% |
False |
False |
16,858 |
20 |
15,060 |
13,420 |
1,640 |
11.8% |
404 |
2.9% |
29% |
False |
False |
16,255 |
40 |
15,060 |
12,815 |
2,245 |
16.2% |
423 |
3.0% |
48% |
False |
False |
17,393 |
60 |
16,120 |
12,420 |
3,700 |
26.6% |
507 |
3.6% |
40% |
False |
False |
15,848 |
80 |
16,120 |
12,420 |
3,700 |
26.6% |
422 |
3.0% |
40% |
False |
False |
11,905 |
100 |
16,120 |
12,015 |
4,105 |
29.5% |
385 |
2.8% |
46% |
False |
False |
9,546 |
120 |
16,120 |
11,160 |
4,960 |
35.7% |
333 |
2.4% |
55% |
False |
False |
7,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,424 |
2.618 |
14,910 |
1.618 |
14,595 |
1.000 |
14,400 |
0.618 |
14,280 |
HIGH |
14,085 |
0.618 |
13,965 |
0.500 |
13,928 |
0.382 |
13,890 |
LOW |
13,770 |
0.618 |
13,575 |
1.000 |
13,455 |
1.618 |
13,260 |
2.618 |
12,945 |
4.250 |
12,431 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,928 |
13,854 |
PP |
13,918 |
13,808 |
S1 |
13,909 |
13,763 |
|