Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,005 |
13,895 |
-110 |
-0.8% |
14,370 |
High |
14,085 |
14,015 |
-70 |
-0.5% |
14,450 |
Low |
13,770 |
13,505 |
-265 |
-1.9% |
13,420 |
Close |
13,900 |
13,540 |
-360 |
-2.6% |
13,575 |
Range |
315 |
510 |
195 |
61.9% |
1,030 |
ATR |
403 |
411 |
8 |
1.9% |
0 |
Volume |
10,590 |
19,644 |
9,054 |
85.5% |
92,072 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,217 |
14,888 |
13,821 |
|
R3 |
14,707 |
14,378 |
13,680 |
|
R2 |
14,197 |
14,197 |
13,634 |
|
R1 |
13,868 |
13,868 |
13,587 |
13,778 |
PP |
13,687 |
13,687 |
13,687 |
13,641 |
S1 |
13,358 |
13,358 |
13,493 |
13,268 |
S2 |
13,177 |
13,177 |
13,447 |
|
S3 |
12,667 |
12,848 |
13,400 |
|
S4 |
12,157 |
12,338 |
13,260 |
|
|
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 |
13,440 |
645 |
4.8% |
345 |
2.5% |
16% |
False |
False |
15,246 |
10 |
14,565 |
13,420 |
1,145 |
8.5% |
384 |
2.8% |
10% |
False |
False |
16,850 |
20 |
15,035 |
13,420 |
1,615 |
11.9% |
412 |
3.0% |
7% |
False |
False |
16,760 |
40 |
15,060 |
12,815 |
2,245 |
16.6% |
425 |
3.1% |
32% |
False |
False |
17,288 |
60 |
16,120 |
12,420 |
3,700 |
27.3% |
512 |
3.8% |
30% |
False |
False |
16,172 |
80 |
16,120 |
12,420 |
3,700 |
27.3% |
426 |
3.1% |
30% |
False |
False |
12,150 |
100 |
16,120 |
12,015 |
4,105 |
30.3% |
390 |
2.9% |
37% |
False |
False |
9,742 |
120 |
16,120 |
11,265 |
4,855 |
35.9% |
332 |
2.5% |
47% |
False |
False |
8,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,183 |
2.618 |
15,350 |
1.618 |
14,840 |
1.000 |
14,525 |
0.618 |
14,330 |
HIGH |
14,015 |
0.618 |
13,820 |
0.500 |
13,760 |
0.382 |
13,700 |
LOW |
13,505 |
0.618 |
13,190 |
1.000 |
12,995 |
1.618 |
12,680 |
2.618 |
12,170 |
4.250 |
11,338 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,760 |
13,795 |
PP |
13,687 |
13,710 |
S1 |
13,613 |
13,625 |
|