Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,895 |
13,560 |
-335 |
-2.4% |
13,570 |
High |
14,015 |
13,760 |
-255 |
-1.8% |
14,085 |
Low |
13,505 |
13,540 |
35 |
0.3% |
13,440 |
Close |
13,540 |
13,645 |
105 |
0.8% |
13,645 |
Range |
510 |
220 |
-290 |
-56.9% |
645 |
ATR |
411 |
397 |
-14 |
-3.3% |
0 |
Volume |
19,644 |
9,808 |
-9,836 |
-50.1% |
69,412 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,308 |
14,197 |
13,766 |
|
R3 |
14,088 |
13,977 |
13,706 |
|
R2 |
13,868 |
13,868 |
13,685 |
|
R1 |
13,757 |
13,757 |
13,665 |
13,813 |
PP |
13,648 |
13,648 |
13,648 |
13,676 |
S1 |
13,537 |
13,537 |
13,625 |
13,593 |
S2 |
13,428 |
13,428 |
13,605 |
|
S3 |
13,208 |
13,317 |
13,585 |
|
S4 |
12,988 |
13,097 |
13,524 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,658 |
15,297 |
14,000 |
|
R3 |
15,013 |
14,652 |
13,823 |
|
R2 |
14,368 |
14,368 |
13,763 |
|
R1 |
14,007 |
14,007 |
13,704 |
14,188 |
PP |
13,723 |
13,723 |
13,723 |
13,814 |
S1 |
13,362 |
13,362 |
13,586 |
13,543 |
S2 |
13,078 |
13,078 |
13,527 |
|
S3 |
12,433 |
12,717 |
13,468 |
|
S4 |
11,788 |
12,072 |
13,290 |
|
|
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 |
4.7% |
336 |
2.5% |
32% |
False |
False |
13,882 |
10 |
14,450 |
13,420 |
1,030 |
7.5% |
369 |
2.7% |
22% |
False |
False |
16,148 |
20 |
15,010 |
13,420 |
1,590 |
11.7% |
396 |
2.9% |
14% |
False |
False |
16,356 |
40 |
15,060 |
12,815 |
2,245 |
16.5% |
417 |
3.1% |
37% |
False |
False |
16,746 |
60 |
16,050 |
12,420 |
3,630 |
26.6% |
508 |
3.7% |
34% |
False |
False |
16,332 |
80 |
16,120 |
12,420 |
3,700 |
27.1% |
426 |
3.1% |
33% |
False |
False |
12,272 |
100 |
16,120 |
12,015 |
4,105 |
30.1% |
392 |
2.9% |
40% |
False |
False |
9,840 |
120 |
16,120 |
11,435 |
4,685 |
34.3% |
332 |
2.4% |
47% |
False |
False |
8,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,695 |
2.618 |
14,336 |
1.618 |
14,116 |
1.000 |
13,980 |
0.618 |
13,896 |
HIGH |
13,760 |
0.618 |
13,676 |
0.500 |
13,650 |
0.382 |
13,624 |
LOW |
13,540 |
0.618 |
13,404 |
1.000 |
13,320 |
1.618 |
13,184 |
2.618 |
12,964 |
4.250 |
12,605 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,650 |
13,795 |
PP |
13,648 |
13,745 |
S1 |
13,647 |
13,695 |
|