Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,560 |
13,605 |
45 |
0.3% |
13,570 |
High |
13,760 |
13,815 |
55 |
0.4% |
14,085 |
Low |
13,540 |
13,535 |
-5 |
0.0% |
13,440 |
Close |
13,645 |
13,595 |
-50 |
-0.4% |
13,645 |
Range |
220 |
280 |
60 |
27.3% |
645 |
ATR |
397 |
389 |
-8 |
-2.1% |
0 |
Volume |
9,808 |
13,089 |
3,281 |
33.5% |
69,412 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,488 |
14,322 |
13,749 |
|
R3 |
14,208 |
14,042 |
13,672 |
|
R2 |
13,928 |
13,928 |
13,646 |
|
R1 |
13,762 |
13,762 |
13,621 |
13,705 |
PP |
13,648 |
13,648 |
13,648 |
13,620 |
S1 |
13,482 |
13,482 |
13,569 |
13,425 |
S2 |
13,368 |
13,368 |
13,544 |
|
S3 |
13,088 |
13,202 |
13,518 |
|
S4 |
12,808 |
12,922 |
13,441 |
|
|
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 |
13,505 |
580 |
4.3% |
342 |
2.5% |
16% |
False |
False |
14,109 |
10 |
14,450 |
13,420 |
1,030 |
7.6% |
378 |
2.8% |
17% |
False |
False |
16,764 |
20 |
14,925 |
13,420 |
1,505 |
11.1% |
388 |
2.9% |
12% |
False |
False |
16,290 |
40 |
15,060 |
12,865 |
2,195 |
16.1% |
405 |
3.0% |
33% |
False |
False |
16,418 |
60 |
15,125 |
12,420 |
2,705 |
19.9% |
491 |
3.6% |
43% |
False |
False |
16,547 |
80 |
16,120 |
12,420 |
3,700 |
27.2% |
429 |
3.2% |
32% |
False |
False |
12,435 |
100 |
16,120 |
12,015 |
4,105 |
30.2% |
393 |
2.9% |
38% |
False |
False |
9,971 |
120 |
16,120 |
11,500 |
4,620 |
34.0% |
334 |
2.5% |
45% |
False |
False |
8,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,005 |
2.618 |
14,548 |
1.618 |
14,268 |
1.000 |
14,095 |
0.618 |
13,988 |
HIGH |
13,815 |
0.618 |
13,708 |
0.500 |
13,675 |
0.382 |
13,642 |
LOW |
13,535 |
0.618 |
13,362 |
1.000 |
13,255 |
1.618 |
13,082 |
2.618 |
12,802 |
4.250 |
12,345 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,675 |
13,760 |
PP |
13,648 |
13,705 |
S1 |
13,622 |
13,650 |
|