Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,605 |
13,585 |
-20 |
-0.1% |
13,570 |
High |
13,815 |
13,745 |
-70 |
-0.5% |
14,085 |
Low |
13,535 |
13,340 |
-195 |
-1.4% |
13,440 |
Close |
13,595 |
13,415 |
-180 |
-1.3% |
13,645 |
Range |
280 |
405 |
125 |
44.6% |
645 |
ATR |
389 |
390 |
1 |
0.3% |
0 |
Volume |
13,089 |
16,141 |
3,052 |
23.3% |
69,412 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,715 |
14,470 |
13,638 |
|
R3 |
14,310 |
14,065 |
13,527 |
|
R2 |
13,905 |
13,905 |
13,489 |
|
R1 |
13,660 |
13,660 |
13,452 |
13,580 |
PP |
13,500 |
13,500 |
13,500 |
13,460 |
S1 |
13,255 |
13,255 |
13,378 |
13,175 |
S2 |
13,095 |
13,095 |
13,341 |
|
S3 |
12,690 |
12,850 |
13,304 |
|
S4 |
12,285 |
12,445 |
13,192 |
|
|
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 |
13,340 |
745 |
5.6% |
346 |
2.6% |
10% |
False |
True |
13,854 |
10 |
14,240 |
13,340 |
900 |
6.7% |
379 |
2.8% |
8% |
False |
True |
17,266 |
20 |
14,865 |
13,340 |
1,525 |
11.4% |
393 |
2.9% |
5% |
False |
True |
16,425 |
40 |
15,060 |
12,865 |
2,195 |
16.4% |
398 |
3.0% |
25% |
False |
False |
16,151 |
60 |
15,060 |
12,420 |
2,640 |
19.7% |
481 |
3.6% |
38% |
False |
False |
16,803 |
80 |
16,120 |
12,420 |
3,700 |
27.6% |
432 |
3.2% |
27% |
False |
False |
12,637 |
100 |
16,120 |
12,015 |
4,105 |
30.6% |
397 |
3.0% |
34% |
False |
False |
10,132 |
120 |
16,120 |
11,695 |
4,425 |
33.0% |
338 |
2.5% |
39% |
False |
False |
8,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,466 |
2.618 |
14,805 |
1.618 |
14,400 |
1.000 |
14,150 |
0.618 |
13,995 |
HIGH |
13,745 |
0.618 |
13,590 |
0.500 |
13,543 |
0.382 |
13,495 |
LOW |
13,340 |
0.618 |
13,090 |
1.000 |
12,935 |
1.618 |
12,685 |
2.618 |
12,280 |
4.250 |
11,619 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,543 |
13,578 |
PP |
13,500 |
13,523 |
S1 |
13,458 |
13,469 |
|