Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,285 |
13,595 |
310 |
2.3% |
13,605 |
High |
13,650 |
13,790 |
140 |
1.0% |
13,815 |
Low |
13,230 |
13,590 |
360 |
2.7% |
13,230 |
Close |
13,595 |
13,750 |
155 |
1.1% |
13,750 |
Range |
420 |
200 |
-220 |
-52.4% |
585 |
ATR |
384 |
371 |
-13 |
-3.4% |
0 |
Volume |
18,317 |
15,351 |
-2,966 |
-16.2% |
81,417 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,310 |
14,230 |
13,860 |
|
R3 |
14,110 |
14,030 |
13,805 |
|
R2 |
13,910 |
13,910 |
13,787 |
|
R1 |
13,830 |
13,830 |
13,768 |
13,870 |
PP |
13,710 |
13,710 |
13,710 |
13,730 |
S1 |
13,630 |
13,630 |
13,732 |
13,670 |
S2 |
13,510 |
13,510 |
13,713 |
|
S3 |
13,310 |
13,430 |
13,695 |
|
S4 |
13,110 |
13,230 |
13,640 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,353 |
15,137 |
14,072 |
|
R3 |
14,768 |
14,552 |
13,911 |
|
R2 |
14,183 |
14,183 |
13,857 |
|
R1 |
13,967 |
13,967 |
13,804 |
14,075 |
PP |
13,598 |
13,598 |
13,598 |
13,653 |
S1 |
13,382 |
13,382 |
13,697 |
13,490 |
S2 |
13,013 |
13,013 |
13,643 |
|
S3 |
12,428 |
12,797 |
13,589 |
|
S4 |
11,843 |
12,212 |
13,428 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,815 |
13,230 |
585 |
4.3% |
314 |
2.3% |
89% |
False |
False |
16,283 |
10 |
14,085 |
13,230 |
855 |
6.2% |
325 |
2.4% |
61% |
False |
False |
15,082 |
20 |
14,565 |
13,230 |
1,335 |
9.7% |
374 |
2.7% |
39% |
False |
False |
16,283 |
40 |
15,060 |
13,230 |
1,830 |
13.3% |
382 |
2.8% |
28% |
False |
False |
15,919 |
60 |
15,060 |
12,420 |
2,640 |
19.2% |
461 |
3.4% |
50% |
False |
False |
17,596 |
80 |
16,120 |
12,420 |
3,700 |
26.9% |
441 |
3.2% |
36% |
False |
False |
13,289 |
100 |
16,120 |
12,270 |
3,850 |
28.0% |
397 |
2.9% |
38% |
False |
False |
10,654 |
120 |
16,120 |
12,015 |
4,105 |
29.9% |
345 |
2.5% |
42% |
False |
False |
8,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,640 |
2.618 |
14,314 |
1.618 |
14,114 |
1.000 |
13,990 |
0.618 |
13,914 |
HIGH |
13,790 |
0.618 |
13,714 |
0.500 |
13,690 |
0.382 |
13,667 |
LOW |
13,590 |
0.618 |
13,467 |
1.000 |
13,390 |
1.618 |
13,267 |
2.618 |
13,067 |
4.250 |
12,740 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,730 |
13,670 |
PP |
13,710 |
13,590 |
S1 |
13,690 |
13,510 |
|