Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,750 |
13,560 |
-190 |
-1.4% |
13,605 |
High |
13,780 |
13,685 |
-95 |
-0.7% |
13,815 |
Low |
13,530 |
13,195 |
-335 |
-2.5% |
13,230 |
Close |
13,560 |
13,220 |
-340 |
-2.5% |
13,750 |
Range |
250 |
490 |
240 |
96.0% |
585 |
ATR |
362 |
371 |
9 |
2.5% |
0 |
Volume |
6,609 |
15,175 |
8,566 |
129.6% |
81,417 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,837 |
14,518 |
13,490 |
|
R3 |
14,347 |
14,028 |
13,355 |
|
R2 |
13,857 |
13,857 |
13,310 |
|
R1 |
13,538 |
13,538 |
13,265 |
13,453 |
PP |
13,367 |
13,367 |
13,367 |
13,324 |
S1 |
13,048 |
13,048 |
13,175 |
12,963 |
S2 |
12,877 |
12,877 |
13,130 |
|
S3 |
12,387 |
12,558 |
13,085 |
|
S4 |
11,897 |
12,068 |
12,951 |
|
|
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 |
13,790 |
13,195 |
595 |
4.5% |
325 |
2.5% |
4% |
False |
True |
14,794 |
10 |
14,085 |
13,195 |
890 |
6.7% |
336 |
2.5% |
3% |
False |
True |
14,324 |
20 |
14,565 |
13,195 |
1,370 |
10.4% |
368 |
2.8% |
2% |
False |
True |
15,824 |
40 |
15,060 |
13,195 |
1,865 |
14.1% |
377 |
2.8% |
1% |
False |
True |
15,591 |
60 |
15,060 |
12,420 |
2,640 |
20.0% |
454 |
3.4% |
30% |
False |
False |
17,866 |
80 |
16,120 |
12,420 |
3,700 |
28.0% |
444 |
3.4% |
22% |
False |
False |
13,560 |
100 |
16,120 |
12,420 |
3,700 |
28.0% |
393 |
3.0% |
22% |
False |
False |
10,871 |
120 |
16,120 |
12,015 |
4,105 |
31.1% |
351 |
2.7% |
29% |
False |
False |
9,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,768 |
2.618 |
14,968 |
1.618 |
14,478 |
1.000 |
14,175 |
0.618 |
13,988 |
HIGH |
13,685 |
0.618 |
13,498 |
0.500 |
13,440 |
0.382 |
13,382 |
LOW |
13,195 |
0.618 |
12,892 |
1.000 |
12,705 |
1.618 |
12,402 |
2.618 |
11,912 |
4.250 |
11,113 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,440 |
13,493 |
PP |
13,367 |
13,402 |
S1 |
13,293 |
13,311 |
|