Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,560 |
13,230 |
-330 |
-2.4% |
13,605 |
High |
13,685 |
13,455 |
-230 |
-1.7% |
13,815 |
Low |
13,195 |
13,180 |
-15 |
-0.1% |
13,230 |
Close |
13,220 |
13,380 |
160 |
1.2% |
13,750 |
Range |
490 |
275 |
-215 |
-43.9% |
585 |
ATR |
371 |
364 |
-7 |
-1.9% |
0 |
Volume |
15,175 |
13,120 |
-2,055 |
-13.5% |
81,417 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,163 |
14,047 |
13,531 |
|
R3 |
13,888 |
13,772 |
13,456 |
|
R2 |
13,613 |
13,613 |
13,431 |
|
R1 |
13,497 |
13,497 |
13,405 |
13,555 |
PP |
13,338 |
13,338 |
13,338 |
13,368 |
S1 |
13,222 |
13,222 |
13,355 |
13,280 |
S2 |
13,063 |
13,063 |
13,330 |
|
S3 |
12,788 |
12,947 |
13,305 |
|
S4 |
12,513 |
12,672 |
13,229 |
|
|
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 |
13,180 |
610 |
4.6% |
327 |
2.4% |
33% |
False |
True |
13,714 |
10 |
14,015 |
13,180 |
835 |
6.2% |
332 |
2.5% |
24% |
False |
True |
14,577 |
20 |
14,565 |
13,180 |
1,385 |
10.4% |
366 |
2.7% |
14% |
False |
True |
15,717 |
40 |
15,060 |
13,180 |
1,880 |
14.1% |
373 |
2.8% |
11% |
False |
True |
15,501 |
60 |
15,060 |
12,420 |
2,640 |
19.7% |
450 |
3.4% |
36% |
False |
False |
18,054 |
80 |
16,120 |
12,420 |
3,700 |
27.7% |
447 |
3.3% |
26% |
False |
False |
13,723 |
100 |
16,120 |
12,420 |
3,700 |
27.7% |
392 |
2.9% |
26% |
False |
False |
11,002 |
120 |
16,120 |
12,015 |
4,105 |
30.7% |
352 |
2.6% |
33% |
False |
False |
9,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,624 |
2.618 |
14,175 |
1.618 |
13,900 |
1.000 |
13,730 |
0.618 |
13,625 |
HIGH |
13,455 |
0.618 |
13,350 |
0.500 |
13,318 |
0.382 |
13,285 |
LOW |
13,180 |
0.618 |
13,010 |
1.000 |
12,905 |
1.618 |
12,735 |
2.618 |
12,460 |
4.250 |
12,011 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,359 |
13,480 |
PP |
13,338 |
13,447 |
S1 |
13,318 |
13,413 |
|