Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,230 |
13,395 |
165 |
1.2% |
13,605 |
High |
13,455 |
13,635 |
180 |
1.3% |
13,815 |
Low |
13,180 |
13,375 |
195 |
1.5% |
13,230 |
Close |
13,380 |
13,530 |
150 |
1.1% |
13,750 |
Range |
275 |
260 |
-15 |
-5.5% |
585 |
ATR |
364 |
357 |
-7 |
-2.0% |
0 |
Volume |
13,120 |
9,970 |
-3,150 |
-24.0% |
81,417 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,293 |
14,172 |
13,673 |
|
R3 |
14,033 |
13,912 |
13,602 |
|
R2 |
13,773 |
13,773 |
13,578 |
|
R1 |
13,652 |
13,652 |
13,554 |
13,713 |
PP |
13,513 |
13,513 |
13,513 |
13,544 |
S1 |
13,392 |
13,392 |
13,506 |
13,453 |
S2 |
13,253 |
13,253 |
13,482 |
|
S3 |
12,993 |
13,132 |
13,459 |
|
S4 |
12,733 |
12,872 |
13,387 |
|
|
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 |
4.5% |
295 |
2.2% |
57% |
False |
False |
12,045 |
10 |
13,815 |
13,180 |
635 |
4.7% |
307 |
2.3% |
55% |
False |
False |
13,609 |
20 |
14,565 |
13,180 |
1,385 |
10.2% |
345 |
2.6% |
25% |
False |
False |
15,230 |
40 |
15,060 |
13,180 |
1,880 |
13.9% |
367 |
2.7% |
19% |
False |
False |
15,229 |
60 |
15,060 |
12,420 |
2,640 |
19.5% |
440 |
3.3% |
42% |
False |
False |
18,178 |
80 |
16,120 |
12,420 |
3,700 |
27.3% |
449 |
3.3% |
30% |
False |
False |
13,847 |
100 |
16,120 |
12,420 |
3,700 |
27.3% |
393 |
2.9% |
30% |
False |
False |
11,102 |
120 |
16,120 |
12,015 |
4,105 |
30.3% |
354 |
2.6% |
37% |
False |
False |
9,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,740 |
2.618 |
14,316 |
1.618 |
14,056 |
1.000 |
13,895 |
0.618 |
13,796 |
HIGH |
13,635 |
0.618 |
13,536 |
0.500 |
13,505 |
0.382 |
13,474 |
LOW |
13,375 |
0.618 |
13,214 |
1.000 |
13,115 |
1.618 |
12,954 |
2.618 |
12,694 |
4.250 |
12,270 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,522 |
13,498 |
PP |
13,513 |
13,465 |
S1 |
13,505 |
13,433 |
|