Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
13,395 |
13,555 |
160 |
1.2% |
13,750 |
High |
13,635 |
13,635 |
0 |
0.0% |
13,780 |
Low |
13,375 |
13,260 |
-115 |
-0.9% |
13,180 |
Close |
13,530 |
13,330 |
-200 |
-1.5% |
13,330 |
Range |
260 |
375 |
115 |
44.2% |
600 |
ATR |
357 |
358 |
1 |
0.4% |
0 |
Volume |
9,970 |
10,889 |
919 |
9.2% |
55,763 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,533 |
14,307 |
13,536 |
|
R3 |
14,158 |
13,932 |
13,433 |
|
R2 |
13,783 |
13,783 |
13,399 |
|
R1 |
13,557 |
13,557 |
13,365 |
13,483 |
PP |
13,408 |
13,408 |
13,408 |
13,371 |
S1 |
13,182 |
13,182 |
13,296 |
13,108 |
S2 |
13,033 |
13,033 |
13,261 |
|
S3 |
12,658 |
12,807 |
13,227 |
|
S4 |
12,283 |
12,432 |
13,124 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,230 |
14,880 |
13,660 |
|
R3 |
14,630 |
14,280 |
13,495 |
|
R2 |
14,030 |
14,030 |
13,440 |
|
R1 |
13,680 |
13,680 |
13,385 |
13,555 |
PP |
13,430 |
13,430 |
13,430 |
13,368 |
S1 |
13,080 |
13,080 |
13,275 |
12,955 |
S2 |
12,830 |
12,830 |
13,220 |
|
S3 |
12,230 |
12,480 |
13,165 |
|
S4 |
11,630 |
11,880 |
13,000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,780 |
13,180 |
600 |
4.5% |
330 |
2.5% |
25% |
False |
False |
11,152 |
10 |
13,815 |
13,180 |
635 |
4.8% |
322 |
2.4% |
24% |
False |
False |
13,718 |
20 |
14,450 |
13,180 |
1,270 |
9.5% |
345 |
2.6% |
12% |
False |
False |
14,933 |
40 |
15,060 |
13,180 |
1,880 |
14.1% |
363 |
2.7% |
8% |
False |
False |
14,918 |
60 |
15,060 |
12,525 |
2,535 |
19.0% |
430 |
3.2% |
32% |
False |
False |
18,215 |
80 |
16,120 |
12,420 |
3,700 |
27.8% |
451 |
3.4% |
25% |
False |
False |
13,982 |
100 |
16,120 |
12,420 |
3,700 |
27.8% |
394 |
3.0% |
25% |
False |
False |
11,209 |
120 |
16,120 |
12,015 |
4,105 |
30.8% |
356 |
2.7% |
32% |
False |
False |
9,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,229 |
2.618 |
14,617 |
1.618 |
14,242 |
1.000 |
14,010 |
0.618 |
13,867 |
HIGH |
13,635 |
0.618 |
13,492 |
0.500 |
13,448 |
0.382 |
13,403 |
LOW |
13,260 |
0.618 |
13,028 |
1.000 |
12,885 |
1.618 |
12,653 |
2.618 |
12,278 |
4.250 |
11,666 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
13,448 |
13,408 |
PP |
13,408 |
13,382 |
S1 |
13,369 |
13,356 |
|