Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,416 |
15,286 |
-130 |
-0.8% |
15,585 |
High |
15,426 |
15,300 |
-126 |
-0.8% |
15,597 |
Low |
15,281 |
15,056 |
-225 |
-1.5% |
15,305 |
Close |
15,304 |
15,070 |
-234 |
-1.5% |
15,375 |
Range |
145 |
244 |
99 |
68.3% |
292 |
ATR |
137 |
145 |
8 |
5.8% |
0 |
Volume |
145,184 |
187,540 |
42,356 |
29.2% |
571,215 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,874 |
15,716 |
15,204 |
|
R3 |
15,630 |
15,472 |
15,137 |
|
R2 |
15,386 |
15,386 |
15,115 |
|
R1 |
15,228 |
15,228 |
15,092 |
15,185 |
PP |
15,142 |
15,142 |
15,142 |
15,121 |
S1 |
14,984 |
14,984 |
15,048 |
14,941 |
S2 |
14,898 |
14,898 |
15,025 |
|
S3 |
14,654 |
14,740 |
15,003 |
|
S4 |
14,410 |
14,496 |
14,936 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,302 |
16,130 |
15,536 |
|
R3 |
16,010 |
15,838 |
15,455 |
|
R2 |
15,718 |
15,718 |
15,429 |
|
R1 |
15,546 |
15,546 |
15,402 |
15,486 |
PP |
15,426 |
15,426 |
15,426 |
15,396 |
S1 |
15,254 |
15,254 |
15,348 |
15,194 |
S2 |
15,134 |
15,134 |
15,322 |
|
S3 |
14,842 |
14,962 |
15,295 |
|
S4 |
14,550 |
14,670 |
15,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,474 |
15,056 |
418 |
2.8% |
168 |
1.1% |
3% |
False |
True |
145,869 |
10 |
15,600 |
15,056 |
544 |
3.6% |
141 |
0.9% |
3% |
False |
True |
125,299 |
20 |
15,600 |
15,056 |
544 |
3.6% |
126 |
0.8% |
3% |
False |
True |
117,862 |
40 |
15,600 |
14,474 |
1,126 |
7.5% |
150 |
1.0% |
53% |
False |
False |
134,309 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
170 |
1.1% |
53% |
False |
False |
101,365 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
153 |
1.0% |
53% |
False |
False |
76,044 |
100 |
15,600 |
14,300 |
1,300 |
8.6% |
144 |
1.0% |
59% |
False |
False |
60,841 |
120 |
15,600 |
13,712 |
1,888 |
12.5% |
128 |
0.9% |
72% |
False |
False |
50,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,337 |
2.618 |
15,939 |
1.618 |
15,695 |
1.000 |
15,544 |
0.618 |
15,451 |
HIGH |
15,300 |
0.618 |
15,207 |
0.500 |
15,178 |
0.382 |
15,149 |
LOW |
15,056 |
0.618 |
14,905 |
1.000 |
14,812 |
1.618 |
14,661 |
2.618 |
14,417 |
4.250 |
14,019 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,178 |
15,265 |
PP |
15,142 |
15,200 |
S1 |
15,106 |
15,135 |
|