Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,286 |
15,060 |
-226 |
-1.5% |
15,373 |
High |
15,300 |
15,113 |
-187 |
-1.2% |
15,474 |
Low |
15,056 |
15,028 |
-28 |
-0.2% |
15,028 |
Close |
15,070 |
15,038 |
-32 |
-0.2% |
15,038 |
Range |
244 |
85 |
-159 |
-65.2% |
446 |
ATR |
145 |
141 |
-4 |
-3.0% |
0 |
Volume |
187,540 |
146,206 |
-41,334 |
-22.0% |
732,584 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,315 |
15,261 |
15,085 |
|
R3 |
15,230 |
15,176 |
15,062 |
|
R2 |
15,145 |
15,145 |
15,054 |
|
R1 |
15,091 |
15,091 |
15,046 |
15,076 |
PP |
15,060 |
15,060 |
15,060 |
15,052 |
S1 |
15,006 |
15,006 |
15,030 |
14,991 |
S2 |
14,975 |
14,975 |
15,023 |
|
S3 |
14,890 |
14,921 |
15,015 |
|
S4 |
14,805 |
14,836 |
14,991 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,518 |
16,224 |
15,283 |
|
R3 |
16,072 |
15,778 |
15,161 |
|
R2 |
15,626 |
15,626 |
15,120 |
|
R1 |
15,332 |
15,332 |
15,079 |
15,256 |
PP |
15,180 |
15,180 |
15,180 |
15,142 |
S1 |
14,886 |
14,886 |
14,997 |
14,810 |
S2 |
14,734 |
14,734 |
14,956 |
|
S3 |
14,288 |
14,440 |
14,915 |
|
S4 |
13,842 |
13,994 |
14,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,474 |
15,028 |
446 |
3.0% |
151 |
1.0% |
2% |
False |
True |
146,516 |
10 |
15,597 |
15,028 |
569 |
3.8% |
139 |
0.9% |
2% |
False |
True |
130,379 |
20 |
15,600 |
15,028 |
572 |
3.8% |
126 |
0.8% |
2% |
False |
True |
120,744 |
40 |
15,600 |
14,474 |
1,126 |
7.5% |
143 |
0.9% |
50% |
False |
False |
130,585 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
167 |
1.1% |
50% |
False |
False |
103,800 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
153 |
1.0% |
50% |
False |
False |
77,869 |
100 |
15,600 |
14,300 |
1,300 |
8.6% |
144 |
1.0% |
57% |
False |
False |
62,303 |
120 |
15,600 |
13,792 |
1,808 |
12.0% |
129 |
0.9% |
69% |
False |
False |
51,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,474 |
2.618 |
15,336 |
1.618 |
15,251 |
1.000 |
15,198 |
0.618 |
15,166 |
HIGH |
15,113 |
0.618 |
15,081 |
0.500 |
15,071 |
0.382 |
15,061 |
LOW |
15,028 |
0.618 |
14,976 |
1.000 |
14,943 |
1.618 |
14,891 |
2.618 |
14,806 |
4.250 |
14,667 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,071 |
15,227 |
PP |
15,060 |
15,164 |
S1 |
15,049 |
15,101 |
|