Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,060 |
15,040 |
-20 |
-0.1% |
15,373 |
High |
15,113 |
15,078 |
-35 |
-0.2% |
15,474 |
Low |
15,028 |
14,977 |
-51 |
-0.3% |
15,028 |
Close |
15,038 |
15,002 |
-36 |
-0.2% |
15,038 |
Range |
85 |
101 |
16 |
18.8% |
446 |
ATR |
141 |
138 |
-3 |
-2.0% |
0 |
Volume |
146,206 |
112,971 |
-33,235 |
-22.7% |
732,584 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,322 |
15,263 |
15,058 |
|
R3 |
15,221 |
15,162 |
15,030 |
|
R2 |
15,120 |
15,120 |
15,021 |
|
R1 |
15,061 |
15,061 |
15,011 |
15,040 |
PP |
15,019 |
15,019 |
15,019 |
15,009 |
S1 |
14,960 |
14,960 |
14,993 |
14,939 |
S2 |
14,918 |
14,918 |
14,984 |
|
S3 |
14,817 |
14,859 |
14,974 |
|
S4 |
14,716 |
14,758 |
14,947 |
|
|
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 |
14,977 |
497 |
3.3% |
149 |
1.0% |
5% |
False |
True |
147,459 |
10 |
15,564 |
14,977 |
587 |
3.9% |
142 |
0.9% |
4% |
False |
True |
134,965 |
20 |
15,600 |
14,977 |
623 |
4.2% |
127 |
0.8% |
4% |
False |
True |
122,902 |
40 |
15,600 |
14,474 |
1,126 |
7.5% |
140 |
0.9% |
47% |
False |
False |
126,845 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
165 |
1.1% |
47% |
False |
False |
105,680 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
153 |
1.0% |
47% |
False |
False |
79,277 |
100 |
15,600 |
14,300 |
1,300 |
8.7% |
145 |
1.0% |
54% |
False |
False |
63,433 |
120 |
15,600 |
13,880 |
1,720 |
11.5% |
129 |
0.9% |
65% |
False |
False |
52,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,507 |
2.618 |
15,343 |
1.618 |
15,242 |
1.000 |
15,179 |
0.618 |
15,141 |
HIGH |
15,078 |
0.618 |
15,040 |
0.500 |
15,028 |
0.382 |
15,016 |
LOW |
14,977 |
0.618 |
14,915 |
1.000 |
14,876 |
1.618 |
14,814 |
2.618 |
14,713 |
4.250 |
14,548 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,028 |
15,139 |
PP |
15,019 |
15,093 |
S1 |
15,011 |
15,048 |
|