Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,040 |
14,997 |
-43 |
-0.3% |
15,373 |
High |
15,078 |
15,047 |
-31 |
-0.2% |
15,474 |
Low |
14,977 |
14,959 |
-18 |
-0.1% |
15,028 |
Close |
15,002 |
14,985 |
-17 |
-0.1% |
15,038 |
Range |
101 |
88 |
-13 |
-12.9% |
446 |
ATR |
138 |
134 |
-4 |
-2.6% |
0 |
Volume |
112,971 |
117,490 |
4,519 |
4.0% |
732,584 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,261 |
15,211 |
15,034 |
|
R3 |
15,173 |
15,123 |
15,009 |
|
R2 |
15,085 |
15,085 |
15,001 |
|
R1 |
15,035 |
15,035 |
14,993 |
15,016 |
PP |
14,997 |
14,997 |
14,997 |
14,988 |
S1 |
14,947 |
14,947 |
14,977 |
14,928 |
S2 |
14,909 |
14,909 |
14,969 |
|
S3 |
14,821 |
14,859 |
14,961 |
|
S4 |
14,733 |
14,771 |
14,937 |
|
|
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 |
15,426 |
14,959 |
467 |
3.1% |
133 |
0.9% |
6% |
False |
True |
141,878 |
10 |
15,523 |
14,959 |
564 |
3.8% |
136 |
0.9% |
5% |
False |
True |
135,134 |
20 |
15,600 |
14,959 |
641 |
4.3% |
128 |
0.9% |
4% |
False |
True |
124,762 |
40 |
15,600 |
14,527 |
1,073 |
7.2% |
136 |
0.9% |
43% |
False |
False |
122,406 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
165 |
1.1% |
45% |
False |
False |
107,630 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
154 |
1.0% |
45% |
False |
False |
80,744 |
100 |
15,600 |
14,300 |
1,300 |
8.7% |
146 |
1.0% |
53% |
False |
False |
64,608 |
120 |
15,600 |
13,880 |
1,720 |
11.5% |
130 |
0.9% |
64% |
False |
False |
53,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,421 |
2.618 |
15,278 |
1.618 |
15,190 |
1.000 |
15,135 |
0.618 |
15,102 |
HIGH |
15,047 |
0.618 |
15,014 |
0.500 |
15,003 |
0.382 |
14,993 |
LOW |
14,959 |
0.618 |
14,905 |
1.000 |
14,871 |
1.618 |
14,817 |
2.618 |
14,729 |
4.250 |
14,585 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
15,003 |
15,036 |
PP |
14,997 |
15,019 |
S1 |
14,991 |
15,002 |
|