Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,986 |
14,830 |
-156 |
-1.0% |
15,373 |
High |
14,998 |
14,965 |
-33 |
-0.2% |
15,474 |
Low |
14,826 |
14,802 |
-24 |
-0.2% |
15,028 |
Close |
14,847 |
14,939 |
92 |
0.6% |
15,038 |
Range |
172 |
163 |
-9 |
-5.2% |
446 |
ATR |
137 |
139 |
2 |
1.4% |
0 |
Volume |
188,837 |
129,891 |
-58,946 |
-31.2% |
732,584 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,391 |
15,328 |
15,029 |
|
R3 |
15,228 |
15,165 |
14,984 |
|
R2 |
15,065 |
15,065 |
14,969 |
|
R1 |
15,002 |
15,002 |
14,954 |
15,034 |
PP |
14,902 |
14,902 |
14,902 |
14,918 |
S1 |
14,839 |
14,839 |
14,924 |
14,871 |
S2 |
14,739 |
14,739 |
14,909 |
|
S3 |
14,576 |
14,676 |
14,894 |
|
S4 |
14,413 |
14,513 |
14,849 |
|
|
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 |
15,113 |
14,802 |
311 |
2.1% |
122 |
0.8% |
44% |
False |
True |
139,079 |
10 |
15,474 |
14,802 |
672 |
4.5% |
145 |
1.0% |
20% |
False |
True |
142,474 |
20 |
15,600 |
14,802 |
798 |
5.3% |
134 |
0.9% |
17% |
False |
True |
128,376 |
40 |
15,600 |
14,751 |
849 |
5.7% |
133 |
0.9% |
22% |
False |
False |
121,941 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
163 |
1.1% |
41% |
False |
False |
112,930 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
155 |
1.0% |
41% |
False |
False |
84,727 |
100 |
15,600 |
14,300 |
1,300 |
8.7% |
148 |
1.0% |
49% |
False |
False |
67,795 |
120 |
15,600 |
14,050 |
1,550 |
10.4% |
132 |
0.9% |
57% |
False |
False |
56,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,658 |
2.618 |
15,392 |
1.618 |
15,229 |
1.000 |
15,128 |
0.618 |
15,066 |
HIGH |
14,965 |
0.618 |
14,903 |
0.500 |
14,884 |
0.382 |
14,864 |
LOW |
14,802 |
0.618 |
14,701 |
1.000 |
14,639 |
1.618 |
14,538 |
2.618 |
14,375 |
4.250 |
14,109 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,921 |
14,934 |
PP |
14,902 |
14,929 |
S1 |
14,884 |
14,925 |
|