Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,830 |
14,943 |
113 |
0.8% |
15,040 |
High |
14,965 |
15,006 |
41 |
0.3% |
15,078 |
Low |
14,802 |
14,904 |
102 |
0.7% |
14,802 |
Close |
14,939 |
14,990 |
51 |
0.3% |
14,990 |
Range |
163 |
102 |
-61 |
-37.4% |
276 |
ATR |
139 |
136 |
-3 |
-1.9% |
0 |
Volume |
129,891 |
117,298 |
-12,593 |
-9.7% |
666,487 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,273 |
15,233 |
15,046 |
|
R3 |
15,171 |
15,131 |
15,018 |
|
R2 |
15,069 |
15,069 |
15,009 |
|
R1 |
15,029 |
15,029 |
14,999 |
15,049 |
PP |
14,967 |
14,967 |
14,967 |
14,977 |
S1 |
14,927 |
14,927 |
14,981 |
14,947 |
S2 |
14,865 |
14,865 |
14,971 |
|
S3 |
14,763 |
14,825 |
14,962 |
|
S4 |
14,661 |
14,723 |
14,934 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,785 |
15,663 |
15,142 |
|
R3 |
15,509 |
15,387 |
15,066 |
|
R2 |
15,233 |
15,233 |
15,041 |
|
R1 |
15,111 |
15,111 |
15,015 |
15,034 |
PP |
14,957 |
14,957 |
14,957 |
14,918 |
S1 |
14,835 |
14,835 |
14,965 |
14,758 |
S2 |
14,681 |
14,681 |
14,940 |
|
S3 |
14,405 |
14,559 |
14,914 |
|
S4 |
14,129 |
14,283 |
14,838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,078 |
14,802 |
276 |
1.8% |
125 |
0.8% |
68% |
False |
False |
133,297 |
10 |
15,474 |
14,802 |
672 |
4.5% |
138 |
0.9% |
28% |
False |
False |
139,907 |
20 |
15,600 |
14,802 |
798 |
5.3% |
130 |
0.9% |
24% |
False |
False |
128,099 |
40 |
15,600 |
14,751 |
849 |
5.7% |
131 |
0.9% |
28% |
False |
False |
121,297 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
162 |
1.1% |
46% |
False |
False |
114,883 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
155 |
1.0% |
46% |
False |
False |
86,192 |
100 |
15,600 |
14,300 |
1,300 |
8.7% |
149 |
1.0% |
53% |
False |
False |
68,968 |
120 |
15,600 |
14,118 |
1,482 |
9.9% |
132 |
0.9% |
59% |
False |
False |
57,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,440 |
2.618 |
15,273 |
1.618 |
15,171 |
1.000 |
15,108 |
0.618 |
15,069 |
HIGH |
15,006 |
0.618 |
14,967 |
0.500 |
14,955 |
0.382 |
14,943 |
LOW |
14,904 |
0.618 |
14,841 |
1.000 |
14,802 |
1.618 |
14,739 |
2.618 |
14,637 |
4.250 |
14,471 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,978 |
14,961 |
PP |
14,967 |
14,933 |
S1 |
14,955 |
14,904 |
|