Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,943 |
14,985 |
42 |
0.3% |
15,040 |
High |
15,006 |
15,033 |
27 |
0.2% |
15,078 |
Low |
14,904 |
14,920 |
16 |
0.1% |
14,802 |
Close |
14,990 |
14,931 |
-59 |
-0.4% |
14,990 |
Range |
102 |
113 |
11 |
10.8% |
276 |
ATR |
136 |
135 |
-2 |
-1.2% |
0 |
Volume |
117,298 |
100,672 |
-16,626 |
-14.2% |
666,487 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,300 |
15,229 |
14,993 |
|
R3 |
15,187 |
15,116 |
14,962 |
|
R2 |
15,074 |
15,074 |
14,952 |
|
R1 |
15,003 |
15,003 |
14,941 |
14,982 |
PP |
14,961 |
14,961 |
14,961 |
14,951 |
S1 |
14,890 |
14,890 |
14,921 |
14,869 |
S2 |
14,848 |
14,848 |
14,910 |
|
S3 |
14,735 |
14,777 |
14,900 |
|
S4 |
14,622 |
14,664 |
14,869 |
|
|
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 |
15,047 |
14,802 |
245 |
1.6% |
128 |
0.9% |
53% |
False |
False |
130,837 |
10 |
15,474 |
14,802 |
672 |
4.5% |
138 |
0.9% |
19% |
False |
False |
139,148 |
20 |
15,600 |
14,802 |
798 |
5.3% |
131 |
0.9% |
16% |
False |
False |
128,385 |
40 |
15,600 |
14,751 |
849 |
5.7% |
129 |
0.9% |
21% |
False |
False |
119,318 |
60 |
15,600 |
14,474 |
1,126 |
7.5% |
160 |
1.1% |
41% |
False |
False |
116,552 |
80 |
15,600 |
14,474 |
1,126 |
7.5% |
155 |
1.0% |
41% |
False |
False |
87,451 |
100 |
15,600 |
14,300 |
1,300 |
8.7% |
149 |
1.0% |
49% |
False |
False |
69,974 |
120 |
15,600 |
14,180 |
1,420 |
9.5% |
133 |
0.9% |
53% |
False |
False |
58,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,513 |
2.618 |
15,329 |
1.618 |
15,216 |
1.000 |
15,146 |
0.618 |
15,103 |
HIGH |
15,033 |
0.618 |
14,990 |
0.500 |
14,977 |
0.382 |
14,963 |
LOW |
14,920 |
0.618 |
14,850 |
1.000 |
14,807 |
1.618 |
14,737 |
2.618 |
14,624 |
4.250 |
14,440 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,977 |
14,927 |
PP |
14,961 |
14,922 |
S1 |
14,946 |
14,918 |
|