Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,985 |
14,938 |
-47 |
-0.3% |
15,040 |
High |
15,033 |
14,943 |
-90 |
-0.6% |
15,078 |
Low |
14,920 |
14,744 |
-176 |
-1.2% |
14,802 |
Close |
14,931 |
14,758 |
-173 |
-1.2% |
14,990 |
Range |
113 |
199 |
86 |
76.1% |
276 |
ATR |
135 |
139 |
5 |
3.4% |
0 |
Volume |
100,672 |
176,682 |
76,010 |
75.5% |
666,487 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,412 |
15,284 |
14,868 |
|
R3 |
15,213 |
15,085 |
14,813 |
|
R2 |
15,014 |
15,014 |
14,795 |
|
R1 |
14,886 |
14,886 |
14,776 |
14,851 |
PP |
14,815 |
14,815 |
14,815 |
14,797 |
S1 |
14,687 |
14,687 |
14,740 |
14,652 |
S2 |
14,616 |
14,616 |
14,722 |
|
S3 |
14,417 |
14,488 |
14,703 |
|
S4 |
14,218 |
14,289 |
14,649 |
|
|
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 |
15,033 |
14,744 |
289 |
2.0% |
150 |
1.0% |
5% |
False |
True |
142,676 |
10 |
15,426 |
14,744 |
682 |
4.6% |
141 |
1.0% |
2% |
False |
True |
142,277 |
20 |
15,600 |
14,744 |
856 |
5.8% |
135 |
0.9% |
2% |
False |
True |
131,304 |
40 |
15,600 |
14,744 |
856 |
5.8% |
128 |
0.9% |
2% |
False |
True |
120,210 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
161 |
1.1% |
25% |
False |
False |
119,493 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
155 |
1.0% |
25% |
False |
False |
89,659 |
100 |
15,600 |
14,312 |
1,288 |
8.7% |
150 |
1.0% |
35% |
False |
False |
71,741 |
120 |
15,600 |
14,237 |
1,363 |
9.2% |
134 |
0.9% |
38% |
False |
False |
59,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,789 |
2.618 |
15,464 |
1.618 |
15,265 |
1.000 |
15,142 |
0.618 |
15,066 |
HIGH |
14,943 |
0.618 |
14,867 |
0.500 |
14,844 |
0.382 |
14,820 |
LOW |
14,744 |
0.618 |
14,621 |
1.000 |
14,545 |
1.618 |
14,422 |
2.618 |
14,223 |
4.250 |
13,898 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,844 |
14,889 |
PP |
14,815 |
14,845 |
S1 |
14,787 |
14,802 |
|