Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,938 |
14,756 |
-182 |
-1.2% |
15,040 |
High |
14,943 |
14,849 |
-94 |
-0.6% |
15,078 |
Low |
14,744 |
14,740 |
-4 |
0.0% |
14,802 |
Close |
14,758 |
14,806 |
48 |
0.3% |
14,990 |
Range |
199 |
109 |
-90 |
-45.2% |
276 |
ATR |
139 |
137 |
-2 |
-1.5% |
0 |
Volume |
176,682 |
114,210 |
-62,472 |
-35.4% |
666,487 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,125 |
15,075 |
14,866 |
|
R3 |
15,016 |
14,966 |
14,836 |
|
R2 |
14,907 |
14,907 |
14,826 |
|
R1 |
14,857 |
14,857 |
14,816 |
14,882 |
PP |
14,798 |
14,798 |
14,798 |
14,811 |
S1 |
14,748 |
14,748 |
14,796 |
14,773 |
S2 |
14,689 |
14,689 |
14,786 |
|
S3 |
14,580 |
14,639 |
14,776 |
|
S4 |
14,471 |
14,530 |
14,746 |
|
|
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 |
14,740 |
293 |
2.0% |
137 |
0.9% |
23% |
False |
True |
127,750 |
10 |
15,300 |
14,740 |
560 |
3.8% |
138 |
0.9% |
12% |
False |
True |
139,179 |
20 |
15,600 |
14,740 |
860 |
5.8% |
133 |
0.9% |
8% |
False |
True |
128,593 |
40 |
15,600 |
14,740 |
860 |
5.8% |
126 |
0.9% |
8% |
False |
True |
119,158 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
159 |
1.1% |
29% |
False |
False |
121,390 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
156 |
1.1% |
29% |
False |
False |
91,086 |
100 |
15,600 |
14,312 |
1,288 |
8.7% |
150 |
1.0% |
38% |
False |
False |
72,883 |
120 |
15,600 |
14,241 |
1,359 |
9.2% |
135 |
0.9% |
42% |
False |
False |
60,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,312 |
2.618 |
15,134 |
1.618 |
15,025 |
1.000 |
14,958 |
0.618 |
14,916 |
HIGH |
14,849 |
0.618 |
14,807 |
0.500 |
14,795 |
0.382 |
14,782 |
LOW |
14,740 |
0.618 |
14,673 |
1.000 |
14,631 |
1.618 |
14,564 |
2.618 |
14,455 |
4.250 |
14,277 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,802 |
14,887 |
PP |
14,798 |
14,860 |
S1 |
14,795 |
14,833 |
|