Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,756 |
14,795 |
39 |
0.3% |
15,040 |
High |
14,849 |
14,901 |
52 |
0.4% |
15,078 |
Low |
14,740 |
14,782 |
42 |
0.3% |
14,802 |
Close |
14,806 |
14,834 |
28 |
0.2% |
14,990 |
Range |
109 |
119 |
10 |
9.2% |
276 |
ATR |
137 |
136 |
-1 |
-0.9% |
0 |
Volume |
114,210 |
116,306 |
2,096 |
1.8% |
666,487 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,196 |
15,134 |
14,900 |
|
R3 |
15,077 |
15,015 |
14,867 |
|
R2 |
14,958 |
14,958 |
14,856 |
|
R1 |
14,896 |
14,896 |
14,845 |
14,927 |
PP |
14,839 |
14,839 |
14,839 |
14,855 |
S1 |
14,777 |
14,777 |
14,823 |
14,808 |
S2 |
14,720 |
14,720 |
14,812 |
|
S3 |
14,601 |
14,658 |
14,801 |
|
S4 |
14,482 |
14,539 |
14,769 |
|
|
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% |
129 |
0.9% |
32% |
False |
False |
125,033 |
10 |
15,113 |
14,740 |
373 |
2.5% |
125 |
0.8% |
25% |
False |
False |
132,056 |
20 |
15,600 |
14,740 |
860 |
5.8% |
133 |
0.9% |
11% |
False |
False |
128,677 |
40 |
15,600 |
14,740 |
860 |
5.8% |
124 |
0.8% |
11% |
False |
False |
119,324 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
157 |
1.1% |
32% |
False |
False |
123,311 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
156 |
1.1% |
32% |
False |
False |
92,539 |
100 |
15,600 |
14,312 |
1,288 |
8.7% |
150 |
1.0% |
41% |
False |
False |
74,046 |
120 |
15,600 |
14,241 |
1,359 |
9.2% |
136 |
0.9% |
44% |
False |
False |
61,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,407 |
2.618 |
15,213 |
1.618 |
15,094 |
1.000 |
15,020 |
0.618 |
14,975 |
HIGH |
14,901 |
0.618 |
14,856 |
0.500 |
14,842 |
0.382 |
14,828 |
LOW |
14,782 |
0.618 |
14,709 |
1.000 |
14,663 |
1.618 |
14,590 |
2.618 |
14,471 |
4.250 |
14,276 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,842 |
14,842 |
PP |
14,839 |
14,839 |
S1 |
14,837 |
14,837 |
|