Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,795 |
14,846 |
51 |
0.3% |
14,985 |
High |
14,901 |
14,894 |
-7 |
0.0% |
15,033 |
Low |
14,782 |
14,745 |
-37 |
-0.3% |
14,740 |
Close |
14,834 |
14,795 |
-39 |
-0.3% |
14,795 |
Range |
119 |
149 |
30 |
25.2% |
293 |
ATR |
136 |
137 |
1 |
0.7% |
0 |
Volume |
116,306 |
129,793 |
13,487 |
11.6% |
637,663 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,258 |
15,176 |
14,877 |
|
R3 |
15,109 |
15,027 |
14,836 |
|
R2 |
14,960 |
14,960 |
14,822 |
|
R1 |
14,878 |
14,878 |
14,809 |
14,845 |
PP |
14,811 |
14,811 |
14,811 |
14,795 |
S1 |
14,729 |
14,729 |
14,781 |
14,696 |
S2 |
14,662 |
14,662 |
14,768 |
|
S3 |
14,513 |
14,580 |
14,754 |
|
S4 |
14,364 |
14,431 |
14,713 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,735 |
15,558 |
14,956 |
|
R3 |
15,442 |
15,265 |
14,876 |
|
R2 |
15,149 |
15,149 |
14,849 |
|
R1 |
14,972 |
14,972 |
14,822 |
14,914 |
PP |
14,856 |
14,856 |
14,856 |
14,827 |
S1 |
14,679 |
14,679 |
14,768 |
14,621 |
S2 |
14,563 |
14,563 |
14,741 |
|
S3 |
14,270 |
14,386 |
14,715 |
|
S4 |
13,977 |
14,093 |
14,634 |
|
|
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% |
138 |
0.9% |
19% |
False |
False |
127,532 |
10 |
15,078 |
14,740 |
338 |
2.3% |
132 |
0.9% |
16% |
False |
False |
130,415 |
20 |
15,597 |
14,740 |
857 |
5.8% |
135 |
0.9% |
6% |
False |
False |
130,397 |
40 |
15,600 |
14,740 |
860 |
5.8% |
122 |
0.8% |
6% |
False |
False |
118,378 |
60 |
15,600 |
14,474 |
1,126 |
7.6% |
156 |
1.1% |
29% |
False |
False |
125,445 |
80 |
15,600 |
14,474 |
1,126 |
7.6% |
157 |
1.1% |
29% |
False |
False |
94,160 |
100 |
15,600 |
14,312 |
1,288 |
8.7% |
150 |
1.0% |
38% |
False |
False |
75,344 |
120 |
15,600 |
14,241 |
1,359 |
9.2% |
137 |
0.9% |
41% |
False |
False |
62,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,527 |
2.618 |
15,284 |
1.618 |
15,135 |
1.000 |
15,043 |
0.618 |
14,986 |
HIGH |
14,894 |
0.618 |
14,837 |
0.500 |
14,820 |
0.382 |
14,802 |
LOW |
14,745 |
0.618 |
14,653 |
1.000 |
14,596 |
1.618 |
14,504 |
2.618 |
14,355 |
4.250 |
14,112 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,820 |
14,821 |
PP |
14,811 |
14,812 |
S1 |
14,803 |
14,804 |
|