Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1,336.0 |
1,320.3 |
-15.7 |
-1.2% |
1,312.2 |
High |
1,341.0 |
1,335.8 |
-5.2 |
-0.4% |
1,320.3 |
Low |
1,317.8 |
1,315.1 |
-2.7 |
-0.2% |
1,271.8 |
Close |
1,320.5 |
1,333.4 |
12.9 |
1.0% |
1,312.2 |
Range |
23.2 |
20.7 |
-2.5 |
-10.8% |
48.5 |
ATR |
26.5 |
26.1 |
-0.4 |
-1.6% |
0.0 |
Volume |
146,208 |
120,612 |
-25,596 |
-17.5% |
610,046 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.2 |
1,382.5 |
1,344.8 |
|
R3 |
1,369.5 |
1,361.8 |
1,339.1 |
|
R2 |
1,348.8 |
1,348.8 |
1,337.2 |
|
R1 |
1,341.1 |
1,341.1 |
1,335.3 |
1,345.0 |
PP |
1,328.1 |
1,328.1 |
1,328.1 |
1,330.0 |
S1 |
1,320.4 |
1,320.4 |
1,331.5 |
1,324.3 |
S2 |
1,307.4 |
1,307.4 |
1,329.6 |
|
S3 |
1,286.7 |
1,299.7 |
1,327.7 |
|
S4 |
1,266.0 |
1,279.0 |
1,322.0 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.9 |
1,428.1 |
1,338.9 |
|
R3 |
1,398.4 |
1,379.6 |
1,325.5 |
|
R2 |
1,349.9 |
1,349.9 |
1,321.1 |
|
R1 |
1,331.1 |
1,331.1 |
1,316.6 |
1,336.5 |
PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,304.1 |
S1 |
1,282.6 |
1,282.6 |
1,307.8 |
1,288.0 |
S2 |
1,252.9 |
1,252.9 |
1,303.3 |
|
S3 |
1,204.4 |
1,234.1 |
1,298.9 |
|
S4 |
1,155.9 |
1,185.6 |
1,285.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.7 |
1,282.0 |
61.7 |
4.6% |
23.7 |
1.8% |
83% |
False |
False |
130,618 |
10 |
1,343.7 |
1,271.8 |
71.9 |
5.4% |
24.7 |
1.9% |
86% |
False |
False |
137,054 |
20 |
1,349.2 |
1,271.8 |
77.4 |
5.8% |
24.8 |
1.9% |
80% |
False |
False |
104,772 |
40 |
1,378.0 |
1,182.6 |
195.4 |
14.7% |
28.9 |
2.2% |
77% |
False |
False |
60,625 |
60 |
1,426.0 |
1,182.6 |
243.4 |
18.3% |
28.1 |
2.1% |
62% |
False |
False |
42,332 |
80 |
1,490.5 |
1,182.6 |
307.9 |
23.1% |
28.2 |
2.1% |
49% |
False |
False |
32,974 |
100 |
1,618.0 |
1,182.6 |
435.4 |
32.7% |
29.8 |
2.2% |
35% |
False |
False |
27,151 |
120 |
1,625.2 |
1,182.6 |
442.6 |
33.2% |
27.4 |
2.1% |
34% |
False |
False |
22,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.8 |
2.618 |
1,390.0 |
1.618 |
1,369.3 |
1.000 |
1,356.5 |
0.618 |
1,348.6 |
HIGH |
1,335.8 |
0.618 |
1,327.9 |
0.500 |
1,325.5 |
0.382 |
1,323.0 |
LOW |
1,315.1 |
0.618 |
1,302.3 |
1.000 |
1,294.4 |
1.618 |
1,281.6 |
2.618 |
1,260.9 |
4.250 |
1,227.1 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.8 |
1,331.8 |
PP |
1,328.1 |
1,330.2 |
S1 |
1,325.5 |
1,328.6 |
|