Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,011.82 |
14,993.81 |
-18.01 |
-0.1% |
15,415.22 |
High |
15,074.92 |
15,019.70 |
-55.22 |
-0.4% |
15,504.14 |
Low |
14,992.16 |
14,880.84 |
-111.32 |
-0.7% |
15,054.38 |
Close |
15,002.99 |
14,897.55 |
-105.44 |
-0.7% |
15,081.47 |
Range |
82.76 |
138.86 |
56.10 |
67.8% |
449.76 |
ATR |
123.97 |
125.04 |
1.06 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,349.28 |
15,262.27 |
14,973.92 |
|
R3 |
15,210.42 |
15,123.41 |
14,935.74 |
|
R2 |
15,071.56 |
15,071.56 |
14,923.01 |
|
R1 |
14,984.55 |
14,984.55 |
14,910.28 |
14,958.63 |
PP |
14,932.70 |
14,932.70 |
14,932.70 |
14,919.73 |
S1 |
14,845.69 |
14,845.69 |
14,884.82 |
14,819.77 |
S2 |
14,793.84 |
14,793.84 |
14,872.09 |
|
S3 |
14,654.98 |
14,706.83 |
14,859.36 |
|
S4 |
14,516.12 |
14,567.97 |
14,821.18 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,562.61 |
16,271.80 |
15,328.84 |
|
R3 |
16,112.85 |
15,822.04 |
15,205.15 |
|
R2 |
15,663.09 |
15,663.09 |
15,163.93 |
|
R1 |
15,372.28 |
15,372.28 |
15,122.70 |
15,292.81 |
PP |
15,213.33 |
15,213.33 |
15,213.33 |
15,173.59 |
S1 |
14,922.52 |
14,922.52 |
15,040.24 |
14,843.05 |
S2 |
14,763.57 |
14,763.57 |
14,999.01 |
|
S3 |
14,313.81 |
14,472.76 |
14,957.79 |
|
S4 |
13,864.05 |
14,023.00 |
14,834.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,332.71 |
14,880.84 |
451.87 |
3.0% |
129.33 |
0.9% |
4% |
False |
True |
|
10 |
15,557.12 |
14,880.84 |
676.28 |
4.5% |
132.64 |
0.9% |
2% |
False |
True |
|
20 |
15,658.43 |
14,880.84 |
777.59 |
5.2% |
123.22 |
0.8% |
2% |
False |
True |
|
40 |
15,658.43 |
14,769.68 |
888.75 |
6.0% |
120.10 |
0.8% |
14% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
145.61 |
1.0% |
31% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.4% |
139.78 |
0.9% |
31% |
False |
False |
|
100 |
15,658.43 |
14,434.43 |
1,224.00 |
8.2% |
138.37 |
0.9% |
38% |
False |
False |
|
120 |
15,658.43 |
14,030.37 |
1,628.06 |
10.9% |
131.39 |
0.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,609.86 |
2.618 |
15,383.24 |
1.618 |
15,244.38 |
1.000 |
15,158.56 |
0.618 |
15,105.52 |
HIGH |
15,019.70 |
0.618 |
14,966.66 |
0.500 |
14,950.27 |
0.382 |
14,933.88 |
LOW |
14,880.84 |
0.618 |
14,795.02 |
1.000 |
14,741.98 |
1.618 |
14,656.16 |
2.618 |
14,517.30 |
4.250 |
14,290.69 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,950.27 |
14,993.62 |
PP |
14,932.70 |
14,961.59 |
S1 |
14,915.12 |
14,929.57 |
|