Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
15,014.58 |
14,939.25 |
-75.33 |
-0.5% |
15,076.79 |
High |
15,049.98 |
14,939.25 |
-110.73 |
-0.7% |
15,106.39 |
Low |
14,945.24 |
14,765.42 |
-179.82 |
-1.2% |
14,880.84 |
Close |
14,946.46 |
14,776.13 |
-170.33 |
-1.1% |
15,010.51 |
Range |
104.74 |
173.83 |
69.09 |
66.0% |
225.55 |
ATR |
119.49 |
123.88 |
4.40 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,348.42 |
15,236.11 |
14,871.74 |
|
R3 |
15,174.59 |
15,062.28 |
14,823.93 |
|
R2 |
15,000.76 |
15,000.76 |
14,808.00 |
|
R1 |
14,888.45 |
14,888.45 |
14,792.06 |
14,857.69 |
PP |
14,826.93 |
14,826.93 |
14,826.93 |
14,811.56 |
S1 |
14,714.62 |
14,714.62 |
14,760.20 |
14,683.86 |
S2 |
14,653.10 |
14,653.10 |
14,744.26 |
|
S3 |
14,479.27 |
14,540.79 |
14,728.33 |
|
S4 |
14,305.44 |
14,366.96 |
14,680.52 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,675.90 |
15,568.75 |
15,134.56 |
|
R3 |
15,450.35 |
15,343.20 |
15,072.54 |
|
R2 |
15,224.80 |
15,224.80 |
15,051.86 |
|
R1 |
15,117.65 |
15,117.65 |
15,031.19 |
15,058.45 |
PP |
14,999.25 |
14,999.25 |
14,999.25 |
14,969.65 |
S1 |
14,892.10 |
14,892.10 |
14,989.83 |
14,832.90 |
S2 |
14,773.70 |
14,773.70 |
14,969.16 |
|
S3 |
14,548.15 |
14,666.55 |
14,948.48 |
|
S4 |
14,322.60 |
14,441.00 |
14,886.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,049.98 |
14,765.42 |
284.56 |
1.9% |
120.37 |
0.8% |
4% |
False |
True |
|
10 |
15,453.08 |
14,765.42 |
687.66 |
4.7% |
124.61 |
0.8% |
2% |
False |
True |
|
20 |
15,658.43 |
14,765.42 |
893.01 |
6.0% |
123.86 |
0.8% |
1% |
False |
True |
|
40 |
15,658.43 |
14,765.42 |
893.01 |
6.0% |
115.57 |
0.8% |
1% |
False |
True |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
141.73 |
1.0% |
20% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
138.45 |
0.9% |
20% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.2% |
137.72 |
0.9% |
27% |
False |
False |
|
120 |
15,658.43 |
14,329.49 |
1,328.94 |
9.0% |
132.06 |
0.9% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,678.03 |
2.618 |
15,394.34 |
1.618 |
15,220.51 |
1.000 |
15,113.08 |
0.618 |
15,046.68 |
HIGH |
14,939.25 |
0.618 |
14,872.85 |
0.500 |
14,852.34 |
0.382 |
14,831.82 |
LOW |
14,765.42 |
0.618 |
14,657.99 |
1.000 |
14,591.59 |
1.618 |
14,484.16 |
2.618 |
14,310.33 |
4.250 |
14,026.64 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,852.34 |
14,907.70 |
PP |
14,826.93 |
14,863.84 |
S1 |
14,801.53 |
14,819.99 |
|