Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,939.25 |
14,770.99 |
-168.26 |
-1.1% |
15,076.79 |
High |
14,939.25 |
14,867.40 |
-71.85 |
-0.5% |
15,106.39 |
Low |
14,765.42 |
14,760.41 |
-5.01 |
0.0% |
14,880.84 |
Close |
14,776.13 |
14,824.51 |
48.38 |
0.3% |
15,010.51 |
Range |
173.83 |
106.99 |
-66.84 |
-38.5% |
225.55 |
ATR |
123.88 |
122.68 |
-1.21 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,138.41 |
15,088.45 |
14,883.35 |
|
R3 |
15,031.42 |
14,981.46 |
14,853.93 |
|
R2 |
14,924.43 |
14,924.43 |
14,844.12 |
|
R1 |
14,874.47 |
14,874.47 |
14,834.32 |
14,899.45 |
PP |
14,817.44 |
14,817.44 |
14,817.44 |
14,829.93 |
S1 |
14,767.48 |
14,767.48 |
14,814.70 |
14,792.46 |
S2 |
14,710.45 |
14,710.45 |
14,804.90 |
|
S3 |
14,603.46 |
14,660.49 |
14,795.09 |
|
S4 |
14,496.47 |
14,553.50 |
14,765.67 |
|
|
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 |
14,760.41 |
289.57 |
2.0% |
114.00 |
0.8% |
22% |
False |
True |
|
10 |
15,332.71 |
14,760.41 |
572.30 |
3.9% |
121.67 |
0.8% |
11% |
False |
True |
|
20 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
122.14 |
0.8% |
7% |
False |
True |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
113.77 |
0.8% |
7% |
False |
True |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
140.11 |
0.9% |
25% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
139.19 |
0.9% |
25% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.2% |
137.63 |
0.9% |
31% |
False |
False |
|
120 |
15,658.43 |
14,373.32 |
1,285.11 |
8.7% |
132.26 |
0.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,322.11 |
2.618 |
15,147.50 |
1.618 |
15,040.51 |
1.000 |
14,974.39 |
0.618 |
14,933.52 |
HIGH |
14,867.40 |
0.618 |
14,826.53 |
0.500 |
14,813.91 |
0.382 |
14,801.28 |
LOW |
14,760.41 |
0.618 |
14,694.29 |
1.000 |
14,653.42 |
1.618 |
14,587.30 |
2.618 |
14,480.31 |
4.250 |
14,305.70 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,820.98 |
14,905.20 |
PP |
14,817.44 |
14,878.30 |
S1 |
14,813.91 |
14,851.41 |
|