Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
14,770.99 |
14,817.91 |
46.92 |
0.3% |
15,076.79 |
High |
14,867.40 |
14,916.01 |
48.61 |
0.3% |
15,106.39 |
Low |
14,760.41 |
14,792.11 |
31.70 |
0.2% |
14,880.84 |
Close |
14,824.51 |
14,840.95 |
16.44 |
0.1% |
15,010.51 |
Range |
106.99 |
123.90 |
16.91 |
15.8% |
225.55 |
ATR |
122.68 |
122.76 |
0.09 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,221.39 |
15,155.07 |
14,909.10 |
|
R3 |
15,097.49 |
15,031.17 |
14,875.02 |
|
R2 |
14,973.59 |
14,973.59 |
14,863.67 |
|
R1 |
14,907.27 |
14,907.27 |
14,852.31 |
14,940.43 |
PP |
14,849.69 |
14,849.69 |
14,849.69 |
14,866.27 |
S1 |
14,783.37 |
14,783.37 |
14,829.59 |
14,816.53 |
S2 |
14,725.79 |
14,725.79 |
14,818.24 |
|
S3 |
14,601.89 |
14,659.47 |
14,806.88 |
|
S4 |
14,477.99 |
14,535.57 |
14,772.81 |
|
|
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% |
120.76 |
0.8% |
28% |
False |
False |
|
10 |
15,139.77 |
14,760.41 |
379.36 |
2.6% |
110.19 |
0.7% |
21% |
False |
False |
|
20 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
121.00 |
0.8% |
9% |
False |
False |
|
40 |
15,658.43 |
14,760.41 |
898.02 |
6.1% |
112.70 |
0.8% |
9% |
False |
False |
|
60 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
138.45 |
0.9% |
26% |
False |
False |
|
80 |
15,658.43 |
14,551.27 |
1,107.16 |
7.5% |
139.64 |
0.9% |
26% |
False |
False |
|
100 |
15,658.43 |
14,444.03 |
1,214.40 |
8.2% |
137.69 |
0.9% |
33% |
False |
False |
|
120 |
15,658.43 |
14,382.09 |
1,276.34 |
8.6% |
132.67 |
0.9% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,442.59 |
2.618 |
15,240.38 |
1.618 |
15,116.48 |
1.000 |
15,039.91 |
0.618 |
14,992.58 |
HIGH |
14,916.01 |
0.618 |
14,868.68 |
0.500 |
14,854.06 |
0.382 |
14,839.44 |
LOW |
14,792.11 |
0.618 |
14,715.54 |
1.000 |
14,668.21 |
1.618 |
14,591.64 |
2.618 |
14,467.74 |
4.250 |
14,265.54 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
14,854.06 |
14,849.83 |
PP |
14,849.69 |
14,846.87 |
S1 |
14,845.32 |
14,843.91 |
|