| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
13,780 |
13,695 |
-85 |
-0.6% |
14,370 |
| High |
14,070 |
13,790 |
-280 |
-2.0% |
14,450 |
| Low |
13,420 |
13,525 |
105 |
0.8% |
13,420 |
| Close |
13,690 |
13,575 |
-115 |
-0.8% |
13,575 |
| Range |
650 |
265 |
-385 |
-59.2% |
1,030 |
| ATR |
437 |
425 |
-12 |
-2.8% |
0 |
| Volume |
34,523 |
16,628 |
-17,895 |
-51.8% |
92,072 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,425 |
14,265 |
13,721 |
|
| R3 |
14,160 |
14,000 |
13,648 |
|
| R2 |
13,895 |
13,895 |
13,624 |
|
| R1 |
13,735 |
13,735 |
13,599 |
13,683 |
| PP |
13,630 |
13,630 |
13,630 |
13,604 |
| S1 |
13,470 |
13,470 |
13,551 |
13,418 |
| S2 |
13,365 |
13,365 |
13,527 |
|
| S3 |
13,100 |
13,205 |
13,502 |
|
| S4 |
12,835 |
12,940 |
13,429 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,905 |
16,270 |
14,142 |
|
| R3 |
15,875 |
15,240 |
13,858 |
|
| R2 |
14,845 |
14,845 |
13,764 |
|
| R1 |
14,210 |
14,210 |
13,670 |
14,013 |
| PP |
13,815 |
13,815 |
13,815 |
13,716 |
| S1 |
13,180 |
13,180 |
13,481 |
12,983 |
| S2 |
12,785 |
12,785 |
13,386 |
|
| S3 |
11,755 |
12,150 |
13,292 |
|
| S4 |
10,725 |
11,120 |
13,009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,450 |
13,420 |
1,030 |
7.6% |
401 |
3.0% |
15% |
False |
False |
18,414 |
| 10 |
14,565 |
13,420 |
1,145 |
8.4% |
423 |
3.1% |
14% |
False |
False |
17,483 |
| 20 |
15,060 |
13,420 |
1,640 |
12.1% |
400 |
2.9% |
9% |
False |
False |
15,615 |
| 40 |
15,060 |
12,620 |
2,440 |
18.0% |
440 |
3.2% |
39% |
False |
False |
18,499 |
| 60 |
16,120 |
12,420 |
3,700 |
27.3% |
503 |
3.7% |
31% |
False |
False |
15,194 |
| 80 |
16,120 |
12,420 |
3,700 |
27.3% |
414 |
3.1% |
31% |
False |
False |
11,416 |
| 100 |
16,120 |
12,015 |
4,105 |
30.2% |
377 |
2.8% |
38% |
False |
False |
9,146 |
| 120 |
16,120 |
11,160 |
4,960 |
36.5% |
330 |
2.4% |
49% |
False |
False |
7,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,916 |
|
2.618 |
14,484 |
|
1.618 |
14,219 |
|
1.000 |
14,055 |
|
0.618 |
13,954 |
|
HIGH |
13,790 |
|
0.618 |
13,689 |
|
0.500 |
13,658 |
|
0.382 |
13,626 |
|
LOW |
13,525 |
|
0.618 |
13,361 |
|
1.000 |
13,260 |
|
1.618 |
13,096 |
|
2.618 |
12,831 |
|
4.250 |
12,399 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,658 |
13,830 |
| PP |
13,630 |
13,745 |
| S1 |
13,603 |
13,660 |
|