| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
13,570 |
13,670 |
100 |
0.7% |
14,370 |
| High |
13,690 |
14,030 |
340 |
2.5% |
14,450 |
| Low |
13,440 |
13,645 |
205 |
1.5% |
13,420 |
| Close |
13,645 |
14,000 |
355 |
2.6% |
13,575 |
| Range |
250 |
385 |
135 |
54.0% |
1,030 |
| ATR |
412 |
410 |
-2 |
-0.5% |
0 |
| Volume |
11,954 |
17,416 |
5,462 |
45.7% |
92,072 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,047 |
14,908 |
14,212 |
|
| R3 |
14,662 |
14,523 |
14,106 |
|
| R2 |
14,277 |
14,277 |
14,071 |
|
| R1 |
14,138 |
14,138 |
14,035 |
14,208 |
| PP |
13,892 |
13,892 |
13,892 |
13,926 |
| S1 |
13,753 |
13,753 |
13,965 |
13,823 |
| S2 |
13,507 |
13,507 |
13,930 |
|
| S3 |
13,122 |
13,368 |
13,894 |
|
| S4 |
12,737 |
12,983 |
13,788 |
|
|
| 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 |
14,240 |
13,420 |
820 |
5.9% |
411 |
2.9% |
71% |
False |
False |
20,678 |
| 10 |
14,565 |
13,420 |
1,145 |
8.2% |
401 |
2.9% |
51% |
False |
False |
17,324 |
| 20 |
15,060 |
13,420 |
1,640 |
11.7% |
400 |
2.9% |
35% |
False |
False |
16,235 |
| 40 |
15,060 |
12,815 |
2,245 |
16.0% |
424 |
3.0% |
53% |
False |
False |
17,647 |
| 60 |
16,120 |
12,420 |
3,700 |
26.4% |
504 |
3.6% |
43% |
False |
False |
15,675 |
| 80 |
16,120 |
12,420 |
3,700 |
26.4% |
419 |
3.0% |
43% |
False |
False |
11,778 |
| 100 |
16,120 |
12,015 |
4,105 |
29.3% |
382 |
2.7% |
48% |
False |
False |
9,440 |
| 120 |
16,120 |
11,160 |
4,960 |
35.4% |
332 |
2.4% |
57% |
False |
False |
7,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,666 |
|
2.618 |
15,038 |
|
1.618 |
14,653 |
|
1.000 |
14,415 |
|
0.618 |
14,268 |
|
HIGH |
14,030 |
|
0.618 |
13,883 |
|
0.500 |
13,838 |
|
0.382 |
13,792 |
|
LOW |
13,645 |
|
0.618 |
13,407 |
|
1.000 |
13,260 |
|
1.618 |
13,022 |
|
2.618 |
12,637 |
|
4.250 |
12,009 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,946 |
13,912 |
| PP |
13,892 |
13,823 |
| S1 |
13,838 |
13,735 |
|