| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
13,455 |
13,285 |
-170 |
-1.3% |
13,570 |
| High |
13,515 |
13,650 |
135 |
1.0% |
14,085 |
| Low |
13,250 |
13,230 |
-20 |
-0.2% |
13,440 |
| Close |
13,315 |
13,595 |
280 |
2.1% |
13,645 |
| Range |
265 |
420 |
155 |
58.5% |
645 |
| ATR |
381 |
384 |
3 |
0.7% |
0 |
| Volume |
18,519 |
18,317 |
-202 |
-1.1% |
69,412 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,752 |
14,593 |
13,826 |
|
| R3 |
14,332 |
14,173 |
13,711 |
|
| R2 |
13,912 |
13,912 |
13,672 |
|
| R1 |
13,753 |
13,753 |
13,634 |
13,833 |
| PP |
13,492 |
13,492 |
13,492 |
13,531 |
| S1 |
13,333 |
13,333 |
13,557 |
13,413 |
| S2 |
13,072 |
13,072 |
13,518 |
|
| S3 |
12,652 |
12,913 |
13,480 |
|
| S4 |
12,232 |
12,493 |
13,364 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,658 |
15,297 |
14,000 |
|
| R3 |
15,013 |
14,652 |
13,823 |
|
| R2 |
14,368 |
14,368 |
13,763 |
|
| R1 |
14,007 |
14,007 |
13,704 |
14,188 |
| PP |
13,723 |
13,723 |
13,723 |
13,814 |
| S1 |
13,362 |
13,362 |
13,586 |
13,543 |
| S2 |
13,078 |
13,078 |
13,527 |
|
| S3 |
12,433 |
12,717 |
13,468 |
|
| S4 |
11,788 |
12,072 |
13,290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,815 |
13,230 |
585 |
4.3% |
318 |
2.3% |
62% |
False |
True |
15,174 |
| 10 |
14,085 |
13,230 |
855 |
6.3% |
332 |
2.4% |
43% |
False |
True |
15,210 |
| 20 |
14,565 |
13,230 |
1,335 |
9.8% |
394 |
2.9% |
27% |
False |
True |
16,776 |
| 40 |
15,060 |
13,000 |
2,060 |
15.2% |
391 |
2.9% |
29% |
False |
False |
16,005 |
| 60 |
15,060 |
12,420 |
2,640 |
19.4% |
466 |
3.4% |
45% |
False |
False |
17,369 |
| 80 |
16,120 |
12,420 |
3,700 |
27.2% |
439 |
3.2% |
32% |
False |
False |
13,097 |
| 100 |
16,120 |
12,270 |
3,850 |
28.3% |
397 |
2.9% |
34% |
False |
False |
10,500 |
| 120 |
16,120 |
11,860 |
4,260 |
31.3% |
344 |
2.5% |
41% |
False |
False |
8,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,435 |
|
2.618 |
14,750 |
|
1.618 |
14,330 |
|
1.000 |
14,070 |
|
0.618 |
13,910 |
|
HIGH |
13,650 |
|
0.618 |
13,490 |
|
0.500 |
13,440 |
|
0.382 |
13,391 |
|
LOW |
13,230 |
|
0.618 |
12,971 |
|
1.000 |
12,810 |
|
1.618 |
12,551 |
|
2.618 |
12,131 |
|
4.250 |
11,445 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,543 |
13,559 |
| PP |
13,492 |
13,523 |
| S1 |
13,440 |
13,488 |
|