| 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 |
15,448 |
15,454 |
6 |
0.0% |
15,585 |
| High |
15,523 |
15,472 |
-51 |
-0.3% |
15,597 |
| Low |
15,371 |
15,305 |
-66 |
-0.4% |
15,305 |
| Close |
15,452 |
15,375 |
-77 |
-0.5% |
15,375 |
| Range |
152 |
167 |
15 |
9.9% |
292 |
| ATR |
133 |
135 |
2 |
1.8% |
0 |
| Volume |
138,442 |
142,970 |
4,528 |
3.3% |
571,215 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,885 |
15,797 |
15,467 |
|
| R3 |
15,718 |
15,630 |
15,421 |
|
| R2 |
15,551 |
15,551 |
15,406 |
|
| R1 |
15,463 |
15,463 |
15,390 |
15,424 |
| PP |
15,384 |
15,384 |
15,384 |
15,364 |
| S1 |
15,296 |
15,296 |
15,360 |
15,257 |
| S2 |
15,217 |
15,217 |
15,345 |
|
| S3 |
15,050 |
15,129 |
15,329 |
|
| S4 |
14,883 |
14,962 |
15,283 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,302 |
16,130 |
15,536 |
|
| R3 |
16,010 |
15,838 |
15,455 |
|
| R2 |
15,718 |
15,718 |
15,429 |
|
| R1 |
15,546 |
15,546 |
15,402 |
15,486 |
| PP |
15,426 |
15,426 |
15,426 |
15,396 |
| S1 |
15,254 |
15,254 |
15,348 |
15,194 |
| S2 |
15,134 |
15,134 |
15,322 |
|
| S3 |
14,842 |
14,962 |
15,295 |
|
| S4 |
14,550 |
14,670 |
15,215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,597 |
15,305 |
292 |
1.9% |
127 |
0.8% |
24% |
False |
True |
114,243 |
| 10 |
15,600 |
15,305 |
295 |
1.9% |
121 |
0.8% |
24% |
False |
True |
116,291 |
| 20 |
15,600 |
15,305 |
295 |
1.9% |
113 |
0.7% |
24% |
False |
True |
107,314 |
| 40 |
15,600 |
14,474 |
1,126 |
7.3% |
153 |
1.0% |
80% |
False |
False |
135,921 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
166 |
1.1% |
80% |
False |
False |
91,596 |
| 80 |
15,600 |
14,312 |
1,288 |
8.4% |
153 |
1.0% |
83% |
False |
False |
68,718 |
| 100 |
15,600 |
14,241 |
1,359 |
8.8% |
142 |
0.9% |
83% |
False |
False |
54,978 |
| 120 |
15,600 |
13,642 |
1,958 |
12.7% |
123 |
0.8% |
89% |
False |
False |
45,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,182 |
|
2.618 |
15,909 |
|
1.618 |
15,742 |
|
1.000 |
15,639 |
|
0.618 |
15,575 |
|
HIGH |
15,472 |
|
0.618 |
15,408 |
|
0.500 |
15,389 |
|
0.382 |
15,369 |
|
LOW |
15,305 |
|
0.618 |
15,202 |
|
1.000 |
15,138 |
|
1.618 |
15,035 |
|
2.618 |
14,868 |
|
4.250 |
14,595 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,389 |
15,414 |
| PP |
15,384 |
15,401 |
| S1 |
15,380 |
15,388 |
|