| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,454 |
15,373 |
-81 |
-0.5% |
15,585 |
| High |
15,472 |
15,404 |
-68 |
-0.4% |
15,597 |
| Low |
15,305 |
15,290 |
-15 |
-0.1% |
15,305 |
| Close |
15,375 |
15,387 |
12 |
0.1% |
15,375 |
| Range |
167 |
114 |
-53 |
-31.7% |
292 |
| ATR |
135 |
134 |
-2 |
-1.1% |
0 |
| Volume |
142,970 |
108,258 |
-34,712 |
-24.3% |
571,215 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,702 |
15,659 |
15,450 |
|
| R3 |
15,588 |
15,545 |
15,418 |
|
| R2 |
15,474 |
15,474 |
15,408 |
|
| R1 |
15,431 |
15,431 |
15,398 |
15,453 |
| PP |
15,360 |
15,360 |
15,360 |
15,371 |
| S1 |
15,317 |
15,317 |
15,377 |
15,339 |
| S2 |
15,246 |
15,246 |
15,366 |
|
| S3 |
15,132 |
15,203 |
15,356 |
|
| S4 |
15,018 |
15,089 |
15,324 |
|
|
| 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 |
15,564 |
15,290 |
274 |
1.8% |
135 |
0.9% |
35% |
False |
True |
122,470 |
| 10 |
15,600 |
15,290 |
310 |
2.0% |
124 |
0.8% |
31% |
False |
True |
117,622 |
| 20 |
15,600 |
15,290 |
310 |
2.0% |
115 |
0.7% |
31% |
False |
True |
109,575 |
| 40 |
15,600 |
14,474 |
1,126 |
7.3% |
152 |
1.0% |
81% |
False |
False |
135,099 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
167 |
1.1% |
81% |
False |
False |
93,399 |
| 80 |
15,600 |
14,312 |
1,288 |
8.4% |
152 |
1.0% |
83% |
False |
False |
70,070 |
| 100 |
15,600 |
14,241 |
1,359 |
8.8% |
142 |
0.9% |
84% |
False |
False |
56,060 |
| 120 |
15,600 |
13,642 |
1,958 |
12.7% |
124 |
0.8% |
89% |
False |
False |
46,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,889 |
|
2.618 |
15,703 |
|
1.618 |
15,589 |
|
1.000 |
15,518 |
|
0.618 |
15,475 |
|
HIGH |
15,404 |
|
0.618 |
15,361 |
|
0.500 |
15,347 |
|
0.382 |
15,334 |
|
LOW |
15,290 |
|
0.618 |
15,220 |
|
1.000 |
15,176 |
|
1.618 |
15,106 |
|
2.618 |
14,992 |
|
4.250 |
14,806 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,374 |
15,407 |
| PP |
15,360 |
15,400 |
| S1 |
15,347 |
15,394 |
|