| 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 |
15,373 |
15,398 |
25 |
0.2% |
15,585 |
| High |
15,404 |
15,474 |
70 |
0.5% |
15,597 |
| Low |
15,290 |
15,306 |
16 |
0.1% |
15,305 |
| Close |
15,387 |
15,411 |
24 |
0.2% |
15,375 |
| Range |
114 |
168 |
54 |
47.4% |
292 |
| ATR |
134 |
136 |
2 |
1.8% |
0 |
| Volume |
108,258 |
145,396 |
37,138 |
34.3% |
571,215 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,901 |
15,824 |
15,504 |
|
| R3 |
15,733 |
15,656 |
15,457 |
|
| R2 |
15,565 |
15,565 |
15,442 |
|
| R1 |
15,488 |
15,488 |
15,427 |
15,527 |
| PP |
15,397 |
15,397 |
15,397 |
15,416 |
| S1 |
15,320 |
15,320 |
15,396 |
15,359 |
| S2 |
15,229 |
15,229 |
15,380 |
|
| S3 |
15,061 |
15,152 |
15,365 |
|
| S4 |
14,893 |
14,984 |
15,319 |
|
|
| 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 |
15,523 |
15,290 |
233 |
1.5% |
139 |
0.9% |
52% |
False |
False |
128,390 |
| 10 |
15,600 |
15,290 |
310 |
2.0% |
129 |
0.8% |
39% |
False |
False |
120,332 |
| 20 |
15,600 |
15,290 |
310 |
2.0% |
119 |
0.8% |
39% |
False |
False |
112,818 |
| 40 |
15,600 |
14,474 |
1,126 |
7.3% |
151 |
1.0% |
83% |
False |
False |
134,416 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
167 |
1.1% |
83% |
False |
False |
95,821 |
| 80 |
15,600 |
14,317 |
1,283 |
8.3% |
153 |
1.0% |
85% |
False |
False |
71,887 |
| 100 |
15,600 |
14,241 |
1,359 |
8.8% |
143 |
0.9% |
86% |
False |
False |
57,514 |
| 120 |
15,600 |
13,642 |
1,958 |
12.7% |
125 |
0.8% |
90% |
False |
False |
47,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,188 |
|
2.618 |
15,914 |
|
1.618 |
15,746 |
|
1.000 |
15,642 |
|
0.618 |
15,578 |
|
HIGH |
15,474 |
|
0.618 |
15,410 |
|
0.500 |
15,390 |
|
0.382 |
15,370 |
|
LOW |
15,306 |
|
0.618 |
15,202 |
|
1.000 |
15,138 |
|
1.618 |
15,034 |
|
2.618 |
14,866 |
|
4.250 |
14,592 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,404 |
15,401 |
| PP |
15,397 |
15,392 |
| S1 |
15,390 |
15,382 |
|