| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,398 |
15,416 |
18 |
0.1% |
15,585 |
| High |
15,474 |
15,426 |
-48 |
-0.3% |
15,597 |
| Low |
15,306 |
15,281 |
-25 |
-0.2% |
15,305 |
| Close |
15,411 |
15,304 |
-107 |
-0.7% |
15,375 |
| Range |
168 |
145 |
-23 |
-13.7% |
292 |
| ATR |
136 |
137 |
1 |
0.5% |
0 |
| Volume |
145,396 |
145,184 |
-212 |
-0.1% |
571,215 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,772 |
15,683 |
15,384 |
|
| R3 |
15,627 |
15,538 |
15,344 |
|
| R2 |
15,482 |
15,482 |
15,331 |
|
| R1 |
15,393 |
15,393 |
15,317 |
15,365 |
| PP |
15,337 |
15,337 |
15,337 |
15,323 |
| S1 |
15,248 |
15,248 |
15,291 |
15,220 |
| S2 |
15,192 |
15,192 |
15,278 |
|
| S3 |
15,047 |
15,103 |
15,264 |
|
| S4 |
14,902 |
14,958 |
15,224 |
|
|
| 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 |
15,281 |
242 |
1.6% |
149 |
1.0% |
10% |
False |
True |
136,050 |
| 10 |
15,600 |
15,281 |
319 |
2.1% |
129 |
0.8% |
7% |
False |
True |
118,006 |
| 20 |
15,600 |
15,281 |
319 |
2.1% |
120 |
0.8% |
7% |
False |
True |
113,640 |
| 40 |
15,600 |
14,474 |
1,126 |
7.4% |
150 |
1.0% |
74% |
False |
False |
134,399 |
| 60 |
15,600 |
14,474 |
1,126 |
7.4% |
168 |
1.1% |
74% |
False |
False |
98,240 |
| 80 |
15,600 |
14,368 |
1,232 |
8.1% |
152 |
1.0% |
76% |
False |
False |
73,700 |
| 100 |
15,600 |
14,300 |
1,300 |
8.5% |
143 |
0.9% |
77% |
False |
False |
58,966 |
| 120 |
15,600 |
13,642 |
1,958 |
12.8% |
126 |
0.8% |
85% |
False |
False |
49,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,042 |
|
2.618 |
15,806 |
|
1.618 |
15,661 |
|
1.000 |
15,571 |
|
0.618 |
15,516 |
|
HIGH |
15,426 |
|
0.618 |
15,371 |
|
0.500 |
15,354 |
|
0.382 |
15,337 |
|
LOW |
15,281 |
|
0.618 |
15,192 |
|
1.000 |
15,136 |
|
1.618 |
15,047 |
|
2.618 |
14,902 |
|
4.250 |
14,665 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,354 |
15,378 |
| PP |
15,337 |
15,353 |
| S1 |
15,321 |
15,329 |
|