| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
14,997 |
14,986 |
-11 |
-0.1% |
15,373 |
| High |
15,047 |
14,998 |
-49 |
-0.3% |
15,474 |
| Low |
14,959 |
14,826 |
-133 |
-0.9% |
15,028 |
| Close |
14,985 |
14,847 |
-138 |
-0.9% |
15,038 |
| Range |
88 |
172 |
84 |
95.5% |
446 |
| ATR |
134 |
137 |
3 |
2.0% |
0 |
| Volume |
117,490 |
188,837 |
71,347 |
60.7% |
732,584 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,406 |
15,299 |
14,942 |
|
| R3 |
15,234 |
15,127 |
14,894 |
|
| R2 |
15,062 |
15,062 |
14,879 |
|
| R1 |
14,955 |
14,955 |
14,863 |
14,923 |
| PP |
14,890 |
14,890 |
14,890 |
14,874 |
| S1 |
14,783 |
14,783 |
14,831 |
14,751 |
| S2 |
14,718 |
14,718 |
14,816 |
|
| S3 |
14,546 |
14,611 |
14,800 |
|
| S4 |
14,374 |
14,439 |
14,753 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,518 |
16,224 |
15,283 |
|
| R3 |
16,072 |
15,778 |
15,161 |
|
| R2 |
15,626 |
15,626 |
15,120 |
|
| R1 |
15,332 |
15,332 |
15,079 |
15,256 |
| PP |
15,180 |
15,180 |
15,180 |
15,142 |
| S1 |
14,886 |
14,886 |
14,997 |
14,810 |
| S2 |
14,734 |
14,734 |
14,956 |
|
| S3 |
14,288 |
14,440 |
14,915 |
|
| S4 |
13,842 |
13,994 |
14,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,300 |
14,826 |
474 |
3.2% |
138 |
0.9% |
4% |
False |
True |
150,608 |
| 10 |
15,523 |
14,826 |
697 |
4.7% |
144 |
1.0% |
3% |
False |
True |
143,329 |
| 20 |
15,600 |
14,826 |
774 |
5.2% |
131 |
0.9% |
3% |
False |
True |
127,980 |
| 40 |
15,600 |
14,621 |
979 |
6.6% |
135 |
0.9% |
23% |
False |
False |
122,428 |
| 60 |
15,600 |
14,474 |
1,126 |
7.6% |
164 |
1.1% |
33% |
False |
False |
110,776 |
| 80 |
15,600 |
14,474 |
1,126 |
7.6% |
154 |
1.0% |
33% |
False |
False |
83,104 |
| 100 |
15,600 |
14,300 |
1,300 |
8.8% |
147 |
1.0% |
42% |
False |
False |
66,496 |
| 120 |
15,600 |
13,880 |
1,720 |
11.6% |
131 |
0.9% |
56% |
False |
False |
55,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,729 |
|
2.618 |
15,448 |
|
1.618 |
15,276 |
|
1.000 |
15,170 |
|
0.618 |
15,104 |
|
HIGH |
14,998 |
|
0.618 |
14,932 |
|
0.500 |
14,912 |
|
0.382 |
14,892 |
|
LOW |
14,826 |
|
0.618 |
14,720 |
|
1.000 |
14,654 |
|
1.618 |
14,548 |
|
2.618 |
14,376 |
|
4.250 |
14,095 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,912 |
14,952 |
| PP |
14,890 |
14,917 |
| S1 |
14,869 |
14,882 |
|