Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,158.10 |
13,174.73 |
16.63 |
0.1% |
13,075.35 |
High |
13,202.65 |
13,200.23 |
-2.42 |
0.0% |
13,133.18 |
Low |
13,115.24 |
13,125.09 |
9.85 |
0.1% |
12,778.90 |
Close |
13,175.64 |
13,165.19 |
-10.45 |
-0.1% |
13,096.17 |
Range |
87.41 |
75.14 |
-12.27 |
-14.0% |
354.28 |
ATR |
149.48 |
144.17 |
-5.31 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,388.92 |
13,352.20 |
13,206.52 |
|
R3 |
13,313.78 |
13,277.06 |
13,185.85 |
|
R2 |
13,238.64 |
13,238.64 |
13,178.97 |
|
R1 |
13,201.92 |
13,201.92 |
13,172.08 |
13,182.71 |
PP |
13,163.50 |
13,163.50 |
13,163.50 |
13,153.90 |
S1 |
13,126.78 |
13,126.78 |
13,158.30 |
13,107.57 |
S2 |
13,088.36 |
13,088.36 |
13,151.41 |
|
S3 |
13,013.22 |
13,051.64 |
13,144.53 |
|
S4 |
12,938.08 |
12,976.50 |
13,123.86 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,065.59 |
13,935.16 |
13,291.02 |
|
R3 |
13,711.31 |
13,580.88 |
13,193.60 |
|
R2 |
13,357.03 |
13,357.03 |
13,161.12 |
|
R1 |
13,226.60 |
13,226.60 |
13,128.65 |
13,291.82 |
PP |
13,002.75 |
13,002.75 |
13,002.75 |
13,035.36 |
S1 |
12,872.32 |
12,872.32 |
13,063.69 |
12,937.54 |
S2 |
12,648.47 |
12,648.47 |
13,031.22 |
|
S3 |
12,294.19 |
12,518.04 |
12,998.74 |
|
S4 |
11,939.91 |
12,163.76 |
12,901.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,215.97 |
12,884.82 |
331.15 |
2.5% |
119.20 |
0.9% |
85% |
False |
False |
|
10 |
13,215.97 |
12,778.90 |
437.07 |
3.3% |
130.18 |
1.0% |
88% |
False |
False |
|
20 |
13,215.97 |
12,521.84 |
694.13 |
5.3% |
149.28 |
1.1% |
93% |
False |
False |
|
40 |
13,215.97 |
12,450.17 |
765.80 |
5.8% |
150.70 |
1.1% |
93% |
False |
False |
|
60 |
13,215.97 |
12,035.09 |
1,180.88 |
9.0% |
155.08 |
1.2% |
96% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
149.16 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.99 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
137.87 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,519.58 |
2.618 |
13,396.95 |
1.618 |
13,321.81 |
1.000 |
13,275.37 |
0.618 |
13,246.67 |
HIGH |
13,200.23 |
0.618 |
13,171.53 |
0.500 |
13,162.66 |
0.382 |
13,153.79 |
LOW |
13,125.09 |
0.618 |
13,078.65 |
1.000 |
13,049.95 |
1.618 |
13,003.51 |
2.618 |
12,928.37 |
4.250 |
12,805.75 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,164.35 |
13,165.61 |
PP |
13,163.50 |
13,165.47 |
S1 |
13,162.66 |
13,165.33 |
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