Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,174.73 |
13,163.15 |
-11.58 |
-0.1% |
13,099.88 |
High |
13,200.23 |
13,208.22 |
7.99 |
0.1% |
13,215.97 |
Low |
13,125.09 |
13,094.96 |
-30.13 |
-0.2% |
13,094.96 |
Close |
13,165.19 |
13,207.95 |
42.76 |
0.3% |
13,207.95 |
Range |
75.14 |
113.26 |
38.12 |
50.7% |
121.01 |
ATR |
144.17 |
141.96 |
-2.21 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,510.16 |
13,472.31 |
13,270.24 |
|
R3 |
13,396.90 |
13,359.05 |
13,239.10 |
|
R2 |
13,283.64 |
13,283.64 |
13,228.71 |
|
R1 |
13,245.79 |
13,245.79 |
13,218.33 |
13,264.72 |
PP |
13,170.38 |
13,170.38 |
13,170.38 |
13,179.84 |
S1 |
13,132.53 |
13,132.53 |
13,197.57 |
13,151.46 |
S2 |
13,057.12 |
13,057.12 |
13,187.19 |
|
S3 |
12,943.86 |
13,019.27 |
13,176.80 |
|
S4 |
12,830.60 |
12,906.01 |
13,145.66 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,535.99 |
13,492.98 |
13,274.51 |
|
R3 |
13,414.98 |
13,371.97 |
13,241.23 |
|
R2 |
13,293.97 |
13,293.97 |
13,230.14 |
|
R1 |
13,250.96 |
13,250.96 |
13,219.04 |
13,272.47 |
PP |
13,172.96 |
13,172.96 |
13,172.96 |
13,183.71 |
S1 |
13,129.95 |
13,129.95 |
13,196.86 |
13,151.46 |
S2 |
13,051.95 |
13,051.95 |
13,185.76 |
|
S3 |
12,930.94 |
13,008.94 |
13,174.67 |
|
S4 |
12,809.93 |
12,887.93 |
13,141.39 |
|
|
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 |
13,094.96 |
121.01 |
0.9% |
92.18 |
0.7% |
93% |
False |
True |
|
10 |
13,215.97 |
12,778.90 |
437.07 |
3.3% |
118.59 |
0.9% |
98% |
False |
False |
|
20 |
13,215.97 |
12,521.84 |
694.13 |
5.3% |
144.36 |
1.1% |
99% |
False |
False |
|
40 |
13,215.97 |
12,450.17 |
765.80 |
5.8% |
148.50 |
1.1% |
99% |
False |
False |
|
60 |
13,215.97 |
12,035.09 |
1,180.88 |
8.9% |
154.88 |
1.2% |
99% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
149.49 |
1.1% |
90% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.97 |
1.1% |
90% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.16 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,689.58 |
2.618 |
13,504.73 |
1.618 |
13,391.47 |
1.000 |
13,321.48 |
0.618 |
13,278.21 |
HIGH |
13,208.22 |
0.618 |
13,164.95 |
0.500 |
13,151.59 |
0.382 |
13,138.23 |
LOW |
13,094.96 |
0.618 |
13,024.97 |
1.000 |
12,981.70 |
1.618 |
12,911.71 |
2.618 |
12,798.45 |
4.250 |
12,613.61 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,189.16 |
13,189.16 |
PP |
13,170.38 |
13,170.38 |
S1 |
13,151.59 |
13,151.59 |
|