Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,163.15 |
13,204.93 |
41.78 |
0.3% |
13,099.88 |
High |
13,208.22 |
13,205.01 |
-3.21 |
0.0% |
13,215.97 |
Low |
13,094.96 |
13,112.94 |
17.98 |
0.1% |
13,094.96 |
Close |
13,207.95 |
13,169.43 |
-38.52 |
-0.3% |
13,207.95 |
Range |
113.26 |
92.07 |
-21.19 |
-18.7% |
121.01 |
ATR |
141.96 |
138.61 |
-3.35 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,438.67 |
13,396.12 |
13,220.07 |
|
R3 |
13,346.60 |
13,304.05 |
13,194.75 |
|
R2 |
13,254.53 |
13,254.53 |
13,186.31 |
|
R1 |
13,211.98 |
13,211.98 |
13,177.87 |
13,187.22 |
PP |
13,162.46 |
13,162.46 |
13,162.46 |
13,150.08 |
S1 |
13,119.91 |
13,119.91 |
13,160.99 |
13,095.15 |
S2 |
13,070.39 |
13,070.39 |
13,152.55 |
|
S3 |
12,978.32 |
13,027.84 |
13,144.11 |
|
S4 |
12,886.25 |
12,935.77 |
13,118.79 |
|
|
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% |
93.09 |
0.7% |
62% |
False |
False |
|
10 |
13,215.97 |
12,778.90 |
437.07 |
3.3% |
119.22 |
0.9% |
89% |
False |
False |
|
20 |
13,215.97 |
12,521.84 |
694.13 |
5.3% |
144.49 |
1.1% |
93% |
False |
False |
|
40 |
13,215.97 |
12,450.17 |
765.80 |
5.8% |
147.72 |
1.1% |
94% |
False |
False |
|
60 |
13,215.97 |
12,035.09 |
1,180.88 |
9.0% |
153.57 |
1.2% |
96% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
148.34 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
146.12 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.40 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,596.31 |
2.618 |
13,446.05 |
1.618 |
13,353.98 |
1.000 |
13,297.08 |
0.618 |
13,261.91 |
HIGH |
13,205.01 |
0.618 |
13,169.84 |
0.500 |
13,158.98 |
0.382 |
13,148.11 |
LOW |
13,112.94 |
0.618 |
13,056.04 |
1.000 |
13,020.87 |
1.618 |
12,963.97 |
2.618 |
12,871.90 |
4.250 |
12,721.64 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,165.95 |
13,163.48 |
PP |
13,162.46 |
13,157.54 |
S1 |
13,158.98 |
13,151.59 |
|