Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,204.93 |
13,168.11 |
-36.82 |
-0.3% |
13,099.88 |
High |
13,205.01 |
13,223.01 |
18.00 |
0.1% |
13,215.97 |
Low |
13,112.94 |
13,142.10 |
29.16 |
0.2% |
13,094.96 |
Close |
13,169.43 |
13,172.14 |
2.71 |
0.0% |
13,207.95 |
Range |
92.07 |
80.91 |
-11.16 |
-12.1% |
121.01 |
ATR |
138.61 |
134.48 |
-4.12 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,421.81 |
13,377.89 |
13,216.64 |
|
R3 |
13,340.90 |
13,296.98 |
13,194.39 |
|
R2 |
13,259.99 |
13,259.99 |
13,186.97 |
|
R1 |
13,216.07 |
13,216.07 |
13,179.56 |
13,238.03 |
PP |
13,179.08 |
13,179.08 |
13,179.08 |
13,190.07 |
S1 |
13,135.16 |
13,135.16 |
13,164.72 |
13,157.12 |
S2 |
13,098.17 |
13,098.17 |
13,157.31 |
|
S3 |
13,017.26 |
13,054.25 |
13,149.89 |
|
S4 |
12,936.35 |
12,973.34 |
13,127.64 |
|
|
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 |
13,223.01 |
13,094.96 |
128.05 |
1.0% |
89.76 |
0.7% |
60% |
True |
False |
|
10 |
13,223.01 |
12,778.90 |
444.11 |
3.4% |
119.69 |
0.9% |
89% |
True |
False |
|
20 |
13,223.01 |
12,521.84 |
701.17 |
5.3% |
139.33 |
1.1% |
93% |
True |
False |
|
40 |
13,223.01 |
12,450.17 |
772.84 |
5.9% |
147.60 |
1.1% |
93% |
True |
False |
|
60 |
13,223.01 |
12,035.09 |
1,187.92 |
9.0% |
152.31 |
1.2% |
96% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
147.88 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.86 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.13 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,566.88 |
2.618 |
13,434.83 |
1.618 |
13,353.92 |
1.000 |
13,303.92 |
0.618 |
13,273.01 |
HIGH |
13,223.01 |
0.618 |
13,192.10 |
0.500 |
13,182.56 |
0.382 |
13,173.01 |
LOW |
13,142.10 |
0.618 |
13,092.10 |
1.000 |
13,061.19 |
1.618 |
13,011.19 |
2.618 |
12,930.28 |
4.250 |
12,798.23 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,182.56 |
13,167.76 |
PP |
13,179.08 |
13,163.37 |
S1 |
13,175.61 |
13,158.99 |
|