Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,168.11 |
13,157.47 |
-10.64 |
-0.1% |
13,099.88 |
High |
13,223.01 |
13,192.89 |
-30.12 |
-0.2% |
13,215.97 |
Low |
13,142.10 |
13,138.23 |
-3.87 |
0.0% |
13,094.96 |
Close |
13,172.14 |
13,164.78 |
-7.36 |
-0.1% |
13,207.95 |
Range |
80.91 |
54.66 |
-26.25 |
-32.4% |
121.01 |
ATR |
134.48 |
128.78 |
-5.70 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,329.28 |
13,301.69 |
13,194.84 |
|
R3 |
13,274.62 |
13,247.03 |
13,179.81 |
|
R2 |
13,219.96 |
13,219.96 |
13,174.80 |
|
R1 |
13,192.37 |
13,192.37 |
13,169.79 |
13,206.17 |
PP |
13,165.30 |
13,165.30 |
13,165.30 |
13,172.20 |
S1 |
13,137.71 |
13,137.71 |
13,159.77 |
13,151.51 |
S2 |
13,110.64 |
13,110.64 |
13,154.76 |
|
S3 |
13,055.98 |
13,083.05 |
13,149.75 |
|
S4 |
13,001.32 |
13,028.39 |
13,134.72 |
|
|
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% |
83.21 |
0.6% |
55% |
False |
False |
|
10 |
13,223.01 |
12,778.90 |
444.11 |
3.4% |
112.79 |
0.9% |
87% |
False |
False |
|
20 |
13,223.01 |
12,521.84 |
701.17 |
5.3% |
133.70 |
1.0% |
92% |
False |
False |
|
40 |
13,223.01 |
12,450.17 |
772.84 |
5.9% |
145.11 |
1.1% |
92% |
False |
False |
|
60 |
13,223.01 |
12,035.09 |
1,187.92 |
9.0% |
150.88 |
1.1% |
95% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
146.28 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.43 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.06 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,425.20 |
2.618 |
13,335.99 |
1.618 |
13,281.33 |
1.000 |
13,247.55 |
0.618 |
13,226.67 |
HIGH |
13,192.89 |
0.618 |
13,172.01 |
0.500 |
13,165.56 |
0.382 |
13,159.11 |
LOW |
13,138.23 |
0.618 |
13,104.45 |
1.000 |
13,083.57 |
1.618 |
13,049.79 |
2.618 |
12,995.13 |
4.250 |
12,905.93 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,165.56 |
13,167.98 |
PP |
13,165.30 |
13,166.91 |
S1 |
13,165.04 |
13,165.85 |
|