Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,157.47 |
13,163.24 |
5.77 |
0.0% |
13,099.88 |
High |
13,192.89 |
13,269.35 |
76.46 |
0.6% |
13,215.97 |
Low |
13,138.23 |
13,145.85 |
7.62 |
0.1% |
13,094.96 |
Close |
13,164.78 |
13,250.11 |
85.33 |
0.6% |
13,207.95 |
Range |
54.66 |
123.50 |
68.84 |
125.9% |
121.01 |
ATR |
128.78 |
128.41 |
-0.38 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,592.27 |
13,544.69 |
13,318.04 |
|
R3 |
13,468.77 |
13,421.19 |
13,284.07 |
|
R2 |
13,345.27 |
13,345.27 |
13,272.75 |
|
R1 |
13,297.69 |
13,297.69 |
13,261.43 |
13,321.48 |
PP |
13,221.77 |
13,221.77 |
13,221.77 |
13,233.67 |
S1 |
13,174.19 |
13,174.19 |
13,238.79 |
13,197.98 |
S2 |
13,098.27 |
13,098.27 |
13,227.47 |
|
S3 |
12,974.77 |
13,050.69 |
13,216.15 |
|
S4 |
12,851.27 |
12,927.19 |
13,182.19 |
|
|
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 |
13,269.35 |
13,094.96 |
174.39 |
1.3% |
92.88 |
0.7% |
89% |
True |
False |
|
10 |
13,269.35 |
12,884.82 |
384.53 |
2.9% |
106.04 |
0.8% |
95% |
True |
False |
|
20 |
13,269.35 |
12,521.84 |
747.51 |
5.6% |
135.49 |
1.0% |
97% |
True |
False |
|
40 |
13,269.35 |
12,450.17 |
819.18 |
6.2% |
144.89 |
1.1% |
98% |
True |
False |
|
60 |
13,269.35 |
12,035.09 |
1,234.26 |
9.3% |
150.80 |
1.1% |
98% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
146.27 |
1.1% |
93% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
145.05 |
1.1% |
93% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
137.88 |
1.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,794.23 |
2.618 |
13,592.67 |
1.618 |
13,469.17 |
1.000 |
13,392.85 |
0.618 |
13,345.67 |
HIGH |
13,269.35 |
0.618 |
13,222.17 |
0.500 |
13,207.60 |
0.382 |
13,193.03 |
LOW |
13,145.85 |
0.618 |
13,069.53 |
1.000 |
13,022.35 |
1.618 |
12,946.03 |
2.618 |
12,822.53 |
4.250 |
12,620.98 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,235.94 |
13,234.67 |
PP |
13,221.77 |
13,219.23 |
S1 |
13,207.60 |
13,203.79 |
|