Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,163.24 |
13,251.20 |
87.96 |
0.7% |
13,204.93 |
High |
13,269.35 |
13,281.32 |
11.97 |
0.1% |
13,281.32 |
Low |
13,145.85 |
13,244.85 |
99.00 |
0.8% |
13,112.94 |
Close |
13,250.11 |
13,275.20 |
25.09 |
0.2% |
13,275.20 |
Range |
123.50 |
36.47 |
-87.03 |
-70.5% |
168.38 |
ATR |
128.41 |
121.84 |
-6.57 |
-5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,376.53 |
13,362.34 |
13,295.26 |
|
R3 |
13,340.06 |
13,325.87 |
13,285.23 |
|
R2 |
13,303.59 |
13,303.59 |
13,281.89 |
|
R1 |
13,289.40 |
13,289.40 |
13,278.54 |
13,296.50 |
PP |
13,267.12 |
13,267.12 |
13,267.12 |
13,270.67 |
S1 |
13,252.93 |
13,252.93 |
13,271.86 |
13,260.03 |
S2 |
13,230.65 |
13,230.65 |
13,268.51 |
|
S3 |
13,194.18 |
13,216.46 |
13,265.17 |
|
S4 |
13,157.71 |
13,179.99 |
13,255.14 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,728.29 |
13,670.13 |
13,367.81 |
|
R3 |
13,559.91 |
13,501.75 |
13,321.50 |
|
R2 |
13,391.53 |
13,391.53 |
13,306.07 |
|
R1 |
13,333.37 |
13,333.37 |
13,290.63 |
13,362.45 |
PP |
13,223.15 |
13,223.15 |
13,223.15 |
13,237.70 |
S1 |
13,164.99 |
13,164.99 |
13,259.77 |
13,194.07 |
S2 |
13,054.77 |
13,054.77 |
13,244.33 |
|
S3 |
12,886.39 |
12,996.61 |
13,228.90 |
|
S4 |
12,718.01 |
12,828.23 |
13,182.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,281.32 |
13,112.94 |
168.38 |
1.3% |
77.52 |
0.6% |
96% |
True |
False |
|
10 |
13,281.32 |
13,094.96 |
186.36 |
1.4% |
84.85 |
0.6% |
97% |
True |
False |
|
20 |
13,281.32 |
12,521.84 |
759.48 |
5.7% |
130.69 |
1.0% |
99% |
True |
False |
|
40 |
13,281.32 |
12,450.17 |
831.15 |
6.3% |
138.40 |
1.0% |
99% |
True |
False |
|
60 |
13,281.32 |
12,035.09 |
1,246.23 |
9.4% |
148.13 |
1.1% |
100% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
145.33 |
1.1% |
95% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
144.71 |
1.1% |
95% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
137.61 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,436.32 |
2.618 |
13,376.80 |
1.618 |
13,340.33 |
1.000 |
13,317.79 |
0.618 |
13,303.86 |
HIGH |
13,281.32 |
0.618 |
13,267.39 |
0.500 |
13,263.09 |
0.382 |
13,258.78 |
LOW |
13,244.85 |
0.618 |
13,222.31 |
1.000 |
13,208.38 |
1.618 |
13,185.84 |
2.618 |
13,149.37 |
4.250 |
13,089.85 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,271.16 |
13,253.39 |
PP |
13,267.12 |
13,231.58 |
S1 |
13,263.09 |
13,209.78 |
|