Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,274.58 |
13,272.10 |
-2.48 |
0.0% |
13,204.93 |
High |
13,276.15 |
13,330.76 |
54.61 |
0.4% |
13,281.32 |
Low |
13,230.06 |
13,186.60 |
-43.46 |
-0.3% |
13,112.94 |
Close |
13,271.64 |
13,203.58 |
-68.06 |
-0.5% |
13,275.20 |
Range |
46.09 |
144.16 |
98.07 |
212.8% |
168.38 |
ATR |
116.43 |
118.41 |
1.98 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,672.79 |
13,582.35 |
13,282.87 |
|
R3 |
13,528.63 |
13,438.19 |
13,243.22 |
|
R2 |
13,384.47 |
13,384.47 |
13,230.01 |
|
R1 |
13,294.03 |
13,294.03 |
13,216.79 |
13,267.17 |
PP |
13,240.31 |
13,240.31 |
13,240.31 |
13,226.89 |
S1 |
13,149.87 |
13,149.87 |
13,190.37 |
13,123.01 |
S2 |
13,096.15 |
13,096.15 |
13,177.15 |
|
S3 |
12,951.99 |
13,005.71 |
13,163.94 |
|
S4 |
12,807.83 |
12,861.55 |
13,124.29 |
|
|
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 |
13,330.76 |
13,138.23 |
192.53 |
1.5% |
80.98 |
0.6% |
34% |
True |
False |
|
10 |
13,330.76 |
13,094.96 |
235.80 |
1.8% |
85.37 |
0.6% |
46% |
True |
False |
|
20 |
13,330.76 |
12,617.62 |
713.14 |
5.4% |
117.94 |
0.9% |
82% |
True |
False |
|
40 |
13,330.76 |
12,450.17 |
880.59 |
6.7% |
136.13 |
1.0% |
86% |
True |
False |
|
60 |
13,330.76 |
12,035.09 |
1,295.67 |
9.8% |
147.44 |
1.1% |
90% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
144.88 |
1.1% |
90% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
143.99 |
1.1% |
90% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
137.40 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,943.44 |
2.618 |
13,708.17 |
1.618 |
13,564.01 |
1.000 |
13,474.92 |
0.618 |
13,419.85 |
HIGH |
13,330.76 |
0.618 |
13,275.69 |
0.500 |
13,258.68 |
0.382 |
13,241.67 |
LOW |
13,186.60 |
0.618 |
13,097.51 |
1.000 |
13,042.44 |
1.618 |
12,953.35 |
2.618 |
12,809.19 |
4.250 |
12,573.92 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,258.68 |
13,258.68 |
PP |
13,240.31 |
13,240.31 |
S1 |
13,221.95 |
13,221.95 |
|