Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,272.10 |
13,198.31 |
-73.79 |
-0.6% |
13,204.93 |
High |
13,330.76 |
13,205.06 |
-125.70 |
-0.9% |
13,281.32 |
Low |
13,186.60 |
13,120.34 |
-66.26 |
-0.5% |
13,112.94 |
Close |
13,203.58 |
13,172.76 |
-30.82 |
-0.2% |
13,275.20 |
Range |
144.16 |
84.72 |
-59.44 |
-41.2% |
168.38 |
ATR |
118.41 |
116.00 |
-2.41 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,420.21 |
13,381.21 |
13,219.36 |
|
R3 |
13,335.49 |
13,296.49 |
13,196.06 |
|
R2 |
13,250.77 |
13,250.77 |
13,188.29 |
|
R1 |
13,211.77 |
13,211.77 |
13,180.53 |
13,188.91 |
PP |
13,166.05 |
13,166.05 |
13,166.05 |
13,154.63 |
S1 |
13,127.05 |
13,127.05 |
13,164.99 |
13,104.19 |
S2 |
13,081.33 |
13,081.33 |
13,157.23 |
|
S3 |
12,996.61 |
13,042.33 |
13,149.46 |
|
S4 |
12,911.89 |
12,957.61 |
13,126.16 |
|
|
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 |
13,120.34 |
210.42 |
1.6% |
86.99 |
0.7% |
25% |
False |
True |
|
10 |
13,330.76 |
13,094.96 |
235.80 |
1.8% |
85.10 |
0.6% |
33% |
False |
False |
|
20 |
13,330.76 |
12,680.59 |
650.17 |
4.9% |
116.41 |
0.9% |
76% |
False |
False |
|
40 |
13,330.76 |
12,450.17 |
880.59 |
6.7% |
135.14 |
1.0% |
82% |
False |
False |
|
60 |
13,330.76 |
12,035.09 |
1,295.67 |
9.8% |
146.23 |
1.1% |
88% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.28 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
144.07 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
137.52 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,565.12 |
2.618 |
13,426.86 |
1.618 |
13,342.14 |
1.000 |
13,289.78 |
0.618 |
13,257.42 |
HIGH |
13,205.06 |
0.618 |
13,172.70 |
0.500 |
13,162.70 |
0.382 |
13,152.70 |
LOW |
13,120.34 |
0.618 |
13,067.98 |
1.000 |
13,035.62 |
1.618 |
12,983.26 |
2.618 |
12,898.54 |
4.250 |
12,760.28 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,169.41 |
13,225.55 |
PP |
13,166.05 |
13,207.95 |
S1 |
13,162.70 |
13,190.36 |
|