Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,198.31 |
13,171.37 |
-26.94 |
-0.2% |
13,204.93 |
High |
13,205.06 |
13,171.37 |
-33.69 |
-0.3% |
13,281.32 |
Low |
13,120.34 |
13,046.46 |
-73.88 |
-0.6% |
13,112.94 |
Close |
13,172.76 |
13,057.46 |
-115.30 |
-0.9% |
13,275.20 |
Range |
84.72 |
124.91 |
40.19 |
47.4% |
168.38 |
ATR |
116.00 |
116.74 |
0.74 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,466.49 |
13,386.89 |
13,126.16 |
|
R3 |
13,341.58 |
13,261.98 |
13,091.81 |
|
R2 |
13,216.67 |
13,216.67 |
13,080.36 |
|
R1 |
13,137.07 |
13,137.07 |
13,068.91 |
13,114.42 |
PP |
13,091.76 |
13,091.76 |
13,091.76 |
13,080.44 |
S1 |
13,012.16 |
13,012.16 |
13,046.01 |
12,989.51 |
S2 |
12,966.85 |
12,966.85 |
13,034.56 |
|
S3 |
12,841.94 |
12,887.25 |
13,023.11 |
|
S4 |
12,717.03 |
12,762.34 |
12,988.76 |
|
|
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 |
13,046.46 |
284.30 |
2.2% |
87.27 |
0.7% |
4% |
False |
True |
|
10 |
13,330.76 |
13,046.46 |
284.30 |
2.2% |
90.08 |
0.7% |
4% |
False |
True |
|
20 |
13,330.76 |
12,778.90 |
551.86 |
4.2% |
110.13 |
0.8% |
50% |
False |
False |
|
40 |
13,330.76 |
12,450.17 |
880.59 |
6.7% |
135.41 |
1.0% |
69% |
False |
False |
|
60 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
145.27 |
1.1% |
79% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
144.79 |
1.1% |
79% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
143.89 |
1.1% |
78% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
137.79 |
1.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,702.24 |
2.618 |
13,498.38 |
1.618 |
13,373.47 |
1.000 |
13,296.28 |
0.618 |
13,248.56 |
HIGH |
13,171.37 |
0.618 |
13,123.65 |
0.500 |
13,108.92 |
0.382 |
13,094.18 |
LOW |
13,046.46 |
0.618 |
12,969.27 |
1.000 |
12,921.55 |
1.618 |
12,844.36 |
2.618 |
12,719.45 |
4.250 |
12,515.59 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,108.92 |
13,188.61 |
PP |
13,091.76 |
13,144.89 |
S1 |
13,074.61 |
13,101.18 |
|