Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,171.37 |
13,052.82 |
-118.55 |
-0.9% |
13,274.58 |
High |
13,171.37 |
13,175.51 |
4.14 |
0.0% |
13,330.76 |
Low |
13,046.46 |
13,027.20 |
-19.26 |
-0.1% |
13,027.20 |
Close |
13,057.46 |
13,157.97 |
100.51 |
0.8% |
13,157.97 |
Range |
124.91 |
148.31 |
23.40 |
18.7% |
303.56 |
ATR |
116.74 |
118.99 |
2.26 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,565.16 |
13,509.87 |
13,239.54 |
|
R3 |
13,416.85 |
13,361.56 |
13,198.76 |
|
R2 |
13,268.54 |
13,268.54 |
13,185.16 |
|
R1 |
13,213.25 |
13,213.25 |
13,171.57 |
13,240.90 |
PP |
13,120.23 |
13,120.23 |
13,120.23 |
13,134.05 |
S1 |
13,064.94 |
13,064.94 |
13,144.37 |
13,092.59 |
S2 |
12,971.92 |
12,971.92 |
13,130.78 |
|
S3 |
12,823.61 |
12,916.63 |
13,117.18 |
|
S4 |
12,675.30 |
12,768.32 |
13,076.40 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,082.66 |
13,923.87 |
13,324.93 |
|
R3 |
13,779.10 |
13,620.31 |
13,241.45 |
|
R2 |
13,475.54 |
13,475.54 |
13,213.62 |
|
R1 |
13,316.75 |
13,316.75 |
13,185.80 |
13,244.37 |
PP |
13,171.98 |
13,171.98 |
13,171.98 |
13,135.78 |
S1 |
13,013.19 |
13,013.19 |
13,130.14 |
12,940.81 |
S2 |
12,868.42 |
12,868.42 |
13,102.32 |
|
S3 |
12,564.86 |
12,709.63 |
13,074.49 |
|
S4 |
12,261.30 |
12,406.07 |
12,991.01 |
|
|
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 |
13,027.20 |
303.56 |
2.3% |
109.64 |
0.8% |
43% |
False |
True |
|
10 |
13,330.76 |
13,027.20 |
303.56 |
2.3% |
93.58 |
0.7% |
43% |
False |
True |
|
20 |
13,330.76 |
12,778.90 |
551.86 |
4.2% |
106.08 |
0.8% |
69% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
134.71 |
1.0% |
79% |
False |
False |
|
60 |
13,330.76 |
12,035.09 |
1,295.67 |
9.8% |
144.85 |
1.1% |
87% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.8% |
145.57 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
144.03 |
1.1% |
86% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
137.16 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,805.83 |
2.618 |
13,563.79 |
1.618 |
13,415.48 |
1.000 |
13,323.82 |
0.618 |
13,267.17 |
HIGH |
13,175.51 |
0.618 |
13,118.86 |
0.500 |
13,101.36 |
0.382 |
13,083.85 |
LOW |
13,027.20 |
0.618 |
12,935.54 |
1.000 |
12,878.89 |
1.618 |
12,787.23 |
2.618 |
12,638.92 |
4.250 |
12,396.88 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,139.10 |
13,144.02 |
PP |
13,120.23 |
13,130.08 |
S1 |
13,101.36 |
13,116.13 |
|