Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
8,965 |
8,920 |
-45 |
-0.5% |
8,680 |
High |
8,965 |
8,940 |
-25 |
-0.3% |
9,005 |
Low |
8,840 |
8,870 |
30 |
0.3% |
8,680 |
Close |
8,930 |
8,890 |
-40 |
-0.4% |
8,930 |
Range |
125 |
70 |
-55 |
-44.0% |
325 |
ATR |
151 |
145 |
-6 |
-3.8% |
0 |
Volume |
3,220 |
2,895 |
-325 |
-10.1% |
20,141 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,110 |
9,070 |
8,929 |
|
R3 |
9,040 |
9,000 |
8,909 |
|
R2 |
8,970 |
8,970 |
8,903 |
|
R1 |
8,930 |
8,930 |
8,897 |
8,915 |
PP |
8,900 |
8,900 |
8,900 |
8,893 |
S1 |
8,860 |
8,860 |
8,884 |
8,845 |
S2 |
8,830 |
8,830 |
8,877 |
|
S3 |
8,760 |
8,790 |
8,871 |
|
S4 |
8,690 |
8,720 |
8,852 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,847 |
9,713 |
9,109 |
|
R3 |
9,522 |
9,388 |
9,020 |
|
R2 |
9,197 |
9,197 |
8,990 |
|
R1 |
9,063 |
9,063 |
8,960 |
9,130 |
PP |
8,872 |
8,872 |
8,872 |
8,905 |
S1 |
8,738 |
8,738 |
8,900 |
8,805 |
S2 |
8,547 |
8,547 |
8,871 |
|
S3 |
8,222 |
8,413 |
8,841 |
|
S4 |
7,897 |
8,088 |
8,751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,005 |
8,680 |
325 |
3.7% |
147 |
1.7% |
65% |
False |
False |
3,849 |
10 |
9,005 |
8,510 |
495 |
5.6% |
149 |
1.7% |
77% |
False |
False |
3,840 |
20 |
9,005 |
8,330 |
675 |
7.6% |
147 |
1.7% |
83% |
False |
False |
4,101 |
40 |
9,170 |
8,330 |
840 |
9.4% |
147 |
1.6% |
67% |
False |
False |
4,192 |
60 |
9,170 |
8,200 |
970 |
10.9% |
139 |
1.6% |
71% |
False |
False |
3,985 |
80 |
9,635 |
8,200 |
1,435 |
16.1% |
107 |
1.2% |
48% |
False |
False |
2,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,238 |
2.618 |
9,123 |
1.618 |
9,053 |
1.000 |
9,010 |
0.618 |
8,983 |
HIGH |
8,940 |
0.618 |
8,913 |
0.500 |
8,905 |
0.382 |
8,897 |
LOW |
8,870 |
0.618 |
8,827 |
1.000 |
8,800 |
1.618 |
8,757 |
2.618 |
8,687 |
4.250 |
8,573 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,905 |
8,923 |
PP |
8,900 |
8,912 |
S1 |
8,895 |
8,901 |
|