Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
8,920 |
8,895 |
-25 |
-0.3% |
8,680 |
High |
8,940 |
8,995 |
55 |
0.6% |
9,005 |
Low |
8,870 |
8,885 |
15 |
0.2% |
8,680 |
Close |
8,890 |
8,950 |
60 |
0.7% |
8,930 |
Range |
70 |
110 |
40 |
57.1% |
325 |
ATR |
145 |
143 |
-3 |
-1.7% |
0 |
Volume |
2,895 |
2,983 |
88 |
3.0% |
20,141 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,273 |
9,222 |
9,011 |
|
R3 |
9,163 |
9,112 |
8,980 |
|
R2 |
9,053 |
9,053 |
8,970 |
|
R1 |
9,002 |
9,002 |
8,960 |
9,028 |
PP |
8,943 |
8,943 |
8,943 |
8,956 |
S1 |
8,892 |
8,892 |
8,940 |
8,918 |
S2 |
8,833 |
8,833 |
8,930 |
|
S3 |
8,723 |
8,782 |
8,920 |
|
S4 |
8,613 |
8,672 |
8,890 |
|
|
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 |
8,830 |
175 |
2.0% |
116 |
1.3% |
69% |
False |
False |
3,368 |
10 |
9,005 |
8,510 |
495 |
5.5% |
144 |
1.6% |
89% |
False |
False |
3,775 |
20 |
9,005 |
8,330 |
675 |
7.5% |
148 |
1.7% |
92% |
False |
False |
4,070 |
40 |
9,170 |
8,330 |
840 |
9.4% |
146 |
1.6% |
74% |
False |
False |
4,136 |
60 |
9,170 |
8,200 |
970 |
10.8% |
141 |
1.6% |
77% |
False |
False |
4,034 |
80 |
9,635 |
8,200 |
1,435 |
16.0% |
109 |
1.2% |
52% |
False |
False |
3,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,463 |
2.618 |
9,283 |
1.618 |
9,173 |
1.000 |
9,105 |
0.618 |
9,063 |
HIGH |
8,995 |
0.618 |
8,953 |
0.500 |
8,940 |
0.382 |
8,927 |
LOW |
8,885 |
0.618 |
8,817 |
1.000 |
8,775 |
1.618 |
8,707 |
2.618 |
8,597 |
4.250 |
8,418 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,947 |
8,939 |
PP |
8,943 |
8,928 |
S1 |
8,940 |
8,918 |
|