Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
8,895 |
8,950 |
55 |
0.6% |
8,680 |
High |
8,995 |
8,960 |
-35 |
-0.4% |
9,005 |
Low |
8,885 |
8,875 |
-10 |
-0.1% |
8,680 |
Close |
8,950 |
8,945 |
-5 |
-0.1% |
8,930 |
Range |
110 |
85 |
-25 |
-22.7% |
325 |
ATR |
143 |
139 |
-4 |
-2.9% |
0 |
Volume |
2,983 |
1,964 |
-1,019 |
-34.2% |
20,141 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,182 |
9,148 |
8,992 |
|
R3 |
9,097 |
9,063 |
8,969 |
|
R2 |
9,012 |
9,012 |
8,961 |
|
R1 |
8,978 |
8,978 |
8,953 |
8,953 |
PP |
8,927 |
8,927 |
8,927 |
8,914 |
S1 |
8,893 |
8,893 |
8,937 |
8,868 |
S2 |
8,842 |
8,842 |
8,930 |
|
S3 |
8,757 |
8,808 |
8,922 |
|
S4 |
8,672 |
8,723 |
8,898 |
|
|
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 |
8,840 |
165 |
1.8% |
105 |
1.2% |
64% |
False |
False |
2,942 |
10 |
9,005 |
8,510 |
495 |
5.5% |
142 |
1.6% |
88% |
False |
False |
3,684 |
20 |
9,005 |
8,330 |
675 |
7.5% |
148 |
1.7% |
91% |
False |
False |
4,009 |
40 |
9,170 |
8,330 |
840 |
9.4% |
145 |
1.6% |
73% |
False |
False |
4,098 |
60 |
9,170 |
8,200 |
970 |
10.8% |
141 |
1.6% |
77% |
False |
False |
4,067 |
80 |
9,635 |
8,200 |
1,435 |
16.0% |
110 |
1.2% |
52% |
False |
False |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,321 |
2.618 |
9,183 |
1.618 |
9,098 |
1.000 |
9,045 |
0.618 |
9,013 |
HIGH |
8,960 |
0.618 |
8,928 |
0.500 |
8,918 |
0.382 |
8,908 |
LOW |
8,875 |
0.618 |
8,823 |
1.000 |
8,790 |
1.618 |
8,738 |
2.618 |
8,653 |
4.250 |
8,514 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,936 |
8,941 |
PP |
8,927 |
8,937 |
S1 |
8,918 |
8,933 |
|