Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
8,950 |
9,000 |
50 |
0.6% |
8,680 |
High |
8,960 |
9,145 |
185 |
2.1% |
9,005 |
Low |
8,875 |
8,945 |
70 |
0.8% |
8,680 |
Close |
8,945 |
9,135 |
190 |
2.1% |
8,930 |
Range |
85 |
200 |
115 |
135.3% |
325 |
ATR |
139 |
143 |
4 |
3.2% |
0 |
Volume |
1,964 |
3,326 |
1,362 |
69.3% |
20,141 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,675 |
9,605 |
9,245 |
|
R3 |
9,475 |
9,405 |
9,190 |
|
R2 |
9,275 |
9,275 |
9,172 |
|
R1 |
9,205 |
9,205 |
9,153 |
9,240 |
PP |
9,075 |
9,075 |
9,075 |
9,093 |
S1 |
9,005 |
9,005 |
9,117 |
9,040 |
S2 |
8,875 |
8,875 |
9,098 |
|
S3 |
8,675 |
8,805 |
9,080 |
|
S4 |
8,475 |
8,605 |
9,025 |
|
|
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 |
9,145 |
8,840 |
305 |
3.3% |
118 |
1.3% |
97% |
True |
False |
2,877 |
10 |
9,145 |
8,520 |
625 |
6.8% |
142 |
1.6% |
98% |
True |
False |
3,502 |
20 |
9,145 |
8,330 |
815 |
8.9% |
155 |
1.7% |
99% |
True |
False |
4,017 |
40 |
9,170 |
8,330 |
840 |
9.2% |
147 |
1.6% |
96% |
False |
False |
4,020 |
60 |
9,170 |
8,200 |
970 |
10.6% |
144 |
1.6% |
96% |
False |
False |
4,122 |
80 |
9,635 |
8,200 |
1,435 |
15.7% |
112 |
1.2% |
65% |
False |
False |
3,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,995 |
2.618 |
9,669 |
1.618 |
9,469 |
1.000 |
9,345 |
0.618 |
9,269 |
HIGH |
9,145 |
0.618 |
9,069 |
0.500 |
9,045 |
0.382 |
9,022 |
LOW |
8,945 |
0.618 |
8,822 |
1.000 |
8,745 |
1.618 |
8,622 |
2.618 |
8,422 |
4.250 |
8,095 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,105 |
9,093 |
PP |
9,075 |
9,052 |
S1 |
9,045 |
9,010 |
|