Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
9,000 |
9,135 |
135 |
1.5% |
8,920 |
High |
9,145 |
9,230 |
85 |
0.9% |
9,230 |
Low |
8,945 |
9,105 |
160 |
1.8% |
8,870 |
Close |
9,135 |
9,220 |
85 |
0.9% |
9,220 |
Range |
200 |
125 |
-75 |
-37.5% |
360 |
ATR |
143 |
142 |
-1 |
-0.9% |
0 |
Volume |
3,326 |
4,904 |
1,578 |
47.4% |
16,072 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,560 |
9,515 |
9,289 |
|
R3 |
9,435 |
9,390 |
9,255 |
|
R2 |
9,310 |
9,310 |
9,243 |
|
R1 |
9,265 |
9,265 |
9,232 |
9,288 |
PP |
9,185 |
9,185 |
9,185 |
9,196 |
S1 |
9,140 |
9,140 |
9,209 |
9,163 |
S2 |
9,060 |
9,060 |
9,197 |
|
S3 |
8,935 |
9,015 |
9,186 |
|
S4 |
8,810 |
8,890 |
9,151 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,187 |
10,063 |
9,418 |
|
R3 |
9,827 |
9,703 |
9,319 |
|
R2 |
9,467 |
9,467 |
9,286 |
|
R1 |
9,343 |
9,343 |
9,253 |
9,405 |
PP |
9,107 |
9,107 |
9,107 |
9,138 |
S1 |
8,983 |
8,983 |
9,187 |
9,045 |
S2 |
8,747 |
8,747 |
9,154 |
|
S3 |
8,387 |
8,623 |
9,121 |
|
S4 |
8,027 |
8,263 |
9,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,230 |
8,870 |
360 |
3.9% |
118 |
1.3% |
97% |
True |
False |
3,214 |
10 |
9,230 |
8,680 |
550 |
6.0% |
136 |
1.5% |
98% |
True |
False |
3,621 |
20 |
9,230 |
8,330 |
900 |
9.8% |
150 |
1.6% |
99% |
True |
False |
4,038 |
40 |
9,230 |
8,330 |
900 |
9.8% |
147 |
1.6% |
99% |
True |
False |
3,981 |
60 |
9,230 |
8,200 |
1,030 |
11.2% |
144 |
1.6% |
99% |
True |
False |
4,204 |
80 |
9,635 |
8,200 |
1,435 |
15.6% |
114 |
1.2% |
71% |
False |
False |
3,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,761 |
2.618 |
9,557 |
1.618 |
9,432 |
1.000 |
9,355 |
0.618 |
9,307 |
HIGH |
9,230 |
0.618 |
9,182 |
0.500 |
9,168 |
0.382 |
9,153 |
LOW |
9,105 |
0.618 |
9,028 |
1.000 |
8,980 |
1.618 |
8,903 |
2.618 |
8,778 |
4.250 |
8,574 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,203 |
9,164 |
PP |
9,185 |
9,108 |
S1 |
9,168 |
9,053 |
|