Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
9,210 |
9,190 |
-20 |
-0.2% |
8,920 |
High |
9,240 |
9,250 |
10 |
0.1% |
9,230 |
Low |
9,150 |
9,150 |
0 |
0.0% |
8,870 |
Close |
9,190 |
9,165 |
-25 |
-0.3% |
9,220 |
Range |
90 |
100 |
10 |
11.1% |
360 |
ATR |
138 |
135 |
-3 |
-2.0% |
0 |
Volume |
2,514 |
3,456 |
942 |
37.5% |
16,072 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,488 |
9,427 |
9,220 |
|
R3 |
9,388 |
9,327 |
9,193 |
|
R2 |
9,288 |
9,288 |
9,183 |
|
R1 |
9,227 |
9,227 |
9,174 |
9,208 |
PP |
9,188 |
9,188 |
9,188 |
9,179 |
S1 |
9,127 |
9,127 |
9,156 |
9,108 |
S2 |
9,088 |
9,088 |
9,147 |
|
S3 |
8,988 |
9,027 |
9,138 |
|
S4 |
8,888 |
8,927 |
9,110 |
|
|
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 |
9,250 |
8,875 |
375 |
4.1% |
120 |
1.3% |
77% |
True |
False |
3,232 |
10 |
9,250 |
8,830 |
420 |
4.6% |
118 |
1.3% |
80% |
True |
False |
3,300 |
20 |
9,250 |
8,330 |
920 |
10.0% |
142 |
1.6% |
91% |
True |
False |
3,803 |
40 |
9,250 |
8,330 |
920 |
10.0% |
143 |
1.6% |
91% |
True |
False |
3,896 |
60 |
9,250 |
8,200 |
1,050 |
11.5% |
146 |
1.6% |
92% |
True |
False |
4,303 |
80 |
9,550 |
8,200 |
1,350 |
14.7% |
115 |
1.3% |
71% |
False |
False |
3,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,675 |
2.618 |
9,512 |
1.618 |
9,412 |
1.000 |
9,350 |
0.618 |
9,312 |
HIGH |
9,250 |
0.618 |
9,212 |
0.500 |
9,200 |
0.382 |
9,188 |
LOW |
9,150 |
0.618 |
9,088 |
1.000 |
9,050 |
1.618 |
8,988 |
2.618 |
8,888 |
4.250 |
8,725 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,200 |
9,178 |
PP |
9,188 |
9,173 |
S1 |
9,177 |
9,169 |
|