Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
9,160 |
9,075 |
-85 |
-0.9% |
8,920 |
High |
9,185 |
9,200 |
15 |
0.2% |
9,230 |
Low |
9,040 |
9,065 |
25 |
0.3% |
8,870 |
Close |
9,085 |
9,080 |
-5 |
-0.1% |
9,220 |
Range |
145 |
135 |
-10 |
-6.9% |
360 |
ATR |
136 |
136 |
0 |
0.0% |
0 |
Volume |
3,620 |
4,877 |
1,257 |
34.7% |
16,072 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,520 |
9,435 |
9,154 |
|
R3 |
9,385 |
9,300 |
9,117 |
|
R2 |
9,250 |
9,250 |
9,105 |
|
R1 |
9,165 |
9,165 |
9,093 |
9,208 |
PP |
9,115 |
9,115 |
9,115 |
9,136 |
S1 |
9,030 |
9,030 |
9,068 |
9,073 |
S2 |
8,980 |
8,980 |
9,055 |
|
S3 |
8,845 |
8,895 |
9,043 |
|
S4 |
8,710 |
8,760 |
9,006 |
|
|
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 |
9,040 |
210 |
2.3% |
119 |
1.3% |
19% |
False |
False |
3,874 |
10 |
9,250 |
8,840 |
410 |
4.5% |
119 |
1.3% |
59% |
False |
False |
3,375 |
20 |
9,250 |
8,510 |
740 |
8.1% |
141 |
1.5% |
77% |
False |
False |
3,677 |
40 |
9,250 |
8,330 |
920 |
10.1% |
144 |
1.6% |
82% |
False |
False |
3,920 |
60 |
9,250 |
8,200 |
1,050 |
11.6% |
147 |
1.6% |
84% |
False |
False |
4,442 |
80 |
9,405 |
8,200 |
1,205 |
13.3% |
119 |
1.3% |
73% |
False |
False |
3,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,774 |
2.618 |
9,554 |
1.618 |
9,419 |
1.000 |
9,335 |
0.618 |
9,284 |
HIGH |
9,200 |
0.618 |
9,149 |
0.500 |
9,133 |
0.382 |
9,117 |
LOW |
9,065 |
0.618 |
8,982 |
1.000 |
8,930 |
1.618 |
8,847 |
2.618 |
8,712 |
4.250 |
8,491 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,133 |
9,145 |
PP |
9,115 |
9,123 |
S1 |
9,098 |
9,102 |
|