Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,160 |
13,132 |
-28 |
-0.2% |
13,064 |
High |
13,183 |
13,191 |
8 |
0.1% |
13,185 |
Low |
13,073 |
13,104 |
31 |
0.2% |
13,034 |
Close |
13,137 |
13,133 |
-4 |
0.0% |
13,172 |
Range |
110 |
87 |
-23 |
-20.9% |
151 |
ATR |
161 |
156 |
-5 |
-3.3% |
0 |
Volume |
89,320 |
89,230 |
-90 |
-0.1% |
401,262 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,404 |
13,355 |
13,181 |
|
R3 |
13,317 |
13,268 |
13,157 |
|
R2 |
13,230 |
13,230 |
13,149 |
|
R1 |
13,181 |
13,181 |
13,141 |
13,206 |
PP |
13,143 |
13,143 |
13,143 |
13,155 |
S1 |
13,094 |
13,094 |
13,125 |
13,119 |
S2 |
13,056 |
13,056 |
13,117 |
|
S3 |
12,969 |
13,007 |
13,109 |
|
S4 |
12,882 |
12,920 |
13,085 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,583 |
13,529 |
13,255 |
|
R3 |
13,432 |
13,378 |
13,214 |
|
R2 |
13,281 |
13,281 |
13,200 |
|
R1 |
13,227 |
13,227 |
13,186 |
13,254 |
PP |
13,130 |
13,130 |
13,130 |
13,144 |
S1 |
13,076 |
13,076 |
13,158 |
13,103 |
S2 |
12,979 |
12,979 |
13,144 |
|
S3 |
12,828 |
12,925 |
13,131 |
|
S4 |
12,677 |
12,774 |
13,089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,191 |
13,046 |
145 |
1.1% |
107 |
0.8% |
60% |
True |
False |
86,351 |
10 |
13,191 |
12,721 |
470 |
3.6% |
145 |
1.1% |
88% |
True |
False |
96,060 |
20 |
13,191 |
12,462 |
729 |
5.6% |
163 |
1.2% |
92% |
True |
False |
111,878 |
40 |
13,191 |
12,376 |
815 |
6.2% |
168 |
1.3% |
93% |
True |
False |
114,397 |
60 |
13,191 |
11,884 |
1,307 |
10.0% |
174 |
1.3% |
96% |
True |
False |
94,230 |
80 |
13,213 |
11,884 |
1,329 |
10.1% |
156 |
1.2% |
94% |
False |
False |
70,694 |
100 |
13,213 |
11,884 |
1,329 |
10.1% |
143 |
1.1% |
94% |
False |
False |
56,556 |
120 |
13,213 |
11,884 |
1,329 |
10.1% |
130 |
1.0% |
94% |
False |
False |
47,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,561 |
2.618 |
13,419 |
1.618 |
13,332 |
1.000 |
13,278 |
0.618 |
13,245 |
HIGH |
13,191 |
0.618 |
13,158 |
0.500 |
13,148 |
0.382 |
13,137 |
LOW |
13,104 |
0.618 |
13,050 |
1.000 |
13,017 |
1.618 |
12,963 |
2.618 |
12,876 |
4.250 |
12,734 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,148 |
13,129 |
PP |
13,143 |
13,125 |
S1 |
13,138 |
13,121 |
|