Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,132 |
13,130 |
-2 |
0.0% |
13,064 |
High |
13,191 |
13,170 |
-21 |
-0.2% |
13,185 |
Low |
13,104 |
13,099 |
-5 |
0.0% |
13,034 |
Close |
13,133 |
13,135 |
2 |
0.0% |
13,172 |
Range |
87 |
71 |
-16 |
-18.4% |
151 |
ATR |
156 |
150 |
-6 |
-3.9% |
0 |
Volume |
89,230 |
80,307 |
-8,923 |
-10.0% |
401,262 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,348 |
13,312 |
13,174 |
|
R3 |
13,277 |
13,241 |
13,155 |
|
R2 |
13,206 |
13,206 |
13,148 |
|
R1 |
13,170 |
13,170 |
13,142 |
13,188 |
PP |
13,135 |
13,135 |
13,135 |
13,144 |
S1 |
13,099 |
13,099 |
13,129 |
13,117 |
S2 |
13,064 |
13,064 |
13,122 |
|
S3 |
12,993 |
13,028 |
13,116 |
|
S4 |
12,922 |
12,957 |
13,096 |
|
|
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 |
13,051 |
140 |
1.1% |
99 |
0.8% |
60% |
False |
False |
85,970 |
10 |
13,191 |
12,721 |
470 |
3.6% |
139 |
1.1% |
88% |
False |
False |
93,095 |
20 |
13,191 |
12,462 |
729 |
5.6% |
158 |
1.2% |
92% |
False |
False |
110,540 |
40 |
13,191 |
12,376 |
815 |
6.2% |
165 |
1.3% |
93% |
False |
False |
113,686 |
60 |
13,191 |
11,884 |
1,307 |
10.0% |
172 |
1.3% |
96% |
False |
False |
95,555 |
80 |
13,213 |
11,884 |
1,329 |
10.1% |
156 |
1.2% |
94% |
False |
False |
71,697 |
100 |
13,213 |
11,884 |
1,329 |
10.1% |
142 |
1.1% |
94% |
False |
False |
57,359 |
120 |
13,213 |
11,884 |
1,329 |
10.1% |
130 |
1.0% |
94% |
False |
False |
47,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,472 |
2.618 |
13,356 |
1.618 |
13,285 |
1.000 |
13,241 |
0.618 |
13,214 |
HIGH |
13,170 |
0.618 |
13,143 |
0.500 |
13,135 |
0.382 |
13,126 |
LOW |
13,099 |
0.618 |
13,055 |
1.000 |
13,028 |
1.618 |
12,984 |
2.618 |
12,913 |
4.250 |
12,797 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,135 |
13,134 |
PP |
13,135 |
13,133 |
S1 |
13,135 |
13,132 |
|