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 |
13,137 |
13,228 |
91 |
0.7% |
13,160 |
High |
13,246 |
13,256 |
10 |
0.1% |
13,256 |
Low |
13,120 |
13,213 |
93 |
0.7% |
13,073 |
Close |
13,225 |
13,247 |
22 |
0.2% |
13,247 |
Range |
126 |
43 |
-83 |
-65.9% |
183 |
ATR |
148 |
141 |
-8 |
-5.1% |
0 |
Volume |
96,188 |
63,238 |
-32,950 |
-34.3% |
418,283 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,368 |
13,350 |
13,271 |
|
R3 |
13,325 |
13,307 |
13,259 |
|
R2 |
13,282 |
13,282 |
13,255 |
|
R1 |
13,264 |
13,264 |
13,251 |
13,273 |
PP |
13,239 |
13,239 |
13,239 |
13,243 |
S1 |
13,221 |
13,221 |
13,243 |
13,230 |
S2 |
13,196 |
13,196 |
13,239 |
|
S3 |
13,153 |
13,178 |
13,235 |
|
S4 |
13,110 |
13,135 |
13,223 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,741 |
13,677 |
13,348 |
|
R3 |
13,558 |
13,494 |
13,297 |
|
R2 |
13,375 |
13,375 |
13,281 |
|
R1 |
13,311 |
13,311 |
13,264 |
13,343 |
PP |
13,192 |
13,192 |
13,192 |
13,208 |
S1 |
13,128 |
13,128 |
13,230 |
13,160 |
S2 |
13,009 |
13,009 |
13,214 |
|
S3 |
12,826 |
12,945 |
13,197 |
|
S4 |
12,643 |
12,762 |
13,146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,256 |
13,073 |
183 |
1.4% |
88 |
0.7% |
95% |
True |
False |
83,656 |
10 |
13,256 |
13,034 |
222 |
1.7% |
99 |
0.7% |
96% |
True |
False |
81,954 |
20 |
13,256 |
12,462 |
794 |
6.0% |
155 |
1.2% |
99% |
True |
False |
106,883 |
40 |
13,256 |
12,376 |
880 |
6.6% |
159 |
1.2% |
99% |
True |
False |
109,136 |
60 |
13,256 |
11,884 |
1,372 |
10.4% |
170 |
1.3% |
99% |
True |
False |
98,207 |
80 |
13,256 |
11,884 |
1,372 |
10.4% |
158 |
1.2% |
99% |
True |
False |
73,690 |
100 |
13,256 |
11,884 |
1,372 |
10.4% |
141 |
1.1% |
99% |
True |
False |
58,953 |
120 |
13,256 |
11,884 |
1,372 |
10.4% |
130 |
1.0% |
99% |
True |
False |
49,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,439 |
2.618 |
13,369 |
1.618 |
13,326 |
1.000 |
13,299 |
0.618 |
13,283 |
HIGH |
13,256 |
0.618 |
13,240 |
0.500 |
13,235 |
0.382 |
13,230 |
LOW |
13,213 |
0.618 |
13,187 |
1.000 |
13,170 |
1.618 |
13,144 |
2.618 |
13,101 |
4.250 |
13,030 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,243 |
13,224 |
PP |
13,239 |
13,201 |
S1 |
13,235 |
13,178 |
|