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 |
13,249 |
13,230 |
-19 |
-0.1% |
13,160 |
High |
13,268 |
13,308 |
40 |
0.3% |
13,256 |
Low |
13,204 |
13,162 |
-42 |
-0.3% |
13,073 |
Close |
13,229 |
13,199 |
-30 |
-0.2% |
13,247 |
Range |
64 |
146 |
82 |
128.1% |
183 |
ATR |
135 |
136 |
1 |
0.6% |
0 |
Volume |
68,977 |
103,835 |
34,858 |
50.5% |
418,283 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,661 |
13,576 |
13,279 |
|
R3 |
13,515 |
13,430 |
13,239 |
|
R2 |
13,369 |
13,369 |
13,226 |
|
R1 |
13,284 |
13,284 |
13,213 |
13,254 |
PP |
13,223 |
13,223 |
13,223 |
13,208 |
S1 |
13,138 |
13,138 |
13,186 |
13,108 |
S2 |
13,077 |
13,077 |
13,172 |
|
S3 |
12,931 |
12,992 |
13,159 |
|
S4 |
12,785 |
12,846 |
13,119 |
|
|
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 |
13,308 |
13,099 |
209 |
1.6% |
90 |
0.7% |
48% |
True |
False |
82,509 |
10 |
13,308 |
13,046 |
262 |
2.0% |
99 |
0.7% |
58% |
True |
False |
84,430 |
20 |
13,308 |
12,472 |
836 |
6.3% |
143 |
1.1% |
87% |
True |
False |
101,189 |
40 |
13,308 |
12,376 |
932 |
7.1% |
157 |
1.2% |
88% |
True |
False |
107,484 |
60 |
13,308 |
11,884 |
1,424 |
10.8% |
169 |
1.3% |
92% |
True |
False |
101,085 |
80 |
13,308 |
11,884 |
1,424 |
10.8% |
159 |
1.2% |
92% |
True |
False |
75,850 |
100 |
13,308 |
11,884 |
1,424 |
10.8% |
142 |
1.1% |
92% |
True |
False |
60,681 |
120 |
13,308 |
11,884 |
1,424 |
10.8% |
131 |
1.0% |
92% |
True |
False |
50,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,929 |
2.618 |
13,690 |
1.618 |
13,544 |
1.000 |
13,454 |
0.618 |
13,398 |
HIGH |
13,308 |
0.618 |
13,252 |
0.500 |
13,235 |
0.382 |
13,218 |
LOW |
13,162 |
0.618 |
13,072 |
1.000 |
13,016 |
1.618 |
12,926 |
2.618 |
12,780 |
4.250 |
12,542 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,235 |
13,235 |
PP |
13,223 |
13,223 |
S1 |
13,211 |
13,211 |
|