Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,230 |
13,199 |
-31 |
-0.2% |
13,160 |
High |
13,308 |
13,206 |
-102 |
-0.8% |
13,256 |
Low |
13,162 |
13,099 |
-63 |
-0.5% |
13,073 |
Close |
13,199 |
13,156 |
-43 |
-0.3% |
13,247 |
Range |
146 |
107 |
-39 |
-26.7% |
183 |
ATR |
136 |
134 |
-2 |
-1.5% |
0 |
Volume |
103,835 |
129,720 |
25,885 |
24.9% |
418,283 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,475 |
13,422 |
13,215 |
|
R3 |
13,368 |
13,315 |
13,186 |
|
R2 |
13,261 |
13,261 |
13,176 |
|
R1 |
13,208 |
13,208 |
13,166 |
13,181 |
PP |
13,154 |
13,154 |
13,154 |
13,140 |
S1 |
13,101 |
13,101 |
13,146 |
13,074 |
S2 |
13,047 |
13,047 |
13,137 |
|
S3 |
12,940 |
12,994 |
13,127 |
|
S4 |
12,833 |
12,887 |
13,097 |
|
|
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% |
97 |
0.7% |
27% |
False |
True |
92,391 |
10 |
13,308 |
13,051 |
257 |
2.0% |
98 |
0.7% |
41% |
False |
False |
89,180 |
20 |
13,308 |
12,584 |
724 |
5.5% |
138 |
1.0% |
79% |
False |
False |
101,058 |
40 |
13,308 |
12,376 |
932 |
7.1% |
156 |
1.2% |
84% |
False |
False |
107,811 |
60 |
13,308 |
11,884 |
1,424 |
10.8% |
169 |
1.3% |
89% |
False |
False |
103,243 |
80 |
13,308 |
11,884 |
1,424 |
10.8% |
160 |
1.2% |
89% |
False |
False |
77,472 |
100 |
13,308 |
11,884 |
1,424 |
10.8% |
142 |
1.1% |
89% |
False |
False |
61,979 |
120 |
13,308 |
11,884 |
1,424 |
10.8% |
131 |
1.0% |
89% |
False |
False |
51,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,661 |
2.618 |
13,486 |
1.618 |
13,379 |
1.000 |
13,313 |
0.618 |
13,272 |
HIGH |
13,206 |
0.618 |
13,165 |
0.500 |
13,153 |
0.382 |
13,140 |
LOW |
13,099 |
0.618 |
13,033 |
1.000 |
12,992 |
1.618 |
12,926 |
2.618 |
12,819 |
4.250 |
12,644 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,155 |
13,204 |
PP |
13,154 |
13,188 |
S1 |
13,153 |
13,172 |
|