Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,199 |
13,154 |
-45 |
-0.3% |
13,160 |
High |
13,206 |
13,215 |
9 |
0.1% |
13,256 |
Low |
13,099 |
13,024 |
-75 |
-0.6% |
13,073 |
Close |
13,156 |
13,039 |
-117 |
-0.9% |
13,247 |
Range |
107 |
191 |
84 |
78.5% |
183 |
ATR |
134 |
138 |
4 |
3.0% |
0 |
Volume |
129,720 |
113,820 |
-15,900 |
-12.3% |
418,283 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,666 |
13,543 |
13,144 |
|
R3 |
13,475 |
13,352 |
13,092 |
|
R2 |
13,284 |
13,284 |
13,074 |
|
R1 |
13,161 |
13,161 |
13,057 |
13,127 |
PP |
13,093 |
13,093 |
13,093 |
13,076 |
S1 |
12,970 |
12,970 |
13,022 |
12,936 |
S2 |
12,902 |
12,902 |
13,004 |
|
S3 |
12,711 |
12,779 |
12,987 |
|
S4 |
12,520 |
12,588 |
12,934 |
|
|
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 |
13,024 |
284 |
2.2% |
110 |
0.8% |
5% |
False |
True |
95,918 |
10 |
13,308 |
13,024 |
284 |
2.2% |
107 |
0.8% |
5% |
False |
True |
92,307 |
20 |
13,308 |
12,721 |
587 |
4.5% |
133 |
1.0% |
54% |
False |
False |
98,858 |
40 |
13,308 |
12,376 |
932 |
7.1% |
158 |
1.2% |
71% |
False |
False |
108,057 |
60 |
13,308 |
11,884 |
1,424 |
10.9% |
169 |
1.3% |
81% |
False |
False |
105,139 |
80 |
13,308 |
11,884 |
1,424 |
10.9% |
162 |
1.2% |
81% |
False |
False |
78,894 |
100 |
13,308 |
11,884 |
1,424 |
10.9% |
143 |
1.1% |
81% |
False |
False |
63,117 |
120 |
13,308 |
11,884 |
1,424 |
10.9% |
133 |
1.0% |
81% |
False |
False |
52,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,027 |
2.618 |
13,715 |
1.618 |
13,524 |
1.000 |
13,406 |
0.618 |
13,333 |
HIGH |
13,215 |
0.618 |
13,142 |
0.500 |
13,120 |
0.382 |
13,097 |
LOW |
13,024 |
0.618 |
12,906 |
1.000 |
12,833 |
1.618 |
12,715 |
2.618 |
12,524 |
4.250 |
12,212 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,120 |
13,166 |
PP |
13,093 |
13,124 |
S1 |
13,066 |
13,081 |
|