Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,921.5 |
6,959.5 |
38.0 |
0.5% |
6,869.0 |
High |
6,986.0 |
6,970.0 |
-16.0 |
-0.2% |
7,000.5 |
Low |
6,895.0 |
6,885.0 |
-10.0 |
-0.1% |
6,856.5 |
Close |
6,952.0 |
6,914.0 |
-38.0 |
-0.5% |
6,952.0 |
Range |
91.0 |
85.0 |
-6.0 |
-6.6% |
144.0 |
ATR |
131.9 |
128.5 |
-3.3 |
-2.5% |
0.0 |
Volume |
341 |
147 |
-194 |
-56.9% |
1,621 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,178.0 |
7,131.0 |
6,960.8 |
|
R3 |
7,093.0 |
7,046.0 |
6,937.4 |
|
R2 |
7,008.0 |
7,008.0 |
6,929.6 |
|
R1 |
6,961.0 |
6,961.0 |
6,921.8 |
6,942.0 |
PP |
6,923.0 |
6,923.0 |
6,923.0 |
6,913.5 |
S1 |
6,876.0 |
6,876.0 |
6,906.2 |
6,857.0 |
S2 |
6,838.0 |
6,838.0 |
6,898.4 |
|
S3 |
6,753.0 |
6,791.0 |
6,890.6 |
|
S4 |
6,668.0 |
6,706.0 |
6,867.3 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,368.3 |
7,304.2 |
7,031.2 |
|
R3 |
7,224.3 |
7,160.2 |
6,991.6 |
|
R2 |
7,080.3 |
7,080.3 |
6,978.4 |
|
R1 |
7,016.2 |
7,016.2 |
6,965.2 |
7,048.3 |
PP |
6,936.3 |
6,936.3 |
6,936.3 |
6,952.4 |
S1 |
6,872.2 |
6,872.2 |
6,938.8 |
6,904.3 |
S2 |
6,792.3 |
6,792.3 |
6,925.6 |
|
S3 |
6,648.3 |
6,728.2 |
6,912.4 |
|
S4 |
6,504.3 |
6,584.2 |
6,872.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,000.5 |
6,885.0 |
115.5 |
1.7% |
81.0 |
1.2% |
25% |
False |
True |
301 |
10 |
7,000.5 |
6,554.5 |
446.0 |
6.5% |
120.4 |
1.7% |
81% |
False |
False |
377 |
20 |
7,000.5 |
6,320.0 |
680.5 |
9.8% |
136.7 |
2.0% |
87% |
False |
False |
514 |
40 |
7,000.5 |
6,112.5 |
888.0 |
12.8% |
121.7 |
1.8% |
90% |
False |
False |
496 |
60 |
7,000.5 |
5,924.0 |
1,076.5 |
15.6% |
121.1 |
1.8% |
92% |
False |
False |
1,187 |
80 |
7,000.5 |
5,924.0 |
1,076.5 |
15.6% |
118.1 |
1.7% |
92% |
False |
False |
910 |
100 |
7,110.0 |
5,924.0 |
1,186.0 |
17.2% |
112.6 |
1.6% |
83% |
False |
False |
736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,331.3 |
2.618 |
7,192.5 |
1.618 |
7,107.5 |
1.000 |
7,055.0 |
0.618 |
7,022.5 |
HIGH |
6,970.0 |
0.618 |
6,937.5 |
0.500 |
6,927.5 |
0.382 |
6,917.5 |
LOW |
6,885.0 |
0.618 |
6,832.5 |
1.000 |
6,800.0 |
1.618 |
6,747.5 |
2.618 |
6,662.5 |
4.250 |
6,523.8 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,927.5 |
6,942.8 |
PP |
6,923.0 |
6,933.2 |
S1 |
6,918.5 |
6,923.6 |
|