Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,018 |
13,034 |
16 |
0.1% |
12,936 |
High |
13,073 |
13,080 |
7 |
0.1% |
12,997 |
Low |
12,979 |
13,013 |
34 |
0.3% |
12,666 |
Close |
13,035 |
13,051 |
16 |
0.1% |
12,975 |
Range |
94 |
67 |
-27 |
-28.7% |
331 |
ATR |
137 |
132 |
-5 |
-3.6% |
0 |
Volume |
28 |
32 |
4 |
14.3% |
103 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,249 |
13,217 |
13,088 |
|
R3 |
13,182 |
13,150 |
13,070 |
|
R2 |
13,115 |
13,115 |
13,063 |
|
R1 |
13,083 |
13,083 |
13,057 |
13,099 |
PP |
13,048 |
13,048 |
13,048 |
13,056 |
S1 |
13,016 |
13,016 |
13,045 |
13,032 |
S2 |
12,981 |
12,981 |
13,039 |
|
S3 |
12,914 |
12,949 |
13,033 |
|
S4 |
12,847 |
12,882 |
13,014 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,872 |
13,755 |
13,157 |
|
R3 |
13,541 |
13,424 |
13,066 |
|
R2 |
13,210 |
13,210 |
13,036 |
|
R1 |
13,093 |
13,093 |
13,005 |
13,152 |
PP |
12,879 |
12,879 |
12,879 |
12,909 |
S1 |
12,762 |
12,762 |
12,945 |
12,821 |
S2 |
12,548 |
12,548 |
12,914 |
|
S3 |
12,217 |
12,431 |
12,884 |
|
S4 |
11,886 |
12,100 |
12,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,080 |
12,770 |
310 |
2.4% |
106 |
0.8% |
91% |
True |
False |
35 |
10 |
13,080 |
12,666 |
414 |
3.2% |
119 |
0.9% |
93% |
True |
False |
25 |
20 |
13,080 |
12,351 |
729 |
5.6% |
125 |
1.0% |
96% |
True |
False |
22 |
40 |
13,080 |
12,323 |
757 |
5.8% |
108 |
0.8% |
96% |
True |
False |
14 |
60 |
13,080 |
11,913 |
1,167 |
8.9% |
92 |
0.7% |
98% |
True |
False |
10 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
79 |
0.6% |
95% |
False |
False |
8 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
67 |
0.5% |
95% |
False |
False |
8 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
60 |
0.5% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,365 |
2.618 |
13,256 |
1.618 |
13,189 |
1.000 |
13,147 |
0.618 |
13,122 |
HIGH |
13,080 |
0.618 |
13,055 |
0.500 |
13,047 |
0.382 |
13,039 |
LOW |
13,013 |
0.618 |
12,972 |
1.000 |
12,946 |
1.618 |
12,905 |
2.618 |
12,838 |
4.250 |
12,728 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,050 |
13,044 |
PP |
13,048 |
13,037 |
S1 |
13,047 |
13,030 |
|