Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,034 |
13,011 |
-23 |
-0.2% |
12,980 |
High |
13,080 |
13,084 |
4 |
0.0% |
13,084 |
Low |
13,013 |
12,978 |
-35 |
-0.3% |
12,978 |
Close |
13,051 |
13,084 |
33 |
0.3% |
13,084 |
Range |
67 |
106 |
39 |
58.2% |
106 |
ATR |
132 |
130 |
-2 |
-1.4% |
0 |
Volume |
32 |
61 |
29 |
90.6% |
183 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,367 |
13,331 |
13,142 |
|
R3 |
13,261 |
13,225 |
13,113 |
|
R2 |
13,155 |
13,155 |
13,104 |
|
R1 |
13,119 |
13,119 |
13,094 |
13,137 |
PP |
13,049 |
13,049 |
13,049 |
13,058 |
S1 |
13,013 |
13,013 |
13,074 |
13,031 |
S2 |
12,943 |
12,943 |
13,065 |
|
S3 |
12,837 |
12,907 |
13,055 |
|
S4 |
12,731 |
12,801 |
13,026 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,367 |
13,331 |
13,142 |
|
R3 |
13,261 |
13,225 |
13,113 |
|
R2 |
13,155 |
13,155 |
13,104 |
|
R1 |
13,119 |
13,119 |
13,094 |
13,137 |
PP |
13,049 |
13,049 |
13,049 |
13,058 |
S1 |
13,013 |
13,013 |
13,074 |
13,031 |
S2 |
12,943 |
12,943 |
13,065 |
|
S3 |
12,837 |
12,907 |
13,055 |
|
S4 |
12,731 |
12,801 |
13,026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,084 |
12,978 |
106 |
0.8% |
81 |
0.6% |
100% |
True |
True |
36 |
10 |
13,084 |
12,666 |
418 |
3.2% |
106 |
0.8% |
100% |
True |
False |
28 |
20 |
13,084 |
12,351 |
733 |
5.6% |
124 |
0.9% |
100% |
True |
False |
23 |
40 |
13,084 |
12,323 |
761 |
5.8% |
109 |
0.8% |
100% |
True |
False |
16 |
60 |
13,084 |
11,913 |
1,171 |
8.9% |
93 |
0.7% |
100% |
True |
False |
11 |
80 |
13,108 |
11,913 |
1,195 |
9.1% |
80 |
0.6% |
98% |
False |
False |
9 |
100 |
13,108 |
11,913 |
1,195 |
9.1% |
68 |
0.5% |
98% |
False |
False |
9 |
120 |
13,109 |
11,913 |
1,196 |
9.1% |
61 |
0.5% |
98% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,535 |
2.618 |
13,362 |
1.618 |
13,256 |
1.000 |
13,190 |
0.618 |
13,150 |
HIGH |
13,084 |
0.618 |
13,044 |
0.500 |
13,031 |
0.382 |
13,019 |
LOW |
12,978 |
0.618 |
12,913 |
1.000 |
12,872 |
1.618 |
12,807 |
2.618 |
12,701 |
4.250 |
12,528 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,066 |
13,066 |
PP |
13,049 |
13,049 |
S1 |
13,031 |
13,031 |
|