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 |
13,011 |
13,041 |
30 |
0.2% |
12,980 |
High |
13,084 |
13,060 |
-24 |
-0.2% |
13,084 |
Low |
12,978 |
12,985 |
7 |
0.1% |
12,978 |
Close |
13,084 |
13,050 |
-34 |
-0.3% |
13,084 |
Range |
106 |
75 |
-31 |
-29.2% |
106 |
ATR |
130 |
128 |
-2 |
-1.7% |
0 |
Volume |
61 |
21 |
-40 |
-65.6% |
183 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,257 |
13,228 |
13,091 |
|
R3 |
13,182 |
13,153 |
13,071 |
|
R2 |
13,107 |
13,107 |
13,064 |
|
R1 |
13,078 |
13,078 |
13,057 |
13,093 |
PP |
13,032 |
13,032 |
13,032 |
13,039 |
S1 |
13,003 |
13,003 |
13,043 |
13,018 |
S2 |
12,957 |
12,957 |
13,036 |
|
S3 |
12,882 |
12,928 |
13,030 |
|
S4 |
12,807 |
12,853 |
13,009 |
|
|
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% |
83 |
0.6% |
68% |
False |
False |
35 |
10 |
13,084 |
12,666 |
418 |
3.2% |
108 |
0.8% |
92% |
False |
False |
27 |
20 |
13,084 |
12,351 |
733 |
5.6% |
125 |
1.0% |
95% |
False |
False |
23 |
40 |
13,084 |
12,323 |
761 |
5.8% |
110 |
0.8% |
96% |
False |
False |
16 |
60 |
13,084 |
11,913 |
1,171 |
9.0% |
90 |
0.7% |
97% |
False |
False |
11 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
81 |
0.6% |
95% |
False |
False |
9 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
69 |
0.5% |
95% |
False |
False |
9 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
60 |
0.5% |
95% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,379 |
2.618 |
13,256 |
1.618 |
13,181 |
1.000 |
13,135 |
0.618 |
13,106 |
HIGH |
13,060 |
0.618 |
13,031 |
0.500 |
13,023 |
0.382 |
13,014 |
LOW |
12,985 |
0.618 |
12,939 |
1.000 |
12,910 |
1.618 |
12,864 |
2.618 |
12,789 |
4.250 |
12,666 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,041 |
13,044 |
PP |
13,032 |
13,037 |
S1 |
13,023 |
13,031 |
|