Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,041 |
13,047 |
6 |
0.0% |
12,980 |
High |
13,060 |
13,096 |
36 |
0.3% |
13,084 |
Low |
12,985 |
13,028 |
43 |
0.3% |
12,978 |
Close |
13,050 |
13,048 |
-2 |
0.0% |
13,084 |
Range |
75 |
68 |
-7 |
-9.3% |
106 |
ATR |
128 |
123 |
-4 |
-3.3% |
0 |
Volume |
21 |
58 |
37 |
176.2% |
183 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,261 |
13,223 |
13,086 |
|
R3 |
13,193 |
13,155 |
13,067 |
|
R2 |
13,125 |
13,125 |
13,061 |
|
R1 |
13,087 |
13,087 |
13,054 |
13,106 |
PP |
13,057 |
13,057 |
13,057 |
13,067 |
S1 |
13,019 |
13,019 |
13,042 |
13,038 |
S2 |
12,989 |
12,989 |
13,036 |
|
S3 |
12,921 |
12,951 |
13,029 |
|
S4 |
12,853 |
12,883 |
13,011 |
|
|
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 |
13,096 |
12,978 |
118 |
0.9% |
82 |
0.6% |
59% |
True |
False |
40 |
10 |
13,096 |
12,666 |
430 |
3.3% |
105 |
0.8% |
89% |
True |
False |
32 |
20 |
13,096 |
12,351 |
745 |
5.7% |
120 |
0.9% |
94% |
True |
False |
26 |
40 |
13,096 |
12,323 |
773 |
5.9% |
108 |
0.8% |
94% |
True |
False |
17 |
60 |
13,096 |
11,913 |
1,183 |
9.1% |
90 |
0.7% |
96% |
True |
False |
12 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
81 |
0.6% |
95% |
False |
False |
10 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
70 |
0.5% |
95% |
False |
False |
9 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
60 |
0.5% |
95% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,385 |
2.618 |
13,274 |
1.618 |
13,206 |
1.000 |
13,164 |
0.618 |
13,138 |
HIGH |
13,096 |
0.618 |
13,070 |
0.500 |
13,062 |
0.382 |
13,054 |
LOW |
13,028 |
0.618 |
12,986 |
1.000 |
12,960 |
1.618 |
12,918 |
2.618 |
12,850 |
4.250 |
12,739 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,062 |
13,044 |
PP |
13,057 |
13,041 |
S1 |
13,053 |
13,037 |
|