Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,047 |
13,031 |
-16 |
-0.1% |
12,980 |
High |
13,096 |
13,071 |
-25 |
-0.2% |
13,084 |
Low |
13,028 |
13,031 |
3 |
0.0% |
12,978 |
Close |
13,048 |
13,050 |
2 |
0.0% |
13,084 |
Range |
68 |
40 |
-28 |
-41.2% |
106 |
ATR |
123 |
118 |
-6 |
-4.8% |
0 |
Volume |
58 |
80 |
22 |
37.9% |
183 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,171 |
13,150 |
13,072 |
|
R3 |
13,131 |
13,110 |
13,061 |
|
R2 |
13,091 |
13,091 |
13,057 |
|
R1 |
13,070 |
13,070 |
13,054 |
13,081 |
PP |
13,051 |
13,051 |
13,051 |
13,056 |
S1 |
13,030 |
13,030 |
13,046 |
13,041 |
S2 |
13,011 |
13,011 |
13,043 |
|
S3 |
12,971 |
12,990 |
13,039 |
|
S4 |
12,931 |
12,950 |
13,028 |
|
|
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% |
71 |
0.5% |
61% |
False |
False |
50 |
10 |
13,096 |
12,666 |
430 |
3.3% |
104 |
0.8% |
89% |
False |
False |
40 |
20 |
13,096 |
12,351 |
745 |
5.7% |
115 |
0.9% |
94% |
False |
False |
30 |
40 |
13,096 |
12,323 |
773 |
5.9% |
107 |
0.8% |
94% |
False |
False |
19 |
60 |
13,096 |
11,913 |
1,183 |
9.1% |
90 |
0.7% |
96% |
False |
False |
14 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
82 |
0.6% |
95% |
False |
False |
11 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
70 |
0.5% |
95% |
False |
False |
10 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
61 |
0.5% |
95% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,241 |
2.618 |
13,176 |
1.618 |
13,136 |
1.000 |
13,111 |
0.618 |
13,096 |
HIGH |
13,071 |
0.618 |
13,056 |
0.500 |
13,051 |
0.382 |
13,046 |
LOW |
13,031 |
0.618 |
13,006 |
1.000 |
12,991 |
1.618 |
12,966 |
2.618 |
12,926 |
4.250 |
12,861 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,051 |
13,047 |
PP |
13,051 |
13,044 |
S1 |
13,050 |
13,041 |
|