Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,031 |
13,075 |
44 |
0.3% |
12,980 |
High |
13,071 |
13,149 |
78 |
0.6% |
13,084 |
Low |
13,031 |
13,075 |
44 |
0.3% |
12,978 |
Close |
13,050 |
13,141 |
91 |
0.7% |
13,084 |
Range |
40 |
74 |
34 |
85.0% |
106 |
ATR |
118 |
116 |
-1 |
-1.1% |
0 |
Volume |
80 |
27 |
-53 |
-66.3% |
183 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,344 |
13,316 |
13,182 |
|
R3 |
13,270 |
13,242 |
13,161 |
|
R2 |
13,196 |
13,196 |
13,155 |
|
R1 |
13,168 |
13,168 |
13,148 |
13,182 |
PP |
13,122 |
13,122 |
13,122 |
13,129 |
S1 |
13,094 |
13,094 |
13,134 |
13,108 |
S2 |
13,048 |
13,048 |
13,128 |
|
S3 |
12,974 |
13,020 |
13,121 |
|
S4 |
12,900 |
12,946 |
13,100 |
|
|
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 |
13,149 |
12,978 |
171 |
1.3% |
73 |
0.6% |
95% |
True |
False |
49 |
10 |
13,149 |
12,770 |
379 |
2.9% |
89 |
0.7% |
98% |
True |
False |
42 |
20 |
13,149 |
12,351 |
798 |
6.1% |
118 |
0.9% |
99% |
True |
False |
31 |
40 |
13,149 |
12,323 |
826 |
6.3% |
107 |
0.8% |
99% |
True |
False |
20 |
60 |
13,149 |
11,913 |
1,236 |
9.4% |
90 |
0.7% |
99% |
True |
False |
14 |
80 |
13,149 |
11,913 |
1,236 |
9.4% |
83 |
0.6% |
99% |
True |
False |
11 |
100 |
13,149 |
11,913 |
1,236 |
9.4% |
71 |
0.5% |
99% |
True |
False |
10 |
120 |
13,149 |
11,913 |
1,236 |
9.4% |
61 |
0.5% |
99% |
True |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,464 |
2.618 |
13,343 |
1.618 |
13,269 |
1.000 |
13,223 |
0.618 |
13,195 |
HIGH |
13,149 |
0.618 |
13,121 |
0.500 |
13,112 |
0.382 |
13,103 |
LOW |
13,075 |
0.618 |
13,029 |
1.000 |
13,001 |
1.618 |
12,955 |
2.618 |
12,881 |
4.250 |
12,761 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,131 |
13,124 |
PP |
13,122 |
13,106 |
S1 |
13,112 |
13,089 |
|