Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,075 |
13,150 |
75 |
0.6% |
13,041 |
High |
13,149 |
13,166 |
17 |
0.1% |
13,166 |
Low |
13,075 |
13,133 |
58 |
0.4% |
12,985 |
Close |
13,141 |
13,163 |
22 |
0.2% |
13,163 |
Range |
74 |
33 |
-41 |
-55.4% |
181 |
ATR |
116 |
110 |
-6 |
-5.1% |
0 |
Volume |
27 |
78 |
51 |
188.9% |
264 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,253 |
13,241 |
13,181 |
|
R3 |
13,220 |
13,208 |
13,172 |
|
R2 |
13,187 |
13,187 |
13,169 |
|
R1 |
13,175 |
13,175 |
13,166 |
13,181 |
PP |
13,154 |
13,154 |
13,154 |
13,157 |
S1 |
13,142 |
13,142 |
13,160 |
13,148 |
S2 |
13,121 |
13,121 |
13,157 |
|
S3 |
13,088 |
13,109 |
13,154 |
|
S4 |
13,055 |
13,076 |
13,145 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,648 |
13,586 |
13,263 |
|
R3 |
13,467 |
13,405 |
13,213 |
|
R2 |
13,286 |
13,286 |
13,196 |
|
R1 |
13,224 |
13,224 |
13,180 |
13,255 |
PP |
13,105 |
13,105 |
13,105 |
13,120 |
S1 |
13,043 |
13,043 |
13,147 |
13,074 |
S2 |
12,924 |
12,924 |
13,130 |
|
S3 |
12,743 |
12,862 |
13,113 |
|
S4 |
12,562 |
12,681 |
13,064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,166 |
12,985 |
181 |
1.4% |
58 |
0.4% |
98% |
True |
False |
52 |
10 |
13,166 |
12,978 |
188 |
1.4% |
70 |
0.5% |
98% |
True |
False |
44 |
20 |
13,166 |
12,351 |
815 |
6.2% |
114 |
0.9% |
100% |
True |
False |
34 |
40 |
13,166 |
12,323 |
843 |
6.4% |
103 |
0.8% |
100% |
True |
False |
21 |
60 |
13,166 |
11,913 |
1,253 |
9.5% |
87 |
0.7% |
100% |
True |
False |
15 |
80 |
13,166 |
11,913 |
1,253 |
9.5% |
83 |
0.6% |
100% |
True |
False |
12 |
100 |
13,166 |
11,913 |
1,253 |
9.5% |
71 |
0.5% |
100% |
True |
False |
11 |
120 |
13,166 |
11,913 |
1,253 |
9.5% |
62 |
0.5% |
100% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,306 |
2.618 |
13,253 |
1.618 |
13,220 |
1.000 |
13,199 |
0.618 |
13,187 |
HIGH |
13,166 |
0.618 |
13,154 |
0.500 |
13,150 |
0.382 |
13,146 |
LOW |
13,133 |
0.618 |
13,113 |
1.000 |
13,100 |
1.618 |
13,080 |
2.618 |
13,047 |
4.250 |
12,993 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,159 |
13,142 |
PP |
13,154 |
13,120 |
S1 |
13,150 |
13,099 |
|