Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,150 |
13,177 |
27 |
0.2% |
13,041 |
High |
13,166 |
13,177 |
11 |
0.1% |
13,166 |
Low |
13,133 |
13,123 |
-10 |
-0.1% |
12,985 |
Close |
13,163 |
13,145 |
-18 |
-0.1% |
13,163 |
Range |
33 |
54 |
21 |
63.6% |
181 |
ATR |
110 |
106 |
-4 |
-3.6% |
0 |
Volume |
78 |
40 |
-38 |
-48.7% |
264 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,310 |
13,282 |
13,175 |
|
R3 |
13,256 |
13,228 |
13,160 |
|
R2 |
13,202 |
13,202 |
13,155 |
|
R1 |
13,174 |
13,174 |
13,150 |
13,161 |
PP |
13,148 |
13,148 |
13,148 |
13,142 |
S1 |
13,120 |
13,120 |
13,140 |
13,107 |
S2 |
13,094 |
13,094 |
13,135 |
|
S3 |
13,040 |
13,066 |
13,130 |
|
S4 |
12,986 |
13,012 |
13,115 |
|
|
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 |
13,177 |
13,028 |
149 |
1.1% |
54 |
0.4% |
79% |
True |
False |
56 |
10 |
13,177 |
12,978 |
199 |
1.5% |
68 |
0.5% |
84% |
True |
False |
45 |
20 |
13,177 |
12,351 |
826 |
6.3% |
108 |
0.8% |
96% |
True |
False |
35 |
40 |
13,177 |
12,323 |
854 |
6.5% |
104 |
0.8% |
96% |
True |
False |
22 |
60 |
13,177 |
11,913 |
1,264 |
9.6% |
88 |
0.7% |
97% |
True |
False |
16 |
80 |
13,177 |
11,913 |
1,264 |
9.6% |
83 |
0.6% |
97% |
True |
False |
13 |
100 |
13,177 |
11,913 |
1,264 |
9.6% |
72 |
0.5% |
97% |
True |
False |
11 |
120 |
13,177 |
11,913 |
1,264 |
9.6% |
62 |
0.5% |
97% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,407 |
2.618 |
13,318 |
1.618 |
13,264 |
1.000 |
13,231 |
0.618 |
13,210 |
HIGH |
13,177 |
0.618 |
13,156 |
0.500 |
13,150 |
0.382 |
13,144 |
LOW |
13,123 |
0.618 |
13,090 |
1.000 |
13,069 |
1.618 |
13,036 |
2.618 |
12,982 |
4.250 |
12,894 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,150 |
13,139 |
PP |
13,148 |
13,132 |
S1 |
13,147 |
13,126 |
|