Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,177 |
13,148 |
-29 |
-0.2% |
13,041 |
High |
13,177 |
13,220 |
43 |
0.3% |
13,166 |
Low |
13,123 |
13,081 |
-42 |
-0.3% |
12,985 |
Close |
13,145 |
13,118 |
-27 |
-0.2% |
13,163 |
Range |
54 |
139 |
85 |
157.4% |
181 |
ATR |
106 |
109 |
2 |
2.2% |
0 |
Volume |
40 |
35 |
-5 |
-12.5% |
264 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,557 |
13,476 |
13,195 |
|
R3 |
13,418 |
13,337 |
13,156 |
|
R2 |
13,279 |
13,279 |
13,144 |
|
R1 |
13,198 |
13,198 |
13,131 |
13,169 |
PP |
13,140 |
13,140 |
13,140 |
13,125 |
S1 |
13,059 |
13,059 |
13,105 |
13,030 |
S2 |
13,001 |
13,001 |
13,093 |
|
S3 |
12,862 |
12,920 |
13,080 |
|
S4 |
12,723 |
12,781 |
13,042 |
|
|
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 |
13,220 |
13,031 |
189 |
1.4% |
68 |
0.5% |
46% |
True |
False |
52 |
10 |
13,220 |
12,978 |
242 |
1.8% |
75 |
0.6% |
58% |
True |
False |
46 |
20 |
13,220 |
12,351 |
869 |
6.6% |
106 |
0.8% |
88% |
True |
False |
37 |
40 |
13,220 |
12,323 |
897 |
6.8% |
108 |
0.8% |
89% |
True |
False |
23 |
60 |
13,220 |
11,913 |
1,307 |
10.0% |
90 |
0.7% |
92% |
True |
False |
16 |
80 |
13,220 |
11,913 |
1,307 |
10.0% |
85 |
0.6% |
92% |
True |
False |
13 |
100 |
13,220 |
11,913 |
1,307 |
10.0% |
73 |
0.6% |
92% |
True |
False |
11 |
120 |
13,220 |
11,913 |
1,307 |
10.0% |
63 |
0.5% |
92% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,811 |
2.618 |
13,584 |
1.618 |
13,445 |
1.000 |
13,359 |
0.618 |
13,306 |
HIGH |
13,220 |
0.618 |
13,167 |
0.500 |
13,151 |
0.382 |
13,134 |
LOW |
13,081 |
0.618 |
12,995 |
1.000 |
12,942 |
1.618 |
12,856 |
2.618 |
12,717 |
4.250 |
12,490 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,151 |
13,151 |
PP |
13,140 |
13,140 |
S1 |
13,129 |
13,129 |
|