Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,148 |
13,110 |
-38 |
-0.3% |
13,041 |
High |
13,220 |
13,132 |
-88 |
-0.7% |
13,166 |
Low |
13,081 |
13,027 |
-54 |
-0.4% |
12,985 |
Close |
13,118 |
13,075 |
-43 |
-0.3% |
13,163 |
Range |
139 |
105 |
-34 |
-24.5% |
181 |
ATR |
109 |
108 |
0 |
-0.2% |
0 |
Volume |
35 |
99 |
64 |
182.9% |
264 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,393 |
13,339 |
13,133 |
|
R3 |
13,288 |
13,234 |
13,104 |
|
R2 |
13,183 |
13,183 |
13,094 |
|
R1 |
13,129 |
13,129 |
13,085 |
13,104 |
PP |
13,078 |
13,078 |
13,078 |
13,065 |
S1 |
13,024 |
13,024 |
13,066 |
12,999 |
S2 |
12,973 |
12,973 |
13,056 |
|
S3 |
12,868 |
12,919 |
13,046 |
|
S4 |
12,763 |
12,814 |
13,017 |
|
|
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 |
13,027 |
193 |
1.5% |
81 |
0.6% |
25% |
False |
True |
55 |
10 |
13,220 |
12,978 |
242 |
1.9% |
76 |
0.6% |
40% |
False |
False |
53 |
20 |
13,220 |
12,650 |
570 |
4.4% |
100 |
0.8% |
75% |
False |
False |
40 |
40 |
13,220 |
12,323 |
897 |
6.9% |
110 |
0.8% |
84% |
False |
False |
25 |
60 |
13,220 |
11,913 |
1,307 |
10.0% |
92 |
0.7% |
89% |
False |
False |
18 |
80 |
13,220 |
11,913 |
1,307 |
10.0% |
85 |
0.6% |
89% |
False |
False |
14 |
100 |
13,220 |
11,913 |
1,307 |
10.0% |
74 |
0.6% |
89% |
False |
False |
12 |
120 |
13,220 |
11,913 |
1,307 |
10.0% |
63 |
0.5% |
89% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,578 |
2.618 |
13,407 |
1.618 |
13,302 |
1.000 |
13,237 |
0.618 |
13,197 |
HIGH |
13,132 |
0.618 |
13,092 |
0.500 |
13,080 |
0.382 |
13,067 |
LOW |
13,027 |
0.618 |
12,962 |
1.000 |
12,922 |
1.618 |
12,857 |
2.618 |
12,752 |
4.250 |
12,581 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,080 |
13,124 |
PP |
13,078 |
13,107 |
S1 |
13,077 |
13,091 |
|