Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,110 |
13,137 |
27 |
0.2% |
13,041 |
High |
13,132 |
13,137 |
5 |
0.0% |
13,166 |
Low |
13,027 |
12,947 |
-80 |
-0.6% |
12,985 |
Close |
13,075 |
12,959 |
-116 |
-0.9% |
13,163 |
Range |
105 |
190 |
85 |
81.0% |
181 |
ATR |
108 |
114 |
6 |
5.4% |
0 |
Volume |
99 |
45 |
-54 |
-54.5% |
264 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,584 |
13,462 |
13,064 |
|
R3 |
13,394 |
13,272 |
13,011 |
|
R2 |
13,204 |
13,204 |
12,994 |
|
R1 |
13,082 |
13,082 |
12,977 |
13,048 |
PP |
13,014 |
13,014 |
13,014 |
12,998 |
S1 |
12,892 |
12,892 |
12,942 |
12,858 |
S2 |
12,824 |
12,824 |
12,924 |
|
S3 |
12,634 |
12,702 |
12,907 |
|
S4 |
12,444 |
12,512 |
12,855 |
|
|
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 |
12,947 |
273 |
2.1% |
104 |
0.8% |
4% |
False |
True |
59 |
10 |
13,220 |
12,947 |
273 |
2.1% |
89 |
0.7% |
4% |
False |
True |
54 |
20 |
13,220 |
12,666 |
554 |
4.3% |
104 |
0.8% |
53% |
False |
False |
39 |
40 |
13,220 |
12,323 |
897 |
6.9% |
112 |
0.9% |
71% |
False |
False |
27 |
60 |
13,220 |
11,913 |
1,307 |
10.1% |
95 |
0.7% |
80% |
False |
False |
19 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
87 |
0.7% |
80% |
False |
False |
14 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
76 |
0.6% |
80% |
False |
False |
12 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
65 |
0.5% |
80% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,945 |
2.618 |
13,635 |
1.618 |
13,445 |
1.000 |
13,327 |
0.618 |
13,255 |
HIGH |
13,137 |
0.618 |
13,065 |
0.500 |
13,042 |
0.382 |
13,020 |
LOW |
12,947 |
0.618 |
12,830 |
1.000 |
12,757 |
1.618 |
12,640 |
2.618 |
12,450 |
4.250 |
12,140 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,042 |
13,084 |
PP |
13,014 |
13,042 |
S1 |
12,987 |
13,001 |
|