Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,137 |
12,937 |
-200 |
-1.5% |
13,177 |
High |
13,137 |
13,078 |
-59 |
-0.4% |
13,220 |
Low |
12,947 |
12,920 |
-27 |
-0.2% |
12,920 |
Close |
12,959 |
13,074 |
115 |
0.9% |
13,074 |
Range |
190 |
158 |
-32 |
-16.8% |
300 |
ATR |
114 |
117 |
3 |
2.7% |
0 |
Volume |
45 |
68 |
23 |
51.1% |
287 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,498 |
13,444 |
13,161 |
|
R3 |
13,340 |
13,286 |
13,118 |
|
R2 |
13,182 |
13,182 |
13,103 |
|
R1 |
13,128 |
13,128 |
13,089 |
13,155 |
PP |
13,024 |
13,024 |
13,024 |
13,038 |
S1 |
12,970 |
12,970 |
13,060 |
12,997 |
S2 |
12,866 |
12,866 |
13,045 |
|
S3 |
12,708 |
12,812 |
13,031 |
|
S4 |
12,550 |
12,654 |
12,987 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,971 |
13,823 |
13,239 |
|
R3 |
13,671 |
13,523 |
13,157 |
|
R2 |
13,371 |
13,371 |
13,129 |
|
R1 |
13,223 |
13,223 |
13,102 |
13,147 |
PP |
13,071 |
13,071 |
13,071 |
13,034 |
S1 |
12,923 |
12,923 |
13,047 |
12,847 |
S2 |
12,771 |
12,771 |
13,019 |
|
S3 |
12,471 |
12,623 |
12,992 |
|
S4 |
12,171 |
12,323 |
12,909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,220 |
12,920 |
300 |
2.3% |
129 |
1.0% |
51% |
False |
True |
57 |
10 |
13,220 |
12,920 |
300 |
2.3% |
94 |
0.7% |
51% |
False |
True |
55 |
20 |
13,220 |
12,666 |
554 |
4.2% |
100 |
0.8% |
74% |
False |
False |
41 |
40 |
13,220 |
12,351 |
869 |
6.6% |
112 |
0.9% |
83% |
False |
False |
28 |
60 |
13,220 |
11,913 |
1,307 |
10.0% |
97 |
0.7% |
89% |
False |
False |
20 |
80 |
13,220 |
11,913 |
1,307 |
10.0% |
88 |
0.7% |
89% |
False |
False |
15 |
100 |
13,220 |
11,913 |
1,307 |
10.0% |
76 |
0.6% |
89% |
False |
False |
13 |
120 |
13,220 |
11,913 |
1,307 |
10.0% |
66 |
0.5% |
89% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,750 |
2.618 |
13,492 |
1.618 |
13,334 |
1.000 |
13,236 |
0.618 |
13,176 |
HIGH |
13,078 |
0.618 |
13,018 |
0.500 |
12,999 |
0.382 |
12,980 |
LOW |
12,920 |
0.618 |
12,822 |
1.000 |
12,762 |
1.618 |
12,664 |
2.618 |
12,506 |
4.250 |
12,249 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,049 |
13,059 |
PP |
13,024 |
13,044 |
S1 |
12,999 |
13,029 |
|