Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.15 |
142.23 |
1.08 |
0.8% |
140.60 |
High |
142.16 |
142.30 |
0.14 |
0.1% |
142.30 |
Low |
140.80 |
141.86 |
1.06 |
0.8% |
140.04 |
Close |
141.99 |
142.18 |
0.19 |
0.1% |
142.18 |
Range |
1.36 |
0.44 |
-0.92 |
-67.6% |
2.26 |
ATR |
1.43 |
1.36 |
-0.07 |
-4.9% |
0.00 |
Volume |
111,987,547 |
90,793,500 |
-21,194,047 |
-18.9% |
455,440,391 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.43 |
143.25 |
142.42 |
|
R3 |
142.99 |
142.81 |
142.30 |
|
R2 |
142.55 |
142.55 |
142.26 |
|
R1 |
142.37 |
142.37 |
142.22 |
142.24 |
PP |
142.11 |
142.11 |
142.11 |
142.05 |
S1 |
141.93 |
141.93 |
142.14 |
141.80 |
S2 |
141.67 |
141.67 |
142.10 |
|
S3 |
141.23 |
141.49 |
142.06 |
|
S4 |
140.79 |
141.05 |
141.94 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.29 |
147.49 |
143.42 |
|
R3 |
146.03 |
145.23 |
142.80 |
|
R2 |
143.77 |
143.77 |
142.59 |
|
R1 |
142.97 |
142.97 |
142.39 |
143.37 |
PP |
141.51 |
141.51 |
141.51 |
141.71 |
S1 |
140.71 |
140.71 |
141.97 |
141.11 |
S2 |
139.25 |
139.25 |
141.77 |
|
S3 |
136.99 |
138.45 |
141.56 |
|
S4 |
134.73 |
136.19 |
140.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.30 |
140.04 |
2.26 |
1.6% |
0.85 |
0.6% |
95% |
True |
False |
91,088,078 |
10 |
142.30 |
139.56 |
2.74 |
1.9% |
0.84 |
0.6% |
96% |
True |
False |
93,076,040 |
20 |
142.30 |
133.03 |
9.27 |
6.5% |
1.31 |
0.9% |
99% |
True |
False |
124,704,829 |
40 |
142.30 |
130.85 |
11.45 |
8.1% |
1.35 |
1.0% |
99% |
True |
False |
129,980,772 |
60 |
142.30 |
127.14 |
15.16 |
10.7% |
1.57 |
1.1% |
99% |
True |
False |
145,803,580 |
80 |
142.30 |
127.14 |
15.16 |
10.7% |
1.60 |
1.1% |
99% |
True |
False |
153,883,089 |
100 |
142.30 |
127.14 |
15.16 |
10.7% |
1.56 |
1.1% |
99% |
True |
False |
154,103,351 |
120 |
142.30 |
127.14 |
15.16 |
10.7% |
1.47 |
1.0% |
99% |
True |
False |
151,686,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.17 |
2.618 |
143.45 |
1.618 |
143.01 |
1.000 |
142.74 |
0.618 |
142.57 |
HIGH |
142.30 |
0.618 |
142.13 |
0.500 |
142.08 |
0.382 |
142.03 |
LOW |
141.86 |
0.618 |
141.59 |
1.000 |
141.42 |
1.618 |
141.15 |
2.618 |
140.71 |
4.250 |
139.99 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.15 |
141.93 |
PP |
142.11 |
141.68 |
S1 |
142.08 |
141.43 |
|