Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.23 |
141.98 |
-0.25 |
-0.2% |
140.60 |
High |
142.30 |
142.22 |
-0.08 |
-0.1% |
142.30 |
Low |
141.86 |
141.59 |
-0.27 |
-0.2% |
140.04 |
Close |
142.18 |
142.19 |
0.01 |
0.0% |
142.18 |
Range |
0.44 |
0.63 |
0.19 |
43.2% |
2.26 |
ATR |
1.36 |
1.30 |
-0.05 |
-3.8% |
0.00 |
Volume |
90,793,500 |
78,221,047 |
-12,572,453 |
-13.8% |
455,440,391 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.89 |
143.67 |
142.54 |
|
R3 |
143.26 |
143.04 |
142.36 |
|
R2 |
142.63 |
142.63 |
142.31 |
|
R1 |
142.41 |
142.41 |
142.25 |
142.52 |
PP |
142.00 |
142.00 |
142.00 |
142.06 |
S1 |
141.78 |
141.78 |
142.13 |
141.89 |
S2 |
141.37 |
141.37 |
142.07 |
|
S3 |
140.74 |
141.15 |
142.02 |
|
S4 |
140.11 |
140.52 |
141.84 |
|
|
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 |
140.37 |
1.93 |
1.4% |
0.82 |
0.6% |
94% |
False |
False |
90,855,639 |
10 |
142.30 |
139.81 |
2.49 |
1.8% |
0.84 |
0.6% |
96% |
False |
False |
92,268,100 |
20 |
142.30 |
133.03 |
9.27 |
6.5% |
1.26 |
0.9% |
99% |
False |
False |
121,361,850 |
40 |
142.30 |
130.85 |
11.45 |
8.1% |
1.34 |
0.9% |
99% |
False |
False |
128,687,039 |
60 |
142.30 |
127.14 |
15.16 |
10.7% |
1.56 |
1.1% |
99% |
False |
False |
144,320,345 |
80 |
142.30 |
127.14 |
15.16 |
10.7% |
1.59 |
1.1% |
99% |
False |
False |
153,162,918 |
100 |
142.30 |
127.14 |
15.16 |
10.7% |
1.55 |
1.1% |
99% |
False |
False |
153,400,574 |
120 |
142.30 |
127.14 |
15.16 |
10.7% |
1.46 |
1.0% |
99% |
False |
False |
150,790,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.90 |
2.618 |
143.87 |
1.618 |
143.24 |
1.000 |
142.85 |
0.618 |
142.61 |
HIGH |
142.22 |
0.618 |
141.98 |
0.500 |
141.91 |
0.382 |
141.83 |
LOW |
141.59 |
0.618 |
141.20 |
1.000 |
140.96 |
1.618 |
140.57 |
2.618 |
139.94 |
4.250 |
138.91 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.10 |
141.98 |
PP |
142.00 |
141.76 |
S1 |
141.91 |
141.55 |
|