Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,610.2 |
1,612.8 |
2.6 |
0.2% |
1,622.9 |
High |
1,614.8 |
1,617.1 |
2.3 |
0.1% |
1,627.5 |
Low |
1,603.0 |
1,610.1 |
7.1 |
0.4% |
1,583.1 |
Close |
1,612.9 |
1,617.1 |
4.2 |
0.3% |
1,606.0 |
Range |
11.8 |
7.0 |
-4.8 |
-40.7% |
44.4 |
ATR |
21.0 |
20.0 |
-1.0 |
-4.8% |
0.0 |
Volume |
334 |
433 |
99 |
29.6% |
58,969 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.8 |
1,633.4 |
1,621.0 |
|
R3 |
1,628.8 |
1,626.4 |
1,619.0 |
|
R2 |
1,621.8 |
1,621.8 |
1,618.4 |
|
R1 |
1,619.4 |
1,619.4 |
1,617.7 |
1,620.6 |
PP |
1,614.8 |
1,614.8 |
1,614.8 |
1,615.4 |
S1 |
1,612.4 |
1,612.4 |
1,616.5 |
1,613.6 |
S2 |
1,607.8 |
1,607.8 |
1,615.8 |
|
S3 |
1,600.8 |
1,605.4 |
1,615.2 |
|
S4 |
1,593.8 |
1,598.4 |
1,613.3 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.7 |
1,716.8 |
1,630.4 |
|
R3 |
1,694.3 |
1,672.4 |
1,618.2 |
|
R2 |
1,649.9 |
1,649.9 |
1,614.1 |
|
R1 |
1,628.0 |
1,628.0 |
1,610.1 |
1,616.8 |
PP |
1,605.5 |
1,605.5 |
1,605.5 |
1,599.9 |
S1 |
1,583.6 |
1,583.6 |
1,601.9 |
1,572.4 |
S2 |
1,561.1 |
1,561.1 |
1,597.9 |
|
S3 |
1,516.7 |
1,539.2 |
1,593.8 |
|
S4 |
1,472.3 |
1,494.8 |
1,581.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,617.1 |
1,585.1 |
32.0 |
2.0% |
11.5 |
0.7% |
100% |
True |
False |
510 |
10 |
1,628.6 |
1,583.1 |
45.5 |
2.8% |
16.3 |
1.0% |
75% |
False |
False |
23,930 |
20 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
19.1 |
1.2% |
83% |
False |
False |
78,498 |
40 |
1,635.4 |
1,547.6 |
87.8 |
5.4% |
22.6 |
1.4% |
79% |
False |
False |
98,842 |
60 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
25.8 |
1.6% |
78% |
False |
False |
103,708 |
80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.2 |
1.5% |
61% |
False |
False |
80,143 |
100 |
1,700.9 |
1,529.3 |
171.6 |
10.6% |
23.8 |
1.5% |
51% |
False |
False |
65,081 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.4 |
1.5% |
33% |
False |
False |
54,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,646.9 |
2.618 |
1,635.4 |
1.618 |
1,628.4 |
1.000 |
1,624.1 |
0.618 |
1,621.4 |
HIGH |
1,617.1 |
0.618 |
1,614.4 |
0.500 |
1,613.6 |
0.382 |
1,612.8 |
LOW |
1,610.1 |
0.618 |
1,605.8 |
1.000 |
1,603.1 |
1.618 |
1,598.8 |
2.618 |
1,591.8 |
4.250 |
1,580.4 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.9 |
1,614.8 |
PP |
1,614.8 |
1,612.4 |
S1 |
1,613.6 |
1,610.1 |
|