Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,615.8 |
1,622.0 |
6.2 |
0.4% |
1,604.7 |
High |
1,624.1 |
1,623.7 |
-0.4 |
0.0% |
1,624.1 |
Low |
1,605.0 |
1,607.3 |
2.3 |
0.1% |
1,603.0 |
Close |
1,619.7 |
1,609.6 |
-10.1 |
-0.6% |
1,619.7 |
Range |
19.1 |
16.4 |
-2.7 |
-14.1% |
21.1 |
ATR |
19.9 |
19.7 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,219 |
402 |
-817 |
-67.0% |
3,097 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.7 |
1,652.6 |
1,618.6 |
|
R3 |
1,646.3 |
1,636.2 |
1,614.1 |
|
R2 |
1,629.9 |
1,629.9 |
1,612.6 |
|
R1 |
1,619.8 |
1,619.8 |
1,611.1 |
1,616.7 |
PP |
1,613.5 |
1,613.5 |
1,613.5 |
1,612.0 |
S1 |
1,603.4 |
1,603.4 |
1,608.1 |
1,600.3 |
S2 |
1,597.1 |
1,597.1 |
1,606.6 |
|
S3 |
1,580.7 |
1,587.0 |
1,605.1 |
|
S4 |
1,564.3 |
1,570.6 |
1,600.6 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.9 |
1,670.4 |
1,631.3 |
|
R3 |
1,657.8 |
1,649.3 |
1,625.5 |
|
R2 |
1,636.7 |
1,636.7 |
1,623.6 |
|
R1 |
1,628.2 |
1,628.2 |
1,621.6 |
1,632.5 |
PP |
1,615.6 |
1,615.6 |
1,615.6 |
1,617.7 |
S1 |
1,607.1 |
1,607.1 |
1,617.8 |
1,611.4 |
S2 |
1,594.5 |
1,594.5 |
1,615.8 |
|
S3 |
1,573.4 |
1,586.0 |
1,613.9 |
|
S4 |
1,552.3 |
1,564.9 |
1,608.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,624.1 |
1,603.0 |
21.1 |
1.3% |
12.2 |
0.8% |
31% |
False |
False |
567 |
10 |
1,627.5 |
1,583.1 |
44.4 |
2.8% |
16.8 |
1.0% |
60% |
False |
False |
1,365 |
20 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
18.4 |
1.1% |
71% |
False |
False |
68,204 |
40 |
1,634.3 |
1,547.6 |
86.7 |
5.4% |
22.6 |
1.4% |
72% |
False |
False |
92,579 |
60 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
25.2 |
1.6% |
70% |
False |
False |
103,283 |
80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.2 |
1.5% |
55% |
False |
False |
80,138 |
100 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
23.8 |
1.5% |
47% |
False |
False |
65,051 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.3 |
1.5% |
30% |
False |
False |
54,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,693.4 |
2.618 |
1,666.6 |
1.618 |
1,650.2 |
1.000 |
1,640.1 |
0.618 |
1,633.8 |
HIGH |
1,623.7 |
0.618 |
1,617.4 |
0.500 |
1,615.5 |
0.382 |
1,613.6 |
LOW |
1,607.3 |
0.618 |
1,597.2 |
1.000 |
1,590.9 |
1.618 |
1,580.8 |
2.618 |
1,564.4 |
4.250 |
1,537.6 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.5 |
1,614.6 |
PP |
1,613.5 |
1,612.9 |
S1 |
1,611.6 |
1,611.3 |
|