Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.0 |
1,612.8 |
-9.2 |
-0.6% |
1,604.7 |
High |
1,623.7 |
1,615.6 |
-8.1 |
-0.5% |
1,624.1 |
Low |
1,607.3 |
1,591.2 |
-16.1 |
-1.0% |
1,603.0 |
Close |
1,609.6 |
1,599.4 |
-10.2 |
-0.6% |
1,619.7 |
Range |
16.4 |
24.4 |
8.0 |
48.8% |
21.1 |
ATR |
19.7 |
20.0 |
0.3 |
1.7% |
0.0 |
Volume |
402 |
910 |
508 |
126.4% |
3,097 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.3 |
1,661.7 |
1,612.8 |
|
R3 |
1,650.9 |
1,637.3 |
1,606.1 |
|
R2 |
1,626.5 |
1,626.5 |
1,603.9 |
|
R1 |
1,612.9 |
1,612.9 |
1,601.6 |
1,607.5 |
PP |
1,602.1 |
1,602.1 |
1,602.1 |
1,599.4 |
S1 |
1,588.5 |
1,588.5 |
1,597.2 |
1,583.1 |
S2 |
1,577.7 |
1,577.7 |
1,594.9 |
|
S3 |
1,553.3 |
1,564.1 |
1,592.7 |
|
S4 |
1,528.9 |
1,539.7 |
1,586.0 |
|
|
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 |
1,591.2 |
32.9 |
2.1% |
15.7 |
1.0% |
25% |
False |
True |
659 |
10 |
1,624.1 |
1,583.1 |
41.0 |
2.6% |
17.5 |
1.1% |
40% |
False |
False |
878 |
20 |
1,628.6 |
1,562.0 |
66.6 |
4.2% |
18.2 |
1.1% |
56% |
False |
False |
61,425 |
40 |
1,634.3 |
1,547.6 |
86.7 |
5.4% |
22.6 |
1.4% |
60% |
False |
False |
89,693 |
60 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
25.2 |
1.6% |
61% |
False |
False |
102,980 |
80 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
24.4 |
1.5% |
48% |
False |
False |
80,079 |
100 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
23.8 |
1.5% |
41% |
False |
False |
65,039 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
24.3 |
1.5% |
26% |
False |
False |
54,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.3 |
2.618 |
1,679.5 |
1.618 |
1,655.1 |
1.000 |
1,640.0 |
0.618 |
1,630.7 |
HIGH |
1,615.6 |
0.618 |
1,606.3 |
0.500 |
1,603.4 |
0.382 |
1,600.5 |
LOW |
1,591.2 |
0.618 |
1,576.1 |
1.000 |
1,566.8 |
1.618 |
1,551.7 |
2.618 |
1,527.3 |
4.250 |
1,487.5 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,603.4 |
1,607.7 |
PP |
1,602.1 |
1,604.9 |
S1 |
1,600.7 |
1,602.2 |
|