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 |
1,600.2 |
1,617.8 |
17.6 |
1.1% |
1,622.0 |
High |
1,616.1 |
1,617.8 |
1.7 |
0.1% |
1,623.7 |
Low |
1,600.2 |
1,611.4 |
11.2 |
0.7% |
1,591.2 |
Close |
1,616.1 |
1,616.3 |
0.2 |
0.0% |
1,616.3 |
Range |
15.9 |
6.4 |
-9.5 |
-59.7% |
32.5 |
ATR |
19.2 |
18.3 |
-0.9 |
-4.8% |
0.0 |
Volume |
199 |
249 |
50 |
25.1% |
2,040 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.4 |
1,631.7 |
1,619.8 |
|
R3 |
1,628.0 |
1,625.3 |
1,618.1 |
|
R2 |
1,621.6 |
1,621.6 |
1,617.5 |
|
R1 |
1,618.9 |
1,618.9 |
1,616.9 |
1,617.1 |
PP |
1,615.2 |
1,615.2 |
1,615.2 |
1,614.2 |
S1 |
1,612.5 |
1,612.5 |
1,615.7 |
1,610.7 |
S2 |
1,608.8 |
1,608.8 |
1,615.1 |
|
S3 |
1,602.4 |
1,606.1 |
1,614.5 |
|
S4 |
1,596.0 |
1,599.7 |
1,612.8 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.9 |
1,694.6 |
1,634.2 |
|
R3 |
1,675.4 |
1,662.1 |
1,625.2 |
|
R2 |
1,642.9 |
1,642.9 |
1,622.3 |
|
R1 |
1,629.6 |
1,629.6 |
1,619.3 |
1,620.0 |
PP |
1,610.4 |
1,610.4 |
1,610.4 |
1,605.6 |
S1 |
1,597.1 |
1,597.1 |
1,613.3 |
1,587.5 |
S2 |
1,577.9 |
1,577.9 |
1,610.3 |
|
S3 |
1,545.4 |
1,564.6 |
1,607.4 |
|
S4 |
1,512.9 |
1,532.1 |
1,598.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,623.7 |
1,591.2 |
32.5 |
2.0% |
15.1 |
0.9% |
77% |
False |
False |
408 |
10 |
1,624.1 |
1,591.2 |
32.9 |
2.0% |
13.1 |
0.8% |
76% |
False |
False |
513 |
20 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
17.4 |
1.1% |
82% |
False |
False |
43,924 |
40 |
1,628.6 |
1,547.6 |
81.0 |
5.0% |
21.2 |
1.3% |
85% |
False |
False |
76,706 |
60 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
24.4 |
1.5% |
76% |
False |
False |
101,573 |
80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.2 |
1.5% |
60% |
False |
False |
79,899 |
100 |
1,687.3 |
1,529.3 |
158.0 |
9.8% |
23.4 |
1.4% |
55% |
False |
False |
64,968 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.3 |
1.5% |
32% |
False |
False |
54,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.0 |
2.618 |
1,634.6 |
1.618 |
1,628.2 |
1.000 |
1,624.2 |
0.618 |
1,621.8 |
HIGH |
1,617.8 |
0.618 |
1,615.4 |
0.500 |
1,614.6 |
0.382 |
1,613.8 |
LOW |
1,611.4 |
0.618 |
1,607.4 |
1.000 |
1,605.0 |
1.618 |
1,601.0 |
2.618 |
1,594.6 |
4.250 |
1,584.2 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.7 |
1,612.5 |
PP |
1,615.2 |
1,608.7 |
S1 |
1,614.6 |
1,604.9 |
|