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 |
1,617.8 |
1,614.0 |
-3.8 |
-0.2% |
1,622.0 |
High |
1,617.8 |
1,621.4 |
3.6 |
0.2% |
1,623.7 |
Low |
1,611.4 |
1,611.6 |
0.2 |
0.0% |
1,591.2 |
Close |
1,616.3 |
1,620.1 |
3.8 |
0.2% |
1,616.3 |
Range |
6.4 |
9.8 |
3.4 |
53.1% |
32.5 |
ATR |
18.3 |
17.7 |
-0.6 |
-3.3% |
0.0 |
Volume |
249 |
68 |
-181 |
-72.7% |
2,040 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.1 |
1,643.4 |
1,625.5 |
|
R3 |
1,637.3 |
1,633.6 |
1,622.8 |
|
R2 |
1,627.5 |
1,627.5 |
1,621.9 |
|
R1 |
1,623.8 |
1,623.8 |
1,621.0 |
1,625.7 |
PP |
1,617.7 |
1,617.7 |
1,617.7 |
1,618.6 |
S1 |
1,614.0 |
1,614.0 |
1,619.2 |
1,615.9 |
S2 |
1,607.9 |
1,607.9 |
1,618.3 |
|
S3 |
1,598.1 |
1,604.2 |
1,617.4 |
|
S4 |
1,588.3 |
1,594.4 |
1,614.7 |
|
|
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 |
1,621.4 |
1,591.2 |
30.2 |
1.9% |
13.8 |
0.9% |
96% |
True |
False |
341 |
10 |
1,624.1 |
1,591.2 |
32.9 |
2.0% |
13.0 |
0.8% |
88% |
False |
False |
454 |
20 |
1,628.6 |
1,567.8 |
60.8 |
3.8% |
16.9 |
1.0% |
86% |
False |
False |
37,315 |
40 |
1,628.6 |
1,547.6 |
81.0 |
5.0% |
21.0 |
1.3% |
90% |
False |
False |
73,870 |
60 |
1,642.4 |
1,532.1 |
110.3 |
6.8% |
24.1 |
1.5% |
80% |
False |
False |
101,003 |
80 |
1,674.3 |
1,529.3 |
145.0 |
9.0% |
24.1 |
1.5% |
63% |
False |
False |
79,812 |
100 |
1,687.1 |
1,529.3 |
157.8 |
9.7% |
23.2 |
1.4% |
58% |
False |
False |
64,900 |
120 |
1,731.0 |
1,529.3 |
201.7 |
12.4% |
23.5 |
1.5% |
45% |
False |
False |
54,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.1 |
2.618 |
1,647.1 |
1.618 |
1,637.3 |
1.000 |
1,631.2 |
0.618 |
1,627.5 |
HIGH |
1,621.4 |
0.618 |
1,617.7 |
0.500 |
1,616.5 |
0.382 |
1,615.3 |
LOW |
1,611.6 |
0.618 |
1,605.5 |
1.000 |
1,601.8 |
1.618 |
1,595.7 |
2.618 |
1,585.9 |
4.250 |
1,570.0 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.9 |
1,617.0 |
PP |
1,617.7 |
1,613.9 |
S1 |
1,616.5 |
1,610.8 |
|