Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,620.0 |
1,638.4 |
18.4 |
1.1% |
1,622.0 |
High |
1,639.9 |
1,653.1 |
13.2 |
0.8% |
1,623.7 |
Low |
1,620.0 |
1,635.0 |
15.0 |
0.9% |
1,591.2 |
Close |
1,639.9 |
1,637.4 |
-2.5 |
-0.2% |
1,616.3 |
Range |
19.9 |
18.1 |
-1.8 |
-9.0% |
32.5 |
ATR |
17.9 |
17.9 |
0.0 |
0.1% |
0.0 |
Volume |
258 |
37 |
-221 |
-85.7% |
2,040 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.1 |
1,684.9 |
1,647.4 |
|
R3 |
1,678.0 |
1,666.8 |
1,642.4 |
|
R2 |
1,659.9 |
1,659.9 |
1,640.7 |
|
R1 |
1,648.7 |
1,648.7 |
1,639.1 |
1,645.3 |
PP |
1,641.8 |
1,641.8 |
1,641.8 |
1,640.1 |
S1 |
1,630.6 |
1,630.6 |
1,635.7 |
1,627.2 |
S2 |
1,623.7 |
1,623.7 |
1,634.1 |
|
S3 |
1,605.6 |
1,612.5 |
1,632.4 |
|
S4 |
1,587.5 |
1,594.4 |
1,627.4 |
|
|
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 |
1,653.1 |
1,600.2 |
52.9 |
3.2% |
14.0 |
0.9% |
70% |
True |
False |
162 |
10 |
1,653.1 |
1,591.2 |
61.9 |
3.8% |
15.0 |
0.9% |
75% |
True |
False |
405 |
20 |
1,653.1 |
1,583.1 |
70.0 |
4.3% |
16.3 |
1.0% |
78% |
True |
False |
20,645 |
40 |
1,653.1 |
1,547.6 |
105.5 |
6.4% |
20.9 |
1.3% |
85% |
True |
False |
68,802 |
60 |
1,653.1 |
1,532.1 |
121.0 |
7.4% |
23.7 |
1.4% |
87% |
True |
False |
97,026 |
80 |
1,674.3 |
1,529.3 |
145.0 |
8.9% |
24.1 |
1.5% |
75% |
False |
False |
79,695 |
100 |
1,687.1 |
1,529.3 |
157.8 |
9.6% |
23.3 |
1.4% |
69% |
False |
False |
64,783 |
120 |
1,721.7 |
1,529.3 |
192.4 |
11.8% |
23.5 |
1.4% |
56% |
False |
False |
54,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.0 |
2.618 |
1,700.5 |
1.618 |
1,682.4 |
1.000 |
1,671.2 |
0.618 |
1,664.3 |
HIGH |
1,653.1 |
0.618 |
1,646.2 |
0.500 |
1,644.1 |
0.382 |
1,641.9 |
LOW |
1,635.0 |
0.618 |
1,623.8 |
1.000 |
1,616.9 |
1.618 |
1,605.7 |
2.618 |
1,587.6 |
4.250 |
1,558.1 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,644.1 |
1,635.7 |
PP |
1,641.8 |
1,634.0 |
S1 |
1,639.6 |
1,632.4 |
|