Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,659.9 |
1,665.8 |
5.9 |
0.4% |
1,614.0 |
High |
1,672.7 |
1,669.8 |
-2.9 |
-0.2% |
1,672.7 |
Low |
1,658.0 |
1,662.2 |
4.2 |
0.3% |
1,611.6 |
Close |
1,669.6 |
1,669.8 |
0.2 |
0.0% |
1,669.8 |
Range |
14.7 |
7.6 |
-7.1 |
-48.3% |
61.1 |
ATR |
19.1 |
18.3 |
-0.8 |
-4.3% |
0.0 |
Volume |
141 |
24 |
-117 |
-83.0% |
528 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.1 |
1,687.5 |
1,674.0 |
|
R3 |
1,682.5 |
1,679.9 |
1,671.9 |
|
R2 |
1,674.9 |
1,674.9 |
1,671.2 |
|
R1 |
1,672.3 |
1,672.3 |
1,670.5 |
1,673.6 |
PP |
1,667.3 |
1,667.3 |
1,667.3 |
1,667.9 |
S1 |
1,664.7 |
1,664.7 |
1,669.1 |
1,666.0 |
S2 |
1,659.7 |
1,659.7 |
1,668.4 |
|
S3 |
1,652.1 |
1,657.1 |
1,667.7 |
|
S4 |
1,644.5 |
1,649.5 |
1,665.6 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.7 |
1,813.3 |
1,703.4 |
|
R3 |
1,773.6 |
1,752.2 |
1,686.6 |
|
R2 |
1,712.5 |
1,712.5 |
1,681.0 |
|
R1 |
1,691.1 |
1,691.1 |
1,675.4 |
1,701.8 |
PP |
1,651.4 |
1,651.4 |
1,651.4 |
1,656.7 |
S1 |
1,630.0 |
1,630.0 |
1,664.2 |
1,640.7 |
S2 |
1,590.3 |
1,590.3 |
1,658.6 |
|
S3 |
1,529.2 |
1,568.9 |
1,653.0 |
|
S4 |
1,468.1 |
1,507.8 |
1,636.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.7 |
1,611.6 |
61.1 |
3.7% |
14.0 |
0.8% |
95% |
False |
False |
105 |
10 |
1,672.7 |
1,591.2 |
81.5 |
4.9% |
14.6 |
0.9% |
96% |
False |
False |
256 |
20 |
1,672.7 |
1,583.1 |
89.6 |
5.4% |
15.5 |
0.9% |
97% |
False |
False |
3,231 |
40 |
1,672.7 |
1,551.3 |
121.4 |
7.3% |
20.2 |
1.2% |
98% |
False |
False |
62,742 |
60 |
1,672.7 |
1,545.5 |
127.2 |
7.6% |
23.1 |
1.4% |
98% |
False |
False |
90,047 |
80 |
1,672.7 |
1,529.3 |
143.4 |
8.6% |
24.1 |
1.4% |
98% |
False |
False |
79,528 |
100 |
1,683.1 |
1,529.3 |
153.8 |
9.2% |
22.9 |
1.4% |
91% |
False |
False |
64,713 |
120 |
1,721.7 |
1,529.3 |
192.4 |
11.5% |
23.2 |
1.4% |
73% |
False |
False |
54,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,702.1 |
2.618 |
1,689.7 |
1.618 |
1,682.1 |
1.000 |
1,677.4 |
0.618 |
1,674.5 |
HIGH |
1,669.8 |
0.618 |
1,666.9 |
0.500 |
1,666.0 |
0.382 |
1,665.1 |
LOW |
1,662.2 |
0.618 |
1,657.5 |
1.000 |
1,654.6 |
1.618 |
1,649.9 |
2.618 |
1,642.3 |
4.250 |
1,629.9 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,668.5 |
1,664.5 |
PP |
1,667.3 |
1,659.2 |
S1 |
1,666.0 |
1,653.9 |
|