Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,265.0 |
4,285.0 |
20.0 |
0.5% |
4,215.0 |
High |
4,283.0 |
4,292.0 |
9.0 |
0.2% |
4,252.0 |
Low |
4,261.0 |
4,264.0 |
3.0 |
0.1% |
4,168.0 |
Close |
4,280.0 |
4,275.0 |
-5.0 |
-0.1% |
4,185.0 |
Range |
22.0 |
28.0 |
6.0 |
27.3% |
84.0 |
ATR |
45.0 |
43.8 |
-1.2 |
-2.7% |
0.0 |
Volume |
19,314 |
23,897 |
4,583 |
23.7% |
116,557 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,361.0 |
4,346.0 |
4,290.4 |
|
R3 |
4,333.0 |
4,318.0 |
4,282.7 |
|
R2 |
4,305.0 |
4,305.0 |
4,280.1 |
|
R1 |
4,290.0 |
4,290.0 |
4,277.6 |
4,283.5 |
PP |
4,277.0 |
4,277.0 |
4,277.0 |
4,273.8 |
S1 |
4,262.0 |
4,262.0 |
4,272.4 |
4,255.5 |
S2 |
4,249.0 |
4,249.0 |
4,269.9 |
|
S3 |
4,221.0 |
4,234.0 |
4,267.3 |
|
S4 |
4,193.0 |
4,206.0 |
4,259.6 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.7 |
4,403.3 |
4,231.2 |
|
R3 |
4,369.7 |
4,319.3 |
4,208.1 |
|
R2 |
4,285.7 |
4,285.7 |
4,200.4 |
|
R1 |
4,235.3 |
4,235.3 |
4,192.7 |
4,218.5 |
PP |
4,201.7 |
4,201.7 |
4,201.7 |
4,193.3 |
S1 |
4,151.3 |
4,151.3 |
4,177.3 |
4,134.5 |
S2 |
4,117.7 |
4,117.7 |
4,169.6 |
|
S3 |
4,033.7 |
4,067.3 |
4,161.9 |
|
S4 |
3,949.7 |
3,983.3 |
4,138.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
27.2 |
0.6% |
86% |
True |
False |
20,457 |
10 |
4,292.0 |
4,134.0 |
158.0 |
3.7% |
29.0 |
0.7% |
89% |
True |
False |
22,047 |
20 |
4,292.0 |
4,028.0 |
264.0 |
6.2% |
34.5 |
0.8% |
94% |
True |
False |
22,494 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.4 |
0.9% |
95% |
True |
False |
25,767 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.0% |
35.5 |
0.8% |
95% |
True |
False |
17,697 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
31.8 |
0.7% |
71% |
False |
False |
13,310 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
29.4 |
0.7% |
71% |
False |
False |
10,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.0 |
2.618 |
4,365.3 |
1.618 |
4,337.3 |
1.000 |
4,320.0 |
0.618 |
4,309.3 |
HIGH |
4,292.0 |
0.618 |
4,281.3 |
0.500 |
4,278.0 |
0.382 |
4,274.7 |
LOW |
4,264.0 |
0.618 |
4,246.7 |
1.000 |
4,236.0 |
1.618 |
4,218.7 |
2.618 |
4,190.7 |
4.250 |
4,145.0 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,278.0 |
4,270.5 |
PP |
4,277.0 |
4,266.0 |
S1 |
4,276.0 |
4,261.5 |
|