Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,285.0 |
4,280.0 |
-5.0 |
-0.1% |
4,242.0 |
High |
4,292.0 |
4,280.0 |
-12.0 |
-0.3% |
4,292.0 |
Low |
4,264.0 |
4,236.0 |
-28.0 |
-0.7% |
4,226.0 |
Close |
4,275.0 |
4,255.0 |
-20.0 |
-0.5% |
4,255.0 |
Range |
28.0 |
44.0 |
16.0 |
57.1% |
66.0 |
ATR |
43.8 |
43.8 |
0.0 |
0.0% |
0.0 |
Volume |
23,897 |
21,991 |
-1,906 |
-8.0% |
101,068 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.0 |
4,366.0 |
4,279.2 |
|
R3 |
4,345.0 |
4,322.0 |
4,267.1 |
|
R2 |
4,301.0 |
4,301.0 |
4,263.1 |
|
R1 |
4,278.0 |
4,278.0 |
4,259.0 |
4,267.5 |
PP |
4,257.0 |
4,257.0 |
4,257.0 |
4,251.8 |
S1 |
4,234.0 |
4,234.0 |
4,251.0 |
4,223.5 |
S2 |
4,213.0 |
4,213.0 |
4,246.9 |
|
S3 |
4,169.0 |
4,190.0 |
4,242.9 |
|
S4 |
4,125.0 |
4,146.0 |
4,230.8 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,455.7 |
4,421.3 |
4,291.3 |
|
R3 |
4,389.7 |
4,355.3 |
4,273.2 |
|
R2 |
4,323.7 |
4,323.7 |
4,267.1 |
|
R1 |
4,289.3 |
4,289.3 |
4,261.1 |
4,306.5 |
PP |
4,257.7 |
4,257.7 |
4,257.7 |
4,266.3 |
S1 |
4,223.3 |
4,223.3 |
4,249.0 |
4,240.5 |
S2 |
4,191.7 |
4,191.7 |
4,242.9 |
|
S3 |
4,125.7 |
4,157.3 |
4,236.9 |
|
S4 |
4,059.7 |
4,091.3 |
4,218.7 |
|
|
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 |
4,226.0 |
66.0 |
1.6% |
30.4 |
0.7% |
44% |
False |
False |
20,213 |
10 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
29.0 |
0.7% |
70% |
False |
False |
21,762 |
20 |
4,292.0 |
4,033.0 |
259.0 |
6.1% |
34.7 |
0.8% |
86% |
False |
False |
22,518 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.7 |
0.9% |
89% |
False |
False |
26,148 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.0% |
35.6 |
0.8% |
89% |
False |
False |
18,060 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
32.0 |
0.8% |
66% |
False |
False |
13,579 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
29.8 |
0.7% |
66% |
False |
False |
10,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,467.0 |
2.618 |
4,395.2 |
1.618 |
4,351.2 |
1.000 |
4,324.0 |
0.618 |
4,307.2 |
HIGH |
4,280.0 |
0.618 |
4,263.2 |
0.500 |
4,258.0 |
0.382 |
4,252.8 |
LOW |
4,236.0 |
0.618 |
4,208.8 |
1.000 |
4,192.0 |
1.618 |
4,164.8 |
2.618 |
4,120.8 |
4.250 |
4,049.0 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,258.0 |
4,264.0 |
PP |
4,257.0 |
4,261.0 |
S1 |
4,256.0 |
4,258.0 |
|