Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,280.0 |
4,269.0 |
-11.0 |
-0.3% |
4,242.0 |
High |
4,280.0 |
4,281.0 |
1.0 |
0.0% |
4,292.0 |
Low |
4,236.0 |
4,240.0 |
4.0 |
0.1% |
4,226.0 |
Close |
4,255.0 |
4,250.0 |
-5.0 |
-0.1% |
4,255.0 |
Range |
44.0 |
41.0 |
-3.0 |
-6.8% |
66.0 |
ATR |
43.8 |
43.6 |
-0.2 |
-0.5% |
0.0 |
Volume |
21,991 |
18,031 |
-3,960 |
-18.0% |
101,068 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.0 |
4,356.0 |
4,272.6 |
|
R3 |
4,339.0 |
4,315.0 |
4,261.3 |
|
R2 |
4,298.0 |
4,298.0 |
4,257.5 |
|
R1 |
4,274.0 |
4,274.0 |
4,253.8 |
4,265.5 |
PP |
4,257.0 |
4,257.0 |
4,257.0 |
4,252.8 |
S1 |
4,233.0 |
4,233.0 |
4,246.2 |
4,224.5 |
S2 |
4,216.0 |
4,216.0 |
4,242.5 |
|
S3 |
4,175.0 |
4,192.0 |
4,238.7 |
|
S4 |
4,134.0 |
4,151.0 |
4,227.5 |
|
|
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 |
4,231.0 |
61.0 |
1.4% |
31.8 |
0.7% |
31% |
False |
False |
19,887 |
10 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
31.2 |
0.7% |
66% |
False |
False |
21,109 |
20 |
4,292.0 |
4,033.0 |
259.0 |
6.1% |
35.4 |
0.8% |
84% |
False |
False |
22,576 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.7 |
0.9% |
87% |
False |
False |
25,452 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.0% |
35.2 |
0.8% |
88% |
False |
False |
18,357 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
32.4 |
0.8% |
65% |
False |
False |
13,804 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
29.5 |
0.7% |
65% |
False |
False |
11,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,455.3 |
2.618 |
4,388.3 |
1.618 |
4,347.3 |
1.000 |
4,322.0 |
0.618 |
4,306.3 |
HIGH |
4,281.0 |
0.618 |
4,265.3 |
0.500 |
4,260.5 |
0.382 |
4,255.7 |
LOW |
4,240.0 |
0.618 |
4,214.7 |
1.000 |
4,199.0 |
1.618 |
4,173.7 |
2.618 |
4,132.7 |
4.250 |
4,065.8 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,260.5 |
4,264.0 |
PP |
4,257.0 |
4,259.3 |
S1 |
4,253.5 |
4,254.7 |
|