Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,269.0 |
4,260.0 |
-9.0 |
-0.2% |
4,242.0 |
High |
4,281.0 |
4,264.0 |
-17.0 |
-0.4% |
4,292.0 |
Low |
4,240.0 |
4,240.0 |
0.0 |
0.0% |
4,226.0 |
Close |
4,250.0 |
4,256.0 |
6.0 |
0.1% |
4,255.0 |
Range |
41.0 |
24.0 |
-17.0 |
-41.5% |
66.0 |
ATR |
43.6 |
42.2 |
-1.4 |
-3.2% |
0.0 |
Volume |
18,031 |
20,924 |
2,893 |
16.0% |
101,068 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,325.3 |
4,314.7 |
4,269.2 |
|
R3 |
4,301.3 |
4,290.7 |
4,262.6 |
|
R2 |
4,277.3 |
4,277.3 |
4,260.4 |
|
R1 |
4,266.7 |
4,266.7 |
4,258.2 |
4,260.0 |
PP |
4,253.3 |
4,253.3 |
4,253.3 |
4,250.0 |
S1 |
4,242.7 |
4,242.7 |
4,253.8 |
4,236.0 |
S2 |
4,229.3 |
4,229.3 |
4,251.6 |
|
S3 |
4,205.3 |
4,218.7 |
4,249.4 |
|
S4 |
4,181.3 |
4,194.7 |
4,242.8 |
|
|
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 |
4,236.0 |
56.0 |
1.3% |
31.8 |
0.7% |
36% |
False |
False |
20,831 |
10 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
29.2 |
0.7% |
71% |
False |
False |
20,106 |
20 |
4,292.0 |
4,033.0 |
259.0 |
6.1% |
33.7 |
0.8% |
86% |
False |
False |
22,162 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.5 |
0.9% |
89% |
False |
False |
22,597 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.0% |
35.0 |
0.8% |
89% |
False |
False |
18,699 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
32.5 |
0.8% |
67% |
False |
False |
14,063 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
29.3 |
0.7% |
67% |
False |
False |
11,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,366.0 |
2.618 |
4,326.8 |
1.618 |
4,302.8 |
1.000 |
4,288.0 |
0.618 |
4,278.8 |
HIGH |
4,264.0 |
0.618 |
4,254.8 |
0.500 |
4,252.0 |
0.382 |
4,249.2 |
LOW |
4,240.0 |
0.618 |
4,225.2 |
1.000 |
4,216.0 |
1.618 |
4,201.2 |
2.618 |
4,177.2 |
4.250 |
4,138.0 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,254.7 |
4,258.5 |
PP |
4,253.3 |
4,257.7 |
S1 |
4,252.0 |
4,256.8 |
|