Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,260.0 |
4,263.0 |
3.0 |
0.1% |
4,242.0 |
High |
4,264.0 |
4,276.0 |
12.0 |
0.3% |
4,292.0 |
Low |
4,240.0 |
4,223.0 |
-17.0 |
-0.4% |
4,226.0 |
Close |
4,256.0 |
4,246.0 |
-10.0 |
-0.2% |
4,255.0 |
Range |
24.0 |
53.0 |
29.0 |
120.8% |
66.0 |
ATR |
42.2 |
43.0 |
0.8 |
1.8% |
0.0 |
Volume |
20,924 |
30,512 |
9,588 |
45.8% |
101,068 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,407.3 |
4,379.7 |
4,275.2 |
|
R3 |
4,354.3 |
4,326.7 |
4,260.6 |
|
R2 |
4,301.3 |
4,301.3 |
4,255.7 |
|
R1 |
4,273.7 |
4,273.7 |
4,250.9 |
4,261.0 |
PP |
4,248.3 |
4,248.3 |
4,248.3 |
4,242.0 |
S1 |
4,220.7 |
4,220.7 |
4,241.1 |
4,208.0 |
S2 |
4,195.3 |
4,195.3 |
4,236.3 |
|
S3 |
4,142.3 |
4,167.7 |
4,231.4 |
|
S4 |
4,089.3 |
4,114.7 |
4,216.9 |
|
|
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 |
4,223.0 |
69.0 |
1.6% |
38.0 |
0.9% |
33% |
False |
True |
23,071 |
10 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
32.8 |
0.8% |
63% |
False |
False |
21,082 |
20 |
4,292.0 |
4,033.0 |
259.0 |
6.1% |
34.9 |
0.8% |
82% |
False |
False |
22,608 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.9 |
0.9% |
86% |
False |
False |
22,112 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.1% |
35.1 |
0.8% |
87% |
False |
False |
19,205 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
33.0 |
0.8% |
64% |
False |
False |
14,444 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.8% |
29.5 |
0.7% |
64% |
False |
False |
11,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,501.3 |
2.618 |
4,414.8 |
1.618 |
4,361.8 |
1.000 |
4,329.0 |
0.618 |
4,308.8 |
HIGH |
4,276.0 |
0.618 |
4,255.8 |
0.500 |
4,249.5 |
0.382 |
4,243.2 |
LOW |
4,223.0 |
0.618 |
4,190.2 |
1.000 |
4,170.0 |
1.618 |
4,137.2 |
2.618 |
4,084.2 |
4.250 |
3,997.8 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,249.5 |
4,252.0 |
PP |
4,248.3 |
4,250.0 |
S1 |
4,247.2 |
4,248.0 |
|