Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,263.0 |
4,254.0 |
-9.0 |
-0.2% |
4,242.0 |
High |
4,276.0 |
4,291.0 |
15.0 |
0.4% |
4,292.0 |
Low |
4,223.0 |
4,249.0 |
26.0 |
0.6% |
4,226.0 |
Close |
4,246.0 |
4,283.0 |
37.0 |
0.9% |
4,255.0 |
Range |
53.0 |
42.0 |
-11.0 |
-20.8% |
66.0 |
ATR |
43.0 |
43.1 |
0.1 |
0.3% |
0.0 |
Volume |
30,512 |
21,625 |
-8,887 |
-29.1% |
101,068 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.3 |
4,383.7 |
4,306.1 |
|
R3 |
4,358.3 |
4,341.7 |
4,294.6 |
|
R2 |
4,316.3 |
4,316.3 |
4,290.7 |
|
R1 |
4,299.7 |
4,299.7 |
4,286.9 |
4,308.0 |
PP |
4,274.3 |
4,274.3 |
4,274.3 |
4,278.5 |
S1 |
4,257.7 |
4,257.7 |
4,279.2 |
4,266.0 |
S2 |
4,232.3 |
4,232.3 |
4,275.3 |
|
S3 |
4,190.3 |
4,215.7 |
4,271.5 |
|
S4 |
4,148.3 |
4,173.7 |
4,259.9 |
|
|
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 |
4,291.0 |
4,223.0 |
68.0 |
1.6% |
40.8 |
1.0% |
88% |
True |
False |
22,616 |
10 |
4,292.0 |
4,168.0 |
124.0 |
2.9% |
34.0 |
0.8% |
93% |
False |
False |
21,536 |
20 |
4,292.0 |
4,033.0 |
259.0 |
6.0% |
34.7 |
0.8% |
97% |
False |
False |
22,392 |
40 |
4,292.0 |
3,959.0 |
333.0 |
7.8% |
36.3 |
0.8% |
97% |
False |
False |
22,065 |
60 |
4,292.0 |
3,950.0 |
342.0 |
8.0% |
35.3 |
0.8% |
97% |
False |
False |
19,562 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
33.2 |
0.8% |
72% |
False |
False |
14,713 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
29.8 |
0.7% |
72% |
False |
False |
11,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,469.5 |
2.618 |
4,401.0 |
1.618 |
4,359.0 |
1.000 |
4,333.0 |
0.618 |
4,317.0 |
HIGH |
4,291.0 |
0.618 |
4,275.0 |
0.500 |
4,270.0 |
0.382 |
4,265.0 |
LOW |
4,249.0 |
0.618 |
4,223.0 |
1.000 |
4,207.0 |
1.618 |
4,181.0 |
2.618 |
4,139.0 |
4.250 |
4,070.5 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,278.7 |
4,274.3 |
PP |
4,274.3 |
4,265.7 |
S1 |
4,270.0 |
4,257.0 |
|