Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,254.0 |
4,310.0 |
56.0 |
1.3% |
4,269.0 |
High |
4,291.0 |
4,337.0 |
46.0 |
1.1% |
4,337.0 |
Low |
4,249.0 |
4,287.0 |
38.0 |
0.9% |
4,223.0 |
Close |
4,283.0 |
4,330.0 |
47.0 |
1.1% |
4,330.0 |
Range |
42.0 |
50.0 |
8.0 |
19.0% |
114.0 |
ATR |
43.1 |
43.9 |
0.8 |
1.8% |
0.0 |
Volume |
21,625 |
26,035 |
4,410 |
20.4% |
117,127 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,468.0 |
4,449.0 |
4,357.5 |
|
R3 |
4,418.0 |
4,399.0 |
4,343.8 |
|
R2 |
4,368.0 |
4,368.0 |
4,339.2 |
|
R1 |
4,349.0 |
4,349.0 |
4,334.6 |
4,358.5 |
PP |
4,318.0 |
4,318.0 |
4,318.0 |
4,322.8 |
S1 |
4,299.0 |
4,299.0 |
4,325.4 |
4,308.5 |
S2 |
4,268.0 |
4,268.0 |
4,320.8 |
|
S3 |
4,218.0 |
4,249.0 |
4,316.3 |
|
S4 |
4,168.0 |
4,199.0 |
4,302.5 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.7 |
4,598.3 |
4,392.7 |
|
R3 |
4,524.7 |
4,484.3 |
4,361.4 |
|
R2 |
4,410.7 |
4,410.7 |
4,350.9 |
|
R1 |
4,370.3 |
4,370.3 |
4,340.5 |
4,390.5 |
PP |
4,296.7 |
4,296.7 |
4,296.7 |
4,306.8 |
S1 |
4,256.3 |
4,256.3 |
4,319.6 |
4,276.5 |
S2 |
4,182.7 |
4,182.7 |
4,309.1 |
|
S3 |
4,068.7 |
4,142.3 |
4,298.7 |
|
S4 |
3,954.7 |
4,028.3 |
4,267.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,337.0 |
4,223.0 |
114.0 |
2.6% |
42.0 |
1.0% |
94% |
True |
False |
23,425 |
10 |
4,337.0 |
4,223.0 |
114.0 |
2.6% |
36.2 |
0.8% |
94% |
True |
False |
21,819 |
20 |
4,337.0 |
4,033.0 |
304.0 |
7.0% |
35.6 |
0.8% |
98% |
True |
False |
22,636 |
40 |
4,337.0 |
3,959.0 |
378.0 |
8.7% |
36.9 |
0.9% |
98% |
True |
False |
22,164 |
60 |
4,337.0 |
3,950.0 |
387.0 |
8.9% |
36.2 |
0.8% |
98% |
True |
False |
19,991 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
33.3 |
0.8% |
83% |
False |
False |
15,037 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
30.1 |
0.7% |
83% |
False |
False |
12,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,549.5 |
2.618 |
4,467.9 |
1.618 |
4,417.9 |
1.000 |
4,387.0 |
0.618 |
4,367.9 |
HIGH |
4,337.0 |
0.618 |
4,317.9 |
0.500 |
4,312.0 |
0.382 |
4,306.1 |
LOW |
4,287.0 |
0.618 |
4,256.1 |
1.000 |
4,237.0 |
1.618 |
4,206.1 |
2.618 |
4,156.1 |
4.250 |
4,074.5 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,324.0 |
4,313.3 |
PP |
4,318.0 |
4,296.7 |
S1 |
4,312.0 |
4,280.0 |
|