Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,336.0 |
4,360.0 |
24.0 |
0.6% |
4,269.0 |
High |
4,357.0 |
4,391.0 |
34.0 |
0.8% |
4,337.0 |
Low |
4,324.0 |
4,345.0 |
21.0 |
0.5% |
4,223.0 |
Close |
4,348.0 |
4,376.0 |
28.0 |
0.6% |
4,330.0 |
Range |
33.0 |
46.0 |
13.0 |
39.4% |
114.0 |
ATR |
43.1 |
43.3 |
0.2 |
0.5% |
0.0 |
Volume |
24,513 |
26,750 |
2,237 |
9.1% |
117,127 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.7 |
4,488.3 |
4,401.3 |
|
R3 |
4,462.7 |
4,442.3 |
4,388.7 |
|
R2 |
4,416.7 |
4,416.7 |
4,384.4 |
|
R1 |
4,396.3 |
4,396.3 |
4,380.2 |
4,406.5 |
PP |
4,370.7 |
4,370.7 |
4,370.7 |
4,375.8 |
S1 |
4,350.3 |
4,350.3 |
4,371.8 |
4,360.5 |
S2 |
4,324.7 |
4,324.7 |
4,367.6 |
|
S3 |
4,278.7 |
4,304.3 |
4,363.4 |
|
S4 |
4,232.7 |
4,258.3 |
4,350.7 |
|
|
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 |
4,391.0 |
4,223.0 |
168.0 |
3.8% |
44.8 |
1.0% |
91% |
True |
False |
25,887 |
10 |
4,391.0 |
4,223.0 |
168.0 |
3.8% |
38.3 |
0.9% |
91% |
True |
False |
23,359 |
20 |
4,391.0 |
4,033.0 |
358.0 |
8.2% |
35.4 |
0.8% |
96% |
True |
False |
22,655 |
40 |
4,391.0 |
3,975.0 |
416.0 |
9.5% |
36.8 |
0.8% |
96% |
True |
False |
22,202 |
60 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
36.5 |
0.8% |
97% |
True |
False |
20,842 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
34.0 |
0.8% |
93% |
False |
False |
15,676 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
30.3 |
0.7% |
93% |
False |
False |
12,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,586.5 |
2.618 |
4,511.4 |
1.618 |
4,465.4 |
1.000 |
4,437.0 |
0.618 |
4,419.4 |
HIGH |
4,391.0 |
0.618 |
4,373.4 |
0.500 |
4,368.0 |
0.382 |
4,362.6 |
LOW |
4,345.0 |
0.618 |
4,316.6 |
1.000 |
4,299.0 |
1.618 |
4,270.6 |
2.618 |
4,224.6 |
4.250 |
4,149.5 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,373.3 |
4,363.7 |
PP |
4,370.7 |
4,351.3 |
S1 |
4,368.0 |
4,339.0 |
|