Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,360.0 |
4,370.0 |
10.0 |
0.2% |
4,269.0 |
High |
4,391.0 |
4,374.0 |
-17.0 |
-0.4% |
4,337.0 |
Low |
4,345.0 |
4,350.0 |
5.0 |
0.1% |
4,223.0 |
Close |
4,376.0 |
4,361.0 |
-15.0 |
-0.3% |
4,330.0 |
Range |
46.0 |
24.0 |
-22.0 |
-47.8% |
114.0 |
ATR |
43.3 |
42.1 |
-1.2 |
-2.9% |
0.0 |
Volume |
26,750 |
20,228 |
-6,522 |
-24.4% |
117,127 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,433.7 |
4,421.3 |
4,374.2 |
|
R3 |
4,409.7 |
4,397.3 |
4,367.6 |
|
R2 |
4,385.7 |
4,385.7 |
4,365.4 |
|
R1 |
4,373.3 |
4,373.3 |
4,363.2 |
4,367.5 |
PP |
4,361.7 |
4,361.7 |
4,361.7 |
4,358.8 |
S1 |
4,349.3 |
4,349.3 |
4,358.8 |
4,343.5 |
S2 |
4,337.7 |
4,337.7 |
4,356.6 |
|
S3 |
4,313.7 |
4,325.3 |
4,354.4 |
|
S4 |
4,289.7 |
4,301.3 |
4,347.8 |
|
|
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 |
4,249.0 |
142.0 |
3.3% |
39.0 |
0.9% |
79% |
False |
False |
23,830 |
10 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
38.5 |
0.9% |
82% |
False |
False |
23,450 |
20 |
4,391.0 |
4,078.0 |
313.0 |
7.2% |
34.0 |
0.8% |
90% |
False |
False |
22,461 |
40 |
4,391.0 |
3,996.0 |
395.0 |
9.1% |
36.5 |
0.8% |
92% |
False |
False |
22,284 |
60 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
36.1 |
0.8% |
93% |
False |
False |
21,172 |
80 |
4,403.0 |
3,950.0 |
453.0 |
10.4% |
33.8 |
0.8% |
91% |
False |
False |
15,929 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
30.3 |
0.7% |
89% |
False |
False |
12,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,476.0 |
2.618 |
4,436.8 |
1.618 |
4,412.8 |
1.000 |
4,398.0 |
0.618 |
4,388.8 |
HIGH |
4,374.0 |
0.618 |
4,364.8 |
0.500 |
4,362.0 |
0.382 |
4,359.2 |
LOW |
4,350.0 |
0.618 |
4,335.2 |
1.000 |
4,326.0 |
1.618 |
4,311.2 |
2.618 |
4,287.2 |
4.250 |
4,248.0 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,362.0 |
4,359.8 |
PP |
4,361.7 |
4,358.7 |
S1 |
4,361.3 |
4,357.5 |
|