Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,370.0 |
4,370.0 |
0.0 |
0.0% |
4,269.0 |
High |
4,374.0 |
4,390.0 |
16.0 |
0.4% |
4,337.0 |
Low |
4,350.0 |
4,356.0 |
6.0 |
0.1% |
4,223.0 |
Close |
4,361.0 |
4,368.0 |
7.0 |
0.2% |
4,330.0 |
Range |
24.0 |
34.0 |
10.0 |
41.7% |
114.0 |
ATR |
42.1 |
41.5 |
-0.6 |
-1.4% |
0.0 |
Volume |
20,228 |
23,482 |
3,254 |
16.1% |
117,127 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,473.3 |
4,454.7 |
4,386.7 |
|
R3 |
4,439.3 |
4,420.7 |
4,377.4 |
|
R2 |
4,405.3 |
4,405.3 |
4,374.2 |
|
R1 |
4,386.7 |
4,386.7 |
4,371.1 |
4,379.0 |
PP |
4,371.3 |
4,371.3 |
4,371.3 |
4,367.5 |
S1 |
4,352.7 |
4,352.7 |
4,364.9 |
4,345.0 |
S2 |
4,337.3 |
4,337.3 |
4,361.8 |
|
S3 |
4,303.3 |
4,318.7 |
4,358.7 |
|
S4 |
4,269.3 |
4,284.7 |
4,349.3 |
|
|
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 |
4,287.0 |
104.0 |
2.4% |
37.4 |
0.9% |
78% |
False |
False |
24,201 |
10 |
4,391.0 |
4,223.0 |
168.0 |
3.8% |
39.1 |
0.9% |
86% |
False |
False |
23,409 |
20 |
4,391.0 |
4,134.0 |
257.0 |
5.9% |
34.1 |
0.8% |
91% |
False |
False |
22,728 |
40 |
4,391.0 |
3,996.0 |
395.0 |
9.0% |
36.4 |
0.8% |
94% |
False |
False |
22,341 |
60 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
36.3 |
0.8% |
95% |
False |
False |
21,560 |
80 |
4,402.0 |
3,950.0 |
452.0 |
10.3% |
34.1 |
0.8% |
92% |
False |
False |
16,222 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
30.2 |
0.7% |
91% |
False |
False |
12,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,534.5 |
2.618 |
4,479.0 |
1.618 |
4,445.0 |
1.000 |
4,424.0 |
0.618 |
4,411.0 |
HIGH |
4,390.0 |
0.618 |
4,377.0 |
0.500 |
4,373.0 |
0.382 |
4,369.0 |
LOW |
4,356.0 |
0.618 |
4,335.0 |
1.000 |
4,322.0 |
1.618 |
4,301.0 |
2.618 |
4,267.0 |
4.250 |
4,211.5 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,373.0 |
4,368.0 |
PP |
4,371.3 |
4,368.0 |
S1 |
4,369.7 |
4,368.0 |
|