Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,370.0 |
4,338.0 |
-32.0 |
-0.7% |
4,336.0 |
High |
4,390.0 |
4,343.0 |
-47.0 |
-1.1% |
4,391.0 |
Low |
4,356.0 |
4,323.0 |
-33.0 |
-0.8% |
4,323.0 |
Close |
4,368.0 |
4,332.0 |
-36.0 |
-0.8% |
4,332.0 |
Range |
34.0 |
20.0 |
-14.0 |
-41.2% |
68.0 |
ATR |
41.5 |
41.8 |
0.2 |
0.6% |
0.0 |
Volume |
23,482 |
17,079 |
-6,403 |
-27.3% |
112,052 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.7 |
4,382.3 |
4,343.0 |
|
R3 |
4,372.7 |
4,362.3 |
4,337.5 |
|
R2 |
4,352.7 |
4,352.7 |
4,335.7 |
|
R1 |
4,342.3 |
4,342.3 |
4,333.8 |
4,337.5 |
PP |
4,332.7 |
4,332.7 |
4,332.7 |
4,330.3 |
S1 |
4,322.3 |
4,322.3 |
4,330.2 |
4,317.5 |
S2 |
4,312.7 |
4,312.7 |
4,328.3 |
|
S3 |
4,292.7 |
4,302.3 |
4,326.5 |
|
S4 |
4,272.7 |
4,282.3 |
4,321.0 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.7 |
4,510.3 |
4,369.4 |
|
R3 |
4,484.7 |
4,442.3 |
4,350.7 |
|
R2 |
4,416.7 |
4,416.7 |
4,344.5 |
|
R1 |
4,374.3 |
4,374.3 |
4,338.2 |
4,361.5 |
PP |
4,348.7 |
4,348.7 |
4,348.7 |
4,342.3 |
S1 |
4,306.3 |
4,306.3 |
4,325.8 |
4,293.5 |
S2 |
4,280.7 |
4,280.7 |
4,319.5 |
|
S3 |
4,212.7 |
4,238.3 |
4,313.3 |
|
S4 |
4,144.7 |
4,170.3 |
4,294.6 |
|
|
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 |
4,323.0 |
68.0 |
1.6% |
31.4 |
0.7% |
13% |
False |
True |
22,410 |
10 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
36.7 |
0.8% |
65% |
False |
False |
22,917 |
20 |
4,391.0 |
4,168.0 |
223.0 |
5.1% |
32.9 |
0.8% |
74% |
False |
False |
22,340 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.4% |
34.6 |
0.8% |
84% |
False |
False |
21,826 |
60 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
36.1 |
0.8% |
87% |
False |
False |
21,844 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
34.4 |
0.8% |
87% |
False |
False |
16,436 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
30.3 |
0.7% |
83% |
False |
False |
13,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,428.0 |
2.618 |
4,395.4 |
1.618 |
4,375.4 |
1.000 |
4,363.0 |
0.618 |
4,355.4 |
HIGH |
4,343.0 |
0.618 |
4,335.4 |
0.500 |
4,333.0 |
0.382 |
4,330.6 |
LOW |
4,323.0 |
0.618 |
4,310.6 |
1.000 |
4,303.0 |
1.618 |
4,290.6 |
2.618 |
4,270.6 |
4.250 |
4,238.0 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,333.0 |
4,356.5 |
PP |
4,332.7 |
4,348.3 |
S1 |
4,332.3 |
4,340.2 |
|