Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,940.0 |
6,962.5 |
22.5 |
0.3% |
6,869.0 |
High |
6,979.0 |
6,997.0 |
18.0 |
0.3% |
7,004.0 |
Low |
6,882.0 |
6,939.0 |
57.0 |
0.8% |
6,847.0 |
Close |
6,914.0 |
6,969.5 |
55.5 |
0.8% |
6,951.5 |
Range |
97.0 |
58.0 |
-39.0 |
-40.2% |
157.0 |
ATR |
137.3 |
133.4 |
-3.9 |
-2.8% |
0.0 |
Volume |
106,007 |
87,755 |
-18,252 |
-17.2% |
559,155 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,142.5 |
7,114.0 |
7,001.4 |
|
R3 |
7,084.5 |
7,056.0 |
6,985.5 |
|
R2 |
7,026.5 |
7,026.5 |
6,980.1 |
|
R1 |
6,998.0 |
6,998.0 |
6,974.8 |
7,012.3 |
PP |
6,968.5 |
6,968.5 |
6,968.5 |
6,975.6 |
S1 |
6,940.0 |
6,940.0 |
6,964.2 |
6,954.3 |
S2 |
6,910.5 |
6,910.5 |
6,958.9 |
|
S3 |
6,852.5 |
6,882.0 |
6,953.6 |
|
S4 |
6,794.5 |
6,824.0 |
6,937.6 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,405.2 |
7,335.3 |
7,037.9 |
|
R3 |
7,248.2 |
7,178.3 |
6,994.7 |
|
R2 |
7,091.2 |
7,091.2 |
6,980.3 |
|
R1 |
7,021.3 |
7,021.3 |
6,965.9 |
7,056.3 |
PP |
6,934.2 |
6,934.2 |
6,934.2 |
6,951.6 |
S1 |
6,864.3 |
6,864.3 |
6,937.1 |
6,899.3 |
S2 |
6,777.2 |
6,777.2 |
6,922.7 |
|
S3 |
6,620.2 |
6,707.3 |
6,908.3 |
|
S4 |
6,463.2 |
6,550.3 |
6,865.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,004.0 |
6,882.0 |
122.0 |
1.8% |
82.1 |
1.2% |
72% |
False |
False |
104,983 |
10 |
7,004.0 |
6,552.0 |
452.0 |
6.5% |
125.2 |
1.8% |
92% |
False |
False |
124,948 |
20 |
7,004.0 |
6,314.0 |
690.0 |
9.9% |
142.3 |
2.0% |
95% |
False |
False |
138,476 |
40 |
7,004.0 |
6,098.0 |
906.0 |
13.0% |
132.2 |
1.9% |
96% |
False |
False |
135,199 |
60 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
130.5 |
1.9% |
97% |
False |
False |
102,656 |
80 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
133.1 |
1.9% |
97% |
False |
False |
77,088 |
100 |
7,175.0 |
5,917.5 |
1,257.5 |
18.0% |
133.6 |
1.9% |
84% |
False |
False |
61,711 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.1 |
1.8% |
81% |
False |
False |
51,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,243.5 |
2.618 |
7,148.8 |
1.618 |
7,090.8 |
1.000 |
7,055.0 |
0.618 |
7,032.8 |
HIGH |
6,997.0 |
0.618 |
6,974.8 |
0.500 |
6,968.0 |
0.382 |
6,961.2 |
LOW |
6,939.0 |
0.618 |
6,903.2 |
1.000 |
6,881.0 |
1.618 |
6,845.2 |
2.618 |
6,787.2 |
4.250 |
6,692.5 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,969.0 |
6,959.5 |
PP |
6,968.5 |
6,949.5 |
S1 |
6,968.0 |
6,939.5 |
|