Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,984.0 |
7,010.0 |
26.0 |
0.4% |
6,940.0 |
High |
7,018.0 |
7,055.0 |
37.0 |
0.5% |
7,055.0 |
Low |
6,928.5 |
6,999.5 |
71.0 |
1.0% |
6,882.0 |
Close |
6,992.5 |
7,035.5 |
43.0 |
0.6% |
7,035.5 |
Range |
89.5 |
55.5 |
-34.0 |
-38.0% |
173.0 |
ATR |
125.9 |
121.4 |
-4.5 |
-3.6% |
0.0 |
Volume |
87,047 |
97,981 |
10,934 |
12.6% |
468,074 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,196.5 |
7,171.5 |
7,066.0 |
|
R3 |
7,141.0 |
7,116.0 |
7,050.8 |
|
R2 |
7,085.5 |
7,085.5 |
7,045.7 |
|
R1 |
7,060.5 |
7,060.5 |
7,040.6 |
7,073.0 |
PP |
7,030.0 |
7,030.0 |
7,030.0 |
7,036.3 |
S1 |
7,005.0 |
7,005.0 |
7,030.4 |
7,017.5 |
S2 |
6,974.5 |
6,974.5 |
7,025.3 |
|
S3 |
6,919.0 |
6,949.5 |
7,020.2 |
|
S4 |
6,863.5 |
6,894.0 |
7,005.0 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,509.8 |
7,445.7 |
7,130.7 |
|
R3 |
7,336.8 |
7,272.7 |
7,083.1 |
|
R2 |
7,163.8 |
7,163.8 |
7,067.2 |
|
R1 |
7,099.7 |
7,099.7 |
7,051.4 |
7,131.8 |
PP |
6,990.8 |
6,990.8 |
6,990.8 |
7,006.9 |
S1 |
6,926.7 |
6,926.7 |
7,019.6 |
6,958.8 |
S2 |
6,817.8 |
6,817.8 |
7,003.8 |
|
S3 |
6,644.8 |
6,753.7 |
6,987.9 |
|
S4 |
6,471.8 |
6,580.7 |
6,940.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,055.0 |
6,882.0 |
173.0 |
2.5% |
73.5 |
1.0% |
89% |
True |
False |
93,614 |
10 |
7,055.0 |
6,847.0 |
208.0 |
3.0% |
81.5 |
1.2% |
91% |
True |
False |
102,722 |
20 |
7,055.0 |
6,314.0 |
741.0 |
10.5% |
135.1 |
1.9% |
97% |
True |
False |
132,815 |
40 |
7,055.0 |
6,098.0 |
957.0 |
13.6% |
127.1 |
1.8% |
98% |
True |
False |
131,121 |
60 |
7,055.0 |
5,917.5 |
1,137.5 |
16.2% |
128.9 |
1.8% |
98% |
True |
False |
107,131 |
80 |
7,055.0 |
5,917.5 |
1,137.5 |
16.2% |
130.6 |
1.9% |
98% |
True |
False |
80,507 |
100 |
7,175.0 |
5,917.5 |
1,257.5 |
17.9% |
131.9 |
1.9% |
89% |
False |
False |
64,447 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.5% |
125.1 |
1.8% |
86% |
False |
False |
54,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,290.9 |
2.618 |
7,200.3 |
1.618 |
7,144.8 |
1.000 |
7,110.5 |
0.618 |
7,089.3 |
HIGH |
7,055.0 |
0.618 |
7,033.8 |
0.500 |
7,027.3 |
0.382 |
7,020.7 |
LOW |
6,999.5 |
0.618 |
6,965.2 |
1.000 |
6,944.0 |
1.618 |
6,909.7 |
2.618 |
6,854.2 |
4.250 |
6,763.6 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
7,032.8 |
7,017.4 |
PP |
7,030.0 |
6,999.3 |
S1 |
7,027.3 |
6,981.3 |
|