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 |
7,038.5 |
7,047.5 |
9.0 |
0.1% |
6,940.0 |
High |
7,108.0 |
7,062.0 |
-46.0 |
-0.6% |
7,055.0 |
Low |
7,038.5 |
7,005.0 |
-33.5 |
-0.5% |
6,882.0 |
Close |
7,093.0 |
7,023.0 |
-70.0 |
-1.0% |
7,035.5 |
Range |
69.5 |
57.0 |
-12.5 |
-18.0% |
173.0 |
ATR |
115.0 |
113.0 |
-1.9 |
-1.7% |
0.0 |
Volume |
93,343 |
113,913 |
20,570 |
22.0% |
468,074 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,201.0 |
7,169.0 |
7,054.4 |
|
R3 |
7,144.0 |
7,112.0 |
7,038.7 |
|
R2 |
7,087.0 |
7,087.0 |
7,033.5 |
|
R1 |
7,055.0 |
7,055.0 |
7,028.2 |
7,042.5 |
PP |
7,030.0 |
7,030.0 |
7,030.0 |
7,023.8 |
S1 |
6,998.0 |
6,998.0 |
7,017.8 |
6,985.5 |
S2 |
6,973.0 |
6,973.0 |
7,012.6 |
|
S3 |
6,916.0 |
6,941.0 |
7,007.3 |
|
S4 |
6,859.0 |
6,884.0 |
6,991.7 |
|
|
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 |
7,108.0 |
6,928.5 |
179.5 |
2.6% |
69.7 |
1.0% |
53% |
False |
False |
97,946 |
10 |
7,108.0 |
6,882.0 |
226.0 |
3.2% |
76.2 |
1.1% |
62% |
False |
False |
99,721 |
20 |
7,108.0 |
6,323.0 |
785.0 |
11.2% |
121.1 |
1.7% |
89% |
False |
False |
124,288 |
40 |
7,108.0 |
6,098.0 |
1,010.0 |
14.4% |
125.1 |
1.8% |
92% |
False |
False |
129,401 |
60 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
126.6 |
1.8% |
93% |
False |
False |
112,085 |
80 |
7,108.0 |
5,917.5 |
1,190.5 |
17.0% |
128.1 |
1.8% |
93% |
False |
False |
84,306 |
100 |
7,110.0 |
5,917.5 |
1,192.5 |
17.0% |
130.2 |
1.9% |
93% |
False |
False |
67,487 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.5% |
125.0 |
1.8% |
85% |
False |
False |
56,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,304.3 |
2.618 |
7,211.2 |
1.618 |
7,154.2 |
1.000 |
7,119.0 |
0.618 |
7,097.2 |
HIGH |
7,062.0 |
0.618 |
7,040.2 |
0.500 |
7,033.5 |
0.382 |
7,026.8 |
LOW |
7,005.0 |
0.618 |
6,969.8 |
1.000 |
6,948.0 |
1.618 |
6,912.8 |
2.618 |
6,855.8 |
4.250 |
6,762.8 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
7,033.5 |
7,056.5 |
PP |
7,030.0 |
7,045.3 |
S1 |
7,026.5 |
7,034.2 |
|