Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
5,823.5 |
5,837.0 |
13.5 |
0.2% |
5,745.5 |
High |
5,860.0 |
5,850.0 |
-10.0 |
-0.2% |
5,857.5 |
Low |
5,818.5 |
5,815.5 |
-3.0 |
-0.1% |
5,724.0 |
Close |
5,841.5 |
5,836.0 |
-5.5 |
-0.1% |
5,841.0 |
Range |
41.5 |
34.5 |
-7.0 |
-16.9% |
133.5 |
ATR |
78.1 |
75.0 |
-3.1 |
-4.0% |
0.0 |
Volume |
61,630 |
66,627 |
4,997 |
8.1% |
363,580 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.5 |
5,921.0 |
5,855.0 |
|
R3 |
5,903.0 |
5,886.5 |
5,845.5 |
|
R2 |
5,868.5 |
5,868.5 |
5,842.5 |
|
R1 |
5,852.0 |
5,852.0 |
5,839.0 |
5,843.0 |
PP |
5,834.0 |
5,834.0 |
5,834.0 |
5,829.0 |
S1 |
5,817.5 |
5,817.5 |
5,833.0 |
5,808.5 |
S2 |
5,799.5 |
5,799.5 |
5,829.5 |
|
S3 |
5,765.0 |
5,783.0 |
5,826.5 |
|
S4 |
5,730.5 |
5,748.5 |
5,817.0 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,208.0 |
6,158.0 |
5,914.5 |
|
R3 |
6,074.5 |
6,024.5 |
5,877.5 |
|
R2 |
5,941.0 |
5,941.0 |
5,865.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,853.0 |
5,916.0 |
PP |
5,807.5 |
5,807.5 |
5,807.5 |
5,820.0 |
S1 |
5,757.5 |
5,757.5 |
5,829.0 |
5,782.5 |
S2 |
5,674.0 |
5,674.0 |
5,816.5 |
|
S3 |
5,540.5 |
5,624.0 |
5,804.5 |
|
S4 |
5,407.0 |
5,490.5 |
5,767.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,860.0 |
5,795.0 |
65.0 |
1.1% |
43.0 |
0.7% |
63% |
False |
False |
64,779 |
10 |
5,860.0 |
5,584.0 |
276.0 |
4.7% |
70.0 |
1.2% |
91% |
False |
False |
79,691 |
20 |
5,860.0 |
5,410.0 |
450.0 |
7.7% |
82.0 |
1.4% |
95% |
False |
False |
84,577 |
40 |
5,860.0 |
5,390.5 |
469.5 |
8.0% |
77.5 |
1.3% |
95% |
False |
False |
83,761 |
60 |
5,860.0 |
5,176.0 |
684.0 |
11.7% |
81.0 |
1.4% |
96% |
False |
False |
72,649 |
80 |
5,860.0 |
5,176.0 |
684.0 |
11.7% |
75.0 |
1.3% |
96% |
False |
False |
54,499 |
100 |
5,860.0 |
5,176.0 |
684.0 |
11.7% |
73.0 |
1.2% |
96% |
False |
False |
43,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,996.5 |
2.618 |
5,940.5 |
1.618 |
5,906.0 |
1.000 |
5,884.5 |
0.618 |
5,871.5 |
HIGH |
5,850.0 |
0.618 |
5,837.0 |
0.500 |
5,833.0 |
0.382 |
5,828.5 |
LOW |
5,815.5 |
0.618 |
5,794.0 |
1.000 |
5,781.0 |
1.618 |
5,759.5 |
2.618 |
5,725.0 |
4.250 |
5,669.0 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
5,835.0 |
5,833.0 |
PP |
5,834.0 |
5,830.5 |
S1 |
5,833.0 |
5,827.5 |
|