Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,396.50 |
1,398.50 |
2.00 |
0.1% |
1,379.25 |
High |
1,400.25 |
1,403.75 |
3.50 |
0.2% |
1,390.50 |
Low |
1,390.50 |
1,393.75 |
3.25 |
0.2% |
1,349.25 |
Close |
1,398.25 |
1,400.50 |
2.25 |
0.2% |
1,389.00 |
Range |
9.75 |
10.00 |
0.25 |
2.6% |
41.25 |
ATR |
19.43 |
18.76 |
-0.67 |
-3.5% |
0.00 |
Volume |
1,227,651 |
1,179,236 |
-48,415 |
-3.9% |
9,818,722 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.25 |
1,425.00 |
1,406.00 |
|
R3 |
1,419.25 |
1,415.00 |
1,403.25 |
|
R2 |
1,409.25 |
1,409.25 |
1,402.25 |
|
R1 |
1,405.00 |
1,405.00 |
1,401.50 |
1,407.00 |
PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,400.50 |
S1 |
1,395.00 |
1,395.00 |
1,399.50 |
1,397.00 |
S2 |
1,389.25 |
1,389.25 |
1,398.75 |
|
S3 |
1,379.25 |
1,385.00 |
1,397.75 |
|
S4 |
1,369.25 |
1,375.00 |
1,395.00 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,485.75 |
1,411.75 |
|
R3 |
1,458.75 |
1,444.50 |
1,400.25 |
|
R2 |
1,417.50 |
1,417.50 |
1,396.50 |
|
R1 |
1,403.25 |
1,403.25 |
1,392.75 |
1,410.50 |
PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,379.75 |
S1 |
1,362.00 |
1,362.00 |
1,385.25 |
1,369.00 |
S2 |
1,335.00 |
1,335.00 |
1,381.50 |
|
S3 |
1,293.75 |
1,320.75 |
1,377.75 |
|
S4 |
1,252.50 |
1,279.50 |
1,366.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,403.75 |
1,360.00 |
43.75 |
3.1% |
15.00 |
1.1% |
93% |
True |
False |
1,395,111 |
10 |
1,403.75 |
1,349.25 |
54.50 |
3.9% |
18.25 |
1.3% |
94% |
True |
False |
1,734,565 |
20 |
1,403.75 |
1,321.25 |
82.50 |
5.9% |
18.75 |
1.3% |
96% |
True |
False |
1,813,219 |
40 |
1,403.75 |
1,302.50 |
101.25 |
7.2% |
19.50 |
1.4% |
97% |
True |
False |
1,816,358 |
60 |
1,403.75 |
1,255.50 |
148.25 |
10.6% |
20.75 |
1.5% |
98% |
True |
False |
1,411,467 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.7% |
20.00 |
1.4% |
97% |
False |
False |
1,059,094 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.50 |
1.4% |
92% |
False |
False |
847,572 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
92% |
False |
False |
706,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.25 |
2.618 |
1,430.00 |
1.618 |
1,420.00 |
1.000 |
1,413.75 |
0.618 |
1,410.00 |
HIGH |
1,403.75 |
0.618 |
1,400.00 |
0.500 |
1,398.75 |
0.382 |
1,397.50 |
LOW |
1,393.75 |
0.618 |
1,387.50 |
1.000 |
1,383.75 |
1.618 |
1,377.50 |
2.618 |
1,367.50 |
4.250 |
1,351.25 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.00 |
1,399.00 |
PP |
1,399.25 |
1,397.25 |
S1 |
1,398.75 |
1,395.50 |
|