Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,398.50 |
1,400.25 |
1.75 |
0.1% |
1,390.25 |
High |
1,403.75 |
1,402.75 |
-1.00 |
-0.1% |
1,403.75 |
Low |
1,393.75 |
1,392.00 |
-1.75 |
-0.1% |
1,387.25 |
Close |
1,400.50 |
1,402.50 |
2.00 |
0.1% |
1,402.50 |
Range |
10.00 |
10.75 |
0.75 |
7.5% |
16.50 |
ATR |
18.76 |
18.18 |
-0.57 |
-3.0% |
0.00 |
Volume |
1,179,236 |
1,241,893 |
62,657 |
5.3% |
6,273,561 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.25 |
1,427.75 |
1,408.50 |
|
R3 |
1,420.50 |
1,417.00 |
1,405.50 |
|
R2 |
1,409.75 |
1,409.75 |
1,404.50 |
|
R1 |
1,406.25 |
1,406.25 |
1,403.50 |
1,408.00 |
PP |
1,399.00 |
1,399.00 |
1,399.00 |
1,400.00 |
S1 |
1,395.50 |
1,395.50 |
1,401.50 |
1,397.25 |
S2 |
1,388.25 |
1,388.25 |
1,400.50 |
|
S3 |
1,377.50 |
1,384.75 |
1,399.50 |
|
S4 |
1,366.75 |
1,374.00 |
1,396.50 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.25 |
1,441.50 |
1,411.50 |
|
R3 |
1,430.75 |
1,425.00 |
1,407.00 |
|
R2 |
1,414.25 |
1,414.25 |
1,405.50 |
|
R1 |
1,408.50 |
1,408.50 |
1,404.00 |
1,411.50 |
PP |
1,397.75 |
1,397.75 |
1,397.75 |
1,399.25 |
S1 |
1,392.00 |
1,392.00 |
1,401.00 |
1,395.00 |
S2 |
1,381.25 |
1,381.25 |
1,399.50 |
|
S3 |
1,364.75 |
1,375.50 |
1,398.00 |
|
S4 |
1,348.25 |
1,359.00 |
1,393.50 |
|
|
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 |
1,387.25 |
16.50 |
1.2% |
11.00 |
0.8% |
92% |
False |
False |
1,254,712 |
10 |
1,403.75 |
1,349.25 |
54.50 |
3.9% |
16.00 |
1.1% |
98% |
False |
False |
1,609,228 |
20 |
1,403.75 |
1,321.25 |
82.50 |
5.9% |
18.25 |
1.3% |
98% |
False |
False |
1,787,398 |
40 |
1,403.75 |
1,302.50 |
101.25 |
7.2% |
19.00 |
1.4% |
99% |
False |
False |
1,777,234 |
60 |
1,403.75 |
1,255.50 |
148.25 |
10.6% |
20.75 |
1.5% |
99% |
False |
False |
1,432,112 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.7% |
20.00 |
1.4% |
98% |
False |
False |
1,074,599 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.50 |
1.4% |
93% |
False |
False |
859,990 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
93% |
False |
False |
716,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.50 |
2.618 |
1,431.00 |
1.618 |
1,420.25 |
1.000 |
1,413.50 |
0.618 |
1,409.50 |
HIGH |
1,402.75 |
0.618 |
1,398.75 |
0.500 |
1,397.50 |
0.382 |
1,396.00 |
LOW |
1,392.00 |
0.618 |
1,385.25 |
1.000 |
1,381.25 |
1.618 |
1,374.50 |
2.618 |
1,363.75 |
4.250 |
1,346.25 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.75 |
1,400.75 |
PP |
1,399.00 |
1,399.00 |
S1 |
1,397.50 |
1,397.00 |
|