Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,400.25 |
1,400.50 |
0.25 |
0.0% |
1,390.25 |
High |
1,402.75 |
1,404.00 |
1.25 |
0.1% |
1,403.75 |
Low |
1,392.00 |
1,394.25 |
2.25 |
0.2% |
1,387.25 |
Close |
1,402.50 |
1,402.50 |
0.00 |
0.0% |
1,402.50 |
Range |
10.75 |
9.75 |
-1.00 |
-9.3% |
16.50 |
ATR |
18.18 |
17.58 |
-0.60 |
-3.3% |
0.00 |
Volume |
1,241,893 |
1,202,738 |
-39,155 |
-3.2% |
6,273,561 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.50 |
1,425.75 |
1,407.75 |
|
R3 |
1,419.75 |
1,416.00 |
1,405.25 |
|
R2 |
1,410.00 |
1,410.00 |
1,404.25 |
|
R1 |
1,406.25 |
1,406.25 |
1,403.50 |
1,408.00 |
PP |
1,400.25 |
1,400.25 |
1,400.25 |
1,401.25 |
S1 |
1,396.50 |
1,396.50 |
1,401.50 |
1,398.50 |
S2 |
1,390.50 |
1,390.50 |
1,400.75 |
|
S3 |
1,380.75 |
1,386.75 |
1,399.75 |
|
S4 |
1,371.00 |
1,377.00 |
1,397.25 |
|
|
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 |
1,404.00 |
1,387.50 |
16.50 |
1.2% |
11.25 |
0.8% |
91% |
True |
False |
1,262,283 |
10 |
1,404.00 |
1,349.25 |
54.75 |
3.9% |
15.75 |
1.1% |
97% |
True |
False |
1,581,180 |
20 |
1,404.00 |
1,321.25 |
82.75 |
5.9% |
18.25 |
1.3% |
98% |
True |
False |
1,770,227 |
40 |
1,404.00 |
1,302.50 |
101.50 |
7.2% |
19.00 |
1.4% |
99% |
True |
False |
1,761,869 |
60 |
1,404.00 |
1,255.50 |
148.50 |
10.6% |
20.25 |
1.4% |
99% |
True |
False |
1,452,082 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.7% |
19.75 |
1.4% |
98% |
False |
False |
1,089,618 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.50 |
1.4% |
93% |
False |
False |
871,999 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
93% |
False |
False |
726,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.50 |
2.618 |
1,429.50 |
1.618 |
1,419.75 |
1.000 |
1,413.75 |
0.618 |
1,410.00 |
HIGH |
1,404.00 |
0.618 |
1,400.25 |
0.500 |
1,399.00 |
0.382 |
1,398.00 |
LOW |
1,394.25 |
0.618 |
1,388.25 |
1.000 |
1,384.50 |
1.618 |
1,378.50 |
2.618 |
1,368.75 |
4.250 |
1,352.75 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,401.00 |
PP |
1,400.25 |
1,399.50 |
S1 |
1,399.00 |
1,398.00 |
|