Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,400.50 |
1,402.00 |
1.50 |
0.1% |
1,390.25 |
High |
1,404.00 |
1,409.50 |
5.50 |
0.4% |
1,403.75 |
Low |
1,394.25 |
1,397.25 |
3.00 |
0.2% |
1,387.25 |
Close |
1,402.50 |
1,401.50 |
-1.00 |
-0.1% |
1,402.50 |
Range |
9.75 |
12.25 |
2.50 |
25.6% |
16.50 |
ATR |
17.58 |
17.20 |
-0.38 |
-2.2% |
0.00 |
Volume |
1,202,738 |
1,435,041 |
232,303 |
19.3% |
6,273,561 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.50 |
1,432.75 |
1,408.25 |
|
R3 |
1,427.25 |
1,420.50 |
1,404.75 |
|
R2 |
1,415.00 |
1,415.00 |
1,403.75 |
|
R1 |
1,408.25 |
1,408.25 |
1,402.50 |
1,405.50 |
PP |
1,402.75 |
1,402.75 |
1,402.75 |
1,401.50 |
S1 |
1,396.00 |
1,396.00 |
1,400.50 |
1,393.25 |
S2 |
1,390.50 |
1,390.50 |
1,399.25 |
|
S3 |
1,378.25 |
1,383.75 |
1,398.25 |
|
S4 |
1,366.00 |
1,371.50 |
1,394.75 |
|
|
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 |
1,409.50 |
1,390.50 |
19.00 |
1.4% |
10.50 |
0.7% |
58% |
True |
False |
1,257,311 |
10 |
1,409.50 |
1,349.25 |
60.25 |
4.3% |
15.50 |
1.1% |
87% |
True |
False |
1,547,260 |
20 |
1,409.50 |
1,321.25 |
88.25 |
6.3% |
17.75 |
1.3% |
91% |
True |
False |
1,743,455 |
40 |
1,409.50 |
1,302.50 |
107.00 |
7.6% |
18.75 |
1.3% |
93% |
True |
False |
1,746,018 |
60 |
1,409.50 |
1,255.50 |
154.00 |
11.0% |
20.25 |
1.4% |
95% |
True |
False |
1,475,890 |
80 |
1,409.50 |
1,255.50 |
154.00 |
11.0% |
20.00 |
1.4% |
95% |
True |
False |
1,107,540 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.25 |
1.4% |
92% |
False |
False |
886,331 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
92% |
False |
False |
738,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.50 |
2.618 |
1,441.50 |
1.618 |
1,429.25 |
1.000 |
1,421.75 |
0.618 |
1,417.00 |
HIGH |
1,409.50 |
0.618 |
1,404.75 |
0.500 |
1,403.50 |
0.382 |
1,402.00 |
LOW |
1,397.25 |
0.618 |
1,389.75 |
1.000 |
1,385.00 |
1.618 |
1,377.50 |
2.618 |
1,365.25 |
4.250 |
1,345.25 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,403.50 |
1,401.25 |
PP |
1,402.75 |
1,401.00 |
S1 |
1,402.00 |
1,400.75 |
|