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 |
1,402.00 |
1,401.25 |
-0.75 |
-0.1% |
1,390.25 |
High |
1,409.50 |
1,405.75 |
-3.75 |
-0.3% |
1,403.75 |
Low |
1,397.25 |
1,397.00 |
-0.25 |
0.0% |
1,387.25 |
Close |
1,401.50 |
1,403.50 |
2.00 |
0.1% |
1,402.50 |
Range |
12.25 |
8.75 |
-3.50 |
-28.6% |
16.50 |
ATR |
17.20 |
16.60 |
-0.60 |
-3.5% |
0.00 |
Volume |
1,435,041 |
1,102,404 |
-332,637 |
-23.2% |
6,273,561 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.25 |
1,424.75 |
1,408.25 |
|
R3 |
1,419.50 |
1,416.00 |
1,406.00 |
|
R2 |
1,410.75 |
1,410.75 |
1,405.00 |
|
R1 |
1,407.25 |
1,407.25 |
1,404.25 |
1,409.00 |
PP |
1,402.00 |
1,402.00 |
1,402.00 |
1,403.00 |
S1 |
1,398.50 |
1,398.50 |
1,402.75 |
1,400.25 |
S2 |
1,393.25 |
1,393.25 |
1,402.00 |
|
S3 |
1,384.50 |
1,389.75 |
1,401.00 |
|
S4 |
1,375.75 |
1,381.00 |
1,398.75 |
|
|
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 |
1,392.00 |
17.50 |
1.2% |
10.25 |
0.7% |
66% |
False |
False |
1,232,262 |
10 |
1,409.50 |
1,349.25 |
60.25 |
4.3% |
15.00 |
1.1% |
90% |
False |
False |
1,478,536 |
20 |
1,409.50 |
1,321.25 |
88.25 |
6.3% |
17.25 |
1.2% |
93% |
False |
False |
1,708,701 |
40 |
1,409.50 |
1,302.50 |
107.00 |
7.6% |
18.50 |
1.3% |
94% |
False |
False |
1,729,301 |
60 |
1,409.50 |
1,255.50 |
154.00 |
11.0% |
19.75 |
1.4% |
96% |
False |
False |
1,494,151 |
80 |
1,409.50 |
1,255.50 |
154.00 |
11.0% |
19.75 |
1.4% |
96% |
False |
False |
1,121,310 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.25 |
1.4% |
94% |
False |
False |
897,332 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
94% |
False |
False |
747,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.00 |
2.618 |
1,428.75 |
1.618 |
1,420.00 |
1.000 |
1,414.50 |
0.618 |
1,411.25 |
HIGH |
1,405.75 |
0.618 |
1,402.50 |
0.500 |
1,401.50 |
0.382 |
1,400.25 |
LOW |
1,397.00 |
0.618 |
1,391.50 |
1.000 |
1,388.25 |
1.618 |
1,382.75 |
2.618 |
1,374.00 |
4.250 |
1,359.75 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.75 |
1,403.00 |
PP |
1,402.00 |
1,402.50 |
S1 |
1,401.50 |
1,402.00 |
|