Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,401.25 |
1,403.50 |
2.25 |
0.2% |
1,390.25 |
High |
1,405.75 |
1,415.50 |
9.75 |
0.7% |
1,403.75 |
Low |
1,397.00 |
1,401.75 |
4.75 |
0.3% |
1,387.25 |
Close |
1,403.50 |
1,413.00 |
9.50 |
0.7% |
1,402.50 |
Range |
8.75 |
13.75 |
5.00 |
57.1% |
16.50 |
ATR |
16.60 |
16.39 |
-0.20 |
-1.2% |
0.00 |
Volume |
1,102,404 |
1,482,299 |
379,895 |
34.5% |
6,273,561 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.25 |
1,446.00 |
1,420.50 |
|
R3 |
1,437.50 |
1,432.25 |
1,416.75 |
|
R2 |
1,423.75 |
1,423.75 |
1,415.50 |
|
R1 |
1,418.50 |
1,418.50 |
1,414.25 |
1,421.00 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,411.50 |
S1 |
1,404.75 |
1,404.75 |
1,411.75 |
1,407.50 |
S2 |
1,396.25 |
1,396.25 |
1,410.50 |
|
S3 |
1,382.50 |
1,391.00 |
1,409.25 |
|
S4 |
1,368.75 |
1,377.25 |
1,405.50 |
|
|
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 |
1,415.50 |
1,392.00 |
23.50 |
1.7% |
11.00 |
0.8% |
89% |
True |
False |
1,292,875 |
10 |
1,415.50 |
1,360.00 |
55.50 |
3.9% |
13.00 |
0.9% |
95% |
True |
False |
1,343,993 |
20 |
1,415.50 |
1,321.25 |
94.25 |
6.7% |
17.50 |
1.2% |
97% |
True |
False |
1,695,687 |
40 |
1,415.50 |
1,302.50 |
113.00 |
8.0% |
18.50 |
1.3% |
98% |
True |
False |
1,707,382 |
60 |
1,415.50 |
1,255.50 |
160.00 |
11.3% |
19.75 |
1.4% |
98% |
True |
False |
1,518,769 |
80 |
1,415.50 |
1,255.50 |
160.00 |
11.3% |
19.75 |
1.4% |
98% |
True |
False |
1,139,806 |
100 |
1,415.50 |
1,255.50 |
160.00 |
11.3% |
19.25 |
1.4% |
98% |
True |
False |
912,135 |
120 |
1,415.50 |
1,255.50 |
160.00 |
11.3% |
18.00 |
1.3% |
98% |
True |
False |
760,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.00 |
2.618 |
1,451.50 |
1.618 |
1,437.75 |
1.000 |
1,429.25 |
0.618 |
1,424.00 |
HIGH |
1,415.50 |
0.618 |
1,410.25 |
0.500 |
1,408.50 |
0.382 |
1,407.00 |
LOW |
1,401.75 |
0.618 |
1,393.25 |
1.000 |
1,388.00 |
1.618 |
1,379.50 |
2.618 |
1,365.75 |
4.250 |
1,343.25 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.50 |
1,410.75 |
PP |
1,410.00 |
1,408.50 |
S1 |
1,408.50 |
1,406.25 |
|