Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,403.50 |
1,413.75 |
10.25 |
0.7% |
1,400.50 |
High |
1,415.50 |
1,416.75 |
1.25 |
0.1% |
1,416.75 |
Low |
1,401.75 |
1,410.75 |
9.00 |
0.6% |
1,394.25 |
Close |
1,413.00 |
1,415.25 |
2.25 |
0.2% |
1,415.25 |
Range |
13.75 |
6.00 |
-7.75 |
-56.4% |
22.50 |
ATR |
16.39 |
15.65 |
-0.74 |
-4.5% |
0.00 |
Volume |
1,482,299 |
1,138,845 |
-343,454 |
-23.2% |
6,361,327 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.25 |
1,429.75 |
1,418.50 |
|
R3 |
1,426.25 |
1,423.75 |
1,417.00 |
|
R2 |
1,420.25 |
1,420.25 |
1,416.25 |
|
R1 |
1,417.75 |
1,417.75 |
1,415.75 |
1,419.00 |
PP |
1,414.25 |
1,414.25 |
1,414.25 |
1,415.00 |
S1 |
1,411.75 |
1,411.75 |
1,414.75 |
1,413.00 |
S2 |
1,408.25 |
1,408.25 |
1,414.25 |
|
S3 |
1,402.25 |
1,405.75 |
1,413.50 |
|
S4 |
1,396.25 |
1,399.75 |
1,412.00 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.25 |
1,468.25 |
1,427.50 |
|
R3 |
1,453.75 |
1,445.75 |
1,421.50 |
|
R2 |
1,431.25 |
1,431.25 |
1,419.50 |
|
R1 |
1,423.25 |
1,423.25 |
1,417.25 |
1,427.25 |
PP |
1,408.75 |
1,408.75 |
1,408.75 |
1,410.75 |
S1 |
1,400.75 |
1,400.75 |
1,413.25 |
1,404.75 |
S2 |
1,386.25 |
1,386.25 |
1,411.00 |
|
S3 |
1,363.75 |
1,378.25 |
1,409.00 |
|
S4 |
1,341.25 |
1,355.75 |
1,403.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,416.75 |
1,394.25 |
22.50 |
1.6% |
10.00 |
0.7% |
93% |
True |
False |
1,272,265 |
10 |
1,416.75 |
1,387.25 |
29.50 |
2.1% |
10.50 |
0.7% |
95% |
True |
False |
1,263,488 |
20 |
1,416.75 |
1,321.25 |
95.50 |
6.7% |
17.00 |
1.2% |
98% |
True |
False |
1,662,646 |
40 |
1,416.75 |
1,302.50 |
114.25 |
8.1% |
17.75 |
1.3% |
99% |
True |
False |
1,668,152 |
60 |
1,416.75 |
1,255.50 |
161.25 |
11.4% |
19.50 |
1.4% |
99% |
True |
False |
1,537,610 |
80 |
1,416.75 |
1,255.50 |
161.25 |
11.4% |
19.75 |
1.4% |
99% |
True |
False |
1,153,981 |
100 |
1,416.75 |
1,255.50 |
161.25 |
11.4% |
19.00 |
1.4% |
99% |
True |
False |
923,494 |
120 |
1,416.75 |
1,255.50 |
161.25 |
11.4% |
18.00 |
1.3% |
99% |
True |
False |
769,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.25 |
2.618 |
1,432.50 |
1.618 |
1,426.50 |
1.000 |
1,422.75 |
0.618 |
1,420.50 |
HIGH |
1,416.75 |
0.618 |
1,414.50 |
0.500 |
1,413.75 |
0.382 |
1,413.00 |
LOW |
1,410.75 |
0.618 |
1,407.00 |
1.000 |
1,404.75 |
1.618 |
1,401.00 |
2.618 |
1,395.00 |
4.250 |
1,385.25 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,414.75 |
1,412.50 |
PP |
1,414.25 |
1,409.75 |
S1 |
1,413.75 |
1,407.00 |
|