Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,413.75 |
1,415.00 |
1.25 |
0.1% |
1,400.50 |
High |
1,416.75 |
1,418.00 |
1.25 |
0.1% |
1,416.75 |
Low |
1,410.75 |
1,409.50 |
-1.25 |
-0.1% |
1,394.25 |
Close |
1,415.25 |
1,414.75 |
-0.50 |
0.0% |
1,415.25 |
Range |
6.00 |
8.50 |
2.50 |
41.7% |
22.50 |
ATR |
15.65 |
15.14 |
-0.51 |
-3.3% |
0.00 |
Volume |
1,138,845 |
1,110,701 |
-28,144 |
-2.5% |
6,361,327 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.50 |
1,435.75 |
1,419.50 |
|
R3 |
1,431.00 |
1,427.25 |
1,417.00 |
|
R2 |
1,422.50 |
1,422.50 |
1,416.25 |
|
R1 |
1,418.75 |
1,418.75 |
1,415.50 |
1,416.50 |
PP |
1,414.00 |
1,414.00 |
1,414.00 |
1,413.00 |
S1 |
1,410.25 |
1,410.25 |
1,414.00 |
1,408.00 |
S2 |
1,405.50 |
1,405.50 |
1,413.25 |
|
S3 |
1,397.00 |
1,401.75 |
1,412.50 |
|
S4 |
1,388.50 |
1,393.25 |
1,410.00 |
|
|
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 |
1,418.00 |
1,397.00 |
21.00 |
1.5% |
9.75 |
0.7% |
85% |
True |
False |
1,253,858 |
10 |
1,418.00 |
1,387.50 |
30.50 |
2.2% |
10.50 |
0.7% |
89% |
True |
False |
1,258,070 |
20 |
1,418.00 |
1,321.25 |
96.75 |
6.8% |
16.25 |
1.1% |
97% |
True |
False |
1,614,280 |
40 |
1,418.00 |
1,302.50 |
115.50 |
8.2% |
17.50 |
1.2% |
97% |
True |
False |
1,649,452 |
60 |
1,418.00 |
1,255.50 |
162.50 |
11.5% |
19.25 |
1.4% |
98% |
True |
False |
1,555,874 |
80 |
1,418.00 |
1,255.50 |
162.50 |
11.5% |
19.50 |
1.4% |
98% |
True |
False |
1,167,833 |
100 |
1,418.00 |
1,255.50 |
162.50 |
11.5% |
19.00 |
1.3% |
98% |
True |
False |
934,554 |
120 |
1,418.00 |
1,255.50 |
162.50 |
11.5% |
18.00 |
1.3% |
98% |
True |
False |
778,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.00 |
2.618 |
1,440.25 |
1.618 |
1,431.75 |
1.000 |
1,426.50 |
0.618 |
1,423.25 |
HIGH |
1,418.00 |
0.618 |
1,414.75 |
0.500 |
1,413.75 |
0.382 |
1,412.75 |
LOW |
1,409.50 |
0.618 |
1,404.25 |
1.000 |
1,401.00 |
1.618 |
1,395.75 |
2.618 |
1,387.25 |
4.250 |
1,373.50 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,414.50 |
1,413.00 |
PP |
1,414.00 |
1,411.50 |
S1 |
1,413.75 |
1,410.00 |
|