Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,415.00 |
1,414.75 |
-0.25 |
0.0% |
1,400.50 |
High |
1,418.00 |
1,424.75 |
6.75 |
0.5% |
1,416.75 |
Low |
1,409.50 |
1,408.00 |
-1.50 |
-0.1% |
1,394.25 |
Close |
1,414.75 |
1,412.50 |
-2.25 |
-0.2% |
1,415.25 |
Range |
8.50 |
16.75 |
8.25 |
97.1% |
22.50 |
ATR |
15.14 |
15.26 |
0.11 |
0.8% |
0.00 |
Volume |
1,110,701 |
1,730,302 |
619,601 |
55.8% |
6,361,327 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.25 |
1,455.75 |
1,421.75 |
|
R3 |
1,448.50 |
1,439.00 |
1,417.00 |
|
R2 |
1,431.75 |
1,431.75 |
1,415.50 |
|
R1 |
1,422.25 |
1,422.25 |
1,414.00 |
1,418.50 |
PP |
1,415.00 |
1,415.00 |
1,415.00 |
1,413.25 |
S1 |
1,405.50 |
1,405.50 |
1,411.00 |
1,402.00 |
S2 |
1,398.25 |
1,398.25 |
1,409.50 |
|
S3 |
1,381.50 |
1,388.75 |
1,408.00 |
|
S4 |
1,364.75 |
1,372.00 |
1,403.25 |
|
|
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 |
1,424.75 |
1,397.00 |
27.75 |
2.0% |
10.75 |
0.8% |
56% |
True |
False |
1,312,910 |
10 |
1,424.75 |
1,390.50 |
34.25 |
2.4% |
10.50 |
0.8% |
64% |
True |
False |
1,285,111 |
20 |
1,424.75 |
1,321.25 |
103.50 |
7.3% |
16.00 |
1.1% |
88% |
True |
False |
1,595,283 |
40 |
1,424.75 |
1,303.25 |
121.50 |
8.6% |
17.50 |
1.2% |
90% |
True |
False |
1,646,700 |
60 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.25 |
1.4% |
93% |
True |
False |
1,584,575 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.50 |
1.4% |
93% |
True |
False |
1,189,440 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.4% |
93% |
True |
False |
951,849 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.00 |
1.3% |
93% |
True |
False |
793,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.00 |
2.618 |
1,468.50 |
1.618 |
1,451.75 |
1.000 |
1,441.50 |
0.618 |
1,435.00 |
HIGH |
1,424.75 |
0.618 |
1,418.25 |
0.500 |
1,416.50 |
0.382 |
1,414.50 |
LOW |
1,408.00 |
0.618 |
1,397.75 |
1.000 |
1,391.25 |
1.618 |
1,381.00 |
2.618 |
1,364.25 |
4.250 |
1,336.75 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,416.50 |
1,416.50 |
PP |
1,415.00 |
1,415.00 |
S1 |
1,413.75 |
1,413.75 |
|