Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,414.75 |
1,412.75 |
-2.00 |
-0.1% |
1,400.50 |
High |
1,424.75 |
1,414.25 |
-10.50 |
-0.7% |
1,416.75 |
Low |
1,408.00 |
1,404.25 |
-3.75 |
-0.3% |
1,394.25 |
Close |
1,412.50 |
1,412.25 |
-0.25 |
0.0% |
1,415.25 |
Range |
16.75 |
10.00 |
-6.75 |
-40.3% |
22.50 |
ATR |
15.26 |
14.88 |
-0.38 |
-2.5% |
0.00 |
Volume |
1,730,302 |
1,671,976 |
-58,326 |
-3.4% |
6,361,327 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.25 |
1,436.25 |
1,417.75 |
|
R3 |
1,430.25 |
1,426.25 |
1,415.00 |
|
R2 |
1,420.25 |
1,420.25 |
1,414.00 |
|
R1 |
1,416.25 |
1,416.25 |
1,413.25 |
1,413.25 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,408.75 |
S1 |
1,406.25 |
1,406.25 |
1,411.25 |
1,403.25 |
S2 |
1,400.25 |
1,400.25 |
1,410.50 |
|
S3 |
1,390.25 |
1,396.25 |
1,409.50 |
|
S4 |
1,380.25 |
1,386.25 |
1,406.75 |
|
|
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 |
1,401.75 |
23.00 |
1.6% |
11.00 |
0.8% |
46% |
False |
False |
1,426,824 |
10 |
1,424.75 |
1,392.00 |
32.75 |
2.3% |
10.75 |
0.8% |
62% |
False |
False |
1,329,543 |
20 |
1,424.75 |
1,327.75 |
97.00 |
6.9% |
15.50 |
1.1% |
87% |
False |
False |
1,586,875 |
40 |
1,424.75 |
1,306.75 |
118.00 |
8.4% |
17.25 |
1.2% |
89% |
False |
False |
1,643,242 |
60 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.25 |
1.4% |
93% |
False |
False |
1,612,370 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.50 |
1.4% |
93% |
False |
False |
1,210,311 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.3% |
93% |
False |
False |
968,566 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.00 |
1.3% |
93% |
False |
False |
807,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.75 |
2.618 |
1,440.50 |
1.618 |
1,430.50 |
1.000 |
1,424.25 |
0.618 |
1,420.50 |
HIGH |
1,414.25 |
0.618 |
1,410.50 |
0.500 |
1,409.25 |
0.382 |
1,408.00 |
LOW |
1,404.25 |
0.618 |
1,398.00 |
1.000 |
1,394.25 |
1.618 |
1,388.00 |
2.618 |
1,378.00 |
4.250 |
1,361.75 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.25 |
1,414.50 |
PP |
1,410.25 |
1,413.75 |
S1 |
1,409.25 |
1,413.00 |
|