Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,412.75 |
1,412.25 |
-0.50 |
0.0% |
1,400.50 |
High |
1,414.25 |
1,418.00 |
3.75 |
0.3% |
1,416.75 |
Low |
1,404.25 |
1,398.00 |
-6.25 |
-0.4% |
1,394.25 |
Close |
1,412.25 |
1,400.00 |
-12.25 |
-0.9% |
1,415.25 |
Range |
10.00 |
20.00 |
10.00 |
100.0% |
22.50 |
ATR |
14.88 |
15.25 |
0.37 |
2.5% |
0.00 |
Volume |
1,671,976 |
1,592,209 |
-79,767 |
-4.8% |
6,361,327 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.25 |
1,452.75 |
1,411.00 |
|
R3 |
1,445.25 |
1,432.75 |
1,405.50 |
|
R2 |
1,425.25 |
1,425.25 |
1,403.75 |
|
R1 |
1,412.75 |
1,412.75 |
1,401.75 |
1,409.00 |
PP |
1,405.25 |
1,405.25 |
1,405.25 |
1,403.50 |
S1 |
1,392.75 |
1,392.75 |
1,398.25 |
1,389.00 |
S2 |
1,385.25 |
1,385.25 |
1,396.25 |
|
S3 |
1,365.25 |
1,372.75 |
1,394.50 |
|
S4 |
1,345.25 |
1,352.75 |
1,389.00 |
|
|
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 |
1,424.75 |
1,398.00 |
26.75 |
1.9% |
12.25 |
0.9% |
7% |
False |
True |
1,448,806 |
10 |
1,424.75 |
1,392.00 |
32.75 |
2.3% |
11.75 |
0.8% |
24% |
False |
False |
1,370,840 |
20 |
1,424.75 |
1,349.25 |
75.50 |
5.4% |
15.00 |
1.1% |
67% |
False |
False |
1,552,703 |
40 |
1,424.75 |
1,306.75 |
118.00 |
8.4% |
17.25 |
1.2% |
79% |
False |
False |
1,642,650 |
60 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
19.00 |
1.4% |
85% |
False |
False |
1,638,683 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
19.50 |
1.4% |
85% |
False |
False |
1,230,196 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
19.00 |
1.4% |
85% |
False |
False |
984,461 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
18.00 |
1.3% |
85% |
False |
False |
820,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.00 |
2.618 |
1,470.25 |
1.618 |
1,450.25 |
1.000 |
1,438.00 |
0.618 |
1,430.25 |
HIGH |
1,418.00 |
0.618 |
1,410.25 |
0.500 |
1,408.00 |
0.382 |
1,405.75 |
LOW |
1,398.00 |
0.618 |
1,385.75 |
1.000 |
1,378.00 |
1.618 |
1,365.75 |
2.618 |
1,345.75 |
4.250 |
1,313.00 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.00 |
1,411.50 |
PP |
1,405.25 |
1,407.50 |
S1 |
1,402.75 |
1,403.75 |
|