Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,412.25 |
1,399.75 |
-12.50 |
-0.9% |
1,415.00 |
High |
1,418.00 |
1,412.00 |
-6.00 |
-0.4% |
1,424.75 |
Low |
1,398.00 |
1,395.25 |
-2.75 |
-0.2% |
1,395.25 |
Close |
1,400.00 |
1,409.75 |
9.75 |
0.7% |
1,409.75 |
Range |
20.00 |
16.75 |
-3.25 |
-16.3% |
29.50 |
ATR |
15.25 |
15.35 |
0.11 |
0.7% |
0.00 |
Volume |
1,592,209 |
1,571,472 |
-20,737 |
-1.3% |
7,676,660 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.00 |
1,449.50 |
1,419.00 |
|
R3 |
1,439.25 |
1,432.75 |
1,414.25 |
|
R2 |
1,422.50 |
1,422.50 |
1,412.75 |
|
R1 |
1,416.00 |
1,416.00 |
1,411.25 |
1,419.25 |
PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,407.25 |
S1 |
1,399.25 |
1,399.25 |
1,408.25 |
1,402.50 |
S2 |
1,389.00 |
1,389.00 |
1,406.75 |
|
S3 |
1,372.25 |
1,382.50 |
1,405.25 |
|
S4 |
1,355.50 |
1,365.75 |
1,400.50 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,483.50 |
1,426.00 |
|
R3 |
1,469.00 |
1,454.00 |
1,417.75 |
|
R2 |
1,439.50 |
1,439.50 |
1,415.25 |
|
R1 |
1,424.50 |
1,424.50 |
1,412.50 |
1,417.25 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,406.25 |
S1 |
1,395.00 |
1,395.00 |
1,407.00 |
1,387.75 |
S2 |
1,380.50 |
1,380.50 |
1,404.25 |
|
S3 |
1,351.00 |
1,365.50 |
1,401.75 |
|
S4 |
1,321.50 |
1,336.00 |
1,393.50 |
|
|
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 |
1,395.25 |
29.50 |
2.1% |
14.50 |
1.0% |
49% |
False |
True |
1,535,332 |
10 |
1,424.75 |
1,394.25 |
30.50 |
2.2% |
12.25 |
0.9% |
51% |
False |
False |
1,403,798 |
20 |
1,424.75 |
1,349.25 |
75.50 |
5.4% |
14.00 |
1.0% |
80% |
False |
False |
1,506,513 |
40 |
1,424.75 |
1,316.00 |
108.75 |
7.7% |
17.25 |
1.2% |
86% |
False |
False |
1,624,667 |
60 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.3% |
91% |
False |
False |
1,664,742 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.50 |
1.4% |
91% |
False |
False |
1,249,822 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.4% |
91% |
False |
False |
1,000,164 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.25 |
1.3% |
91% |
False |
False |
833,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.25 |
2.618 |
1,455.75 |
1.618 |
1,439.00 |
1.000 |
1,428.75 |
0.618 |
1,422.25 |
HIGH |
1,412.00 |
0.618 |
1,405.50 |
0.500 |
1,403.50 |
0.382 |
1,401.75 |
LOW |
1,395.25 |
0.618 |
1,385.00 |
1.000 |
1,378.50 |
1.618 |
1,368.25 |
2.618 |
1,351.50 |
4.250 |
1,324.00 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.75 |
1,408.75 |
PP |
1,405.75 |
1,407.75 |
S1 |
1,403.50 |
1,406.50 |
|