Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,610.3 |
1,599.0 |
-11.3 |
-0.7% |
1,604.0 |
High |
1,616.6 |
1,606.6 |
-10.0 |
-0.6% |
1,627.3 |
Low |
1,591.5 |
1,590.2 |
-1.3 |
-0.1% |
1,603.4 |
Close |
1,600.4 |
1,604.6 |
4.2 |
0.3% |
1,620.7 |
Range |
25.1 |
16.4 |
-8.7 |
-34.7% |
23.9 |
ATR |
20.4 |
20.1 |
-0.3 |
-1.4% |
0.0 |
Volume |
4,347 |
1,838 |
-2,509 |
-57.7% |
16,167 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,649.7 |
1,643.5 |
1,613.6 |
|
R3 |
1,633.3 |
1,627.1 |
1,609.1 |
|
R2 |
1,616.9 |
1,616.9 |
1,607.6 |
|
R1 |
1,610.7 |
1,610.7 |
1,606.1 |
1,613.8 |
PP |
1,600.5 |
1,600.5 |
1,600.5 |
1,602.0 |
S1 |
1,594.3 |
1,594.3 |
1,603.1 |
1,597.4 |
S2 |
1,584.1 |
1,584.1 |
1,601.6 |
|
S3 |
1,567.7 |
1,577.9 |
1,600.1 |
|
S4 |
1,551.3 |
1,561.5 |
1,595.6 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.8 |
1,678.7 |
1,633.8 |
|
R3 |
1,664.9 |
1,654.8 |
1,627.3 |
|
R2 |
1,641.0 |
1,641.0 |
1,625.1 |
|
R1 |
1,630.9 |
1,630.9 |
1,622.9 |
1,636.0 |
PP |
1,617.1 |
1,617.1 |
1,617.1 |
1,619.7 |
S1 |
1,607.0 |
1,607.0 |
1,618.5 |
1,612.1 |
S2 |
1,593.2 |
1,593.2 |
1,616.3 |
|
S3 |
1,569.3 |
1,583.1 |
1,614.1 |
|
S4 |
1,545.4 |
1,559.2 |
1,607.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,627.3 |
1,590.2 |
37.1 |
2.3% |
18.2 |
1.1% |
39% |
False |
True |
4,119 |
10 |
1,627.3 |
1,584.2 |
43.1 |
2.7% |
18.0 |
1.1% |
47% |
False |
False |
4,630 |
20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.7 |
1.2% |
61% |
False |
False |
5,910 |
40 |
1,630.6 |
1,550.0 |
80.6 |
5.0% |
22.0 |
1.4% |
68% |
False |
False |
4,180 |
60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.8 |
1.5% |
64% |
False |
False |
3,396 |
80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.8 |
1.4% |
50% |
False |
False |
2,896 |
100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.9 |
1.4% |
42% |
False |
False |
2,480 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.6 |
1.3% |
27% |
False |
False |
2,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.3 |
2.618 |
1,649.5 |
1.618 |
1,633.1 |
1.000 |
1,623.0 |
0.618 |
1,616.7 |
HIGH |
1,606.6 |
0.618 |
1,600.3 |
0.500 |
1,598.4 |
0.382 |
1,596.5 |
LOW |
1,590.2 |
0.618 |
1,580.1 |
1.000 |
1,573.8 |
1.618 |
1,563.7 |
2.618 |
1,547.3 |
4.250 |
1,520.5 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,602.5 |
1,608.1 |
PP |
1,600.5 |
1,606.9 |
S1 |
1,598.4 |
1,605.8 |
|