Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,599.0 |
1,603.5 |
4.5 |
0.3% |
1,604.0 |
High |
1,606.6 |
1,619.8 |
13.2 |
0.8% |
1,627.3 |
Low |
1,590.2 |
1,601.1 |
10.9 |
0.7% |
1,603.4 |
Close |
1,604.6 |
1,617.1 |
12.5 |
0.8% |
1,620.7 |
Range |
16.4 |
18.7 |
2.3 |
14.0% |
23.9 |
ATR |
20.1 |
20.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
1,838 |
4,539 |
2,701 |
147.0% |
16,167 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.8 |
1,661.6 |
1,627.4 |
|
R3 |
1,650.1 |
1,642.9 |
1,622.2 |
|
R2 |
1,631.4 |
1,631.4 |
1,620.5 |
|
R1 |
1,624.2 |
1,624.2 |
1,618.8 |
1,627.8 |
PP |
1,612.7 |
1,612.7 |
1,612.7 |
1,614.5 |
S1 |
1,605.5 |
1,605.5 |
1,615.4 |
1,609.1 |
S2 |
1,594.0 |
1,594.0 |
1,613.7 |
|
S3 |
1,575.3 |
1,586.8 |
1,612.0 |
|
S4 |
1,556.6 |
1,568.1 |
1,606.8 |
|
|
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% |
20.2 |
1.3% |
73% |
False |
False |
4,647 |
10 |
1,627.3 |
1,586.8 |
40.5 |
2.5% |
16.7 |
1.0% |
75% |
False |
False |
4,136 |
20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.7 |
1.2% |
80% |
False |
False |
5,972 |
40 |
1,630.6 |
1,550.0 |
80.6 |
5.0% |
21.8 |
1.3% |
83% |
False |
False |
4,243 |
60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.7 |
1.5% |
75% |
False |
False |
3,458 |
80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.8 |
1.4% |
59% |
False |
False |
2,935 |
100 |
1,701.5 |
1,534.3 |
167.2 |
10.3% |
21.7 |
1.3% |
50% |
False |
False |
2,523 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.7 |
1.3% |
31% |
False |
False |
2,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.3 |
2.618 |
1,668.8 |
1.618 |
1,650.1 |
1.000 |
1,638.5 |
0.618 |
1,631.4 |
HIGH |
1,619.8 |
0.618 |
1,612.7 |
0.500 |
1,610.5 |
0.382 |
1,608.2 |
LOW |
1,601.1 |
0.618 |
1,589.5 |
1.000 |
1,582.4 |
1.618 |
1,570.8 |
2.618 |
1,552.1 |
4.250 |
1,521.6 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,614.9 |
1,613.1 |
PP |
1,612.7 |
1,609.0 |
S1 |
1,610.5 |
1,605.0 |
|