Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,603.5 |
1,614.7 |
11.2 |
0.7% |
1,620.9 |
High |
1,619.8 |
1,620.7 |
0.9 |
0.1% |
1,626.0 |
Low |
1,601.1 |
1,611.3 |
10.2 |
0.6% |
1,590.2 |
Close |
1,617.1 |
1,617.3 |
0.2 |
0.0% |
1,617.3 |
Range |
18.7 |
9.4 |
-9.3 |
-49.7% |
35.8 |
ATR |
20.0 |
19.3 |
-0.8 |
-3.8% |
0.0 |
Volume |
4,539 |
2,868 |
-1,671 |
-36.8% |
20,461 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.6 |
1,640.4 |
1,622.5 |
|
R3 |
1,635.2 |
1,631.0 |
1,619.9 |
|
R2 |
1,625.8 |
1,625.8 |
1,619.0 |
|
R1 |
1,621.6 |
1,621.6 |
1,618.2 |
1,623.7 |
PP |
1,616.4 |
1,616.4 |
1,616.4 |
1,617.5 |
S1 |
1,612.2 |
1,612.2 |
1,616.4 |
1,614.3 |
S2 |
1,607.0 |
1,607.0 |
1,615.6 |
|
S3 |
1,597.6 |
1,602.8 |
1,614.7 |
|
S4 |
1,588.2 |
1,593.4 |
1,612.1 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.6 |
1,703.7 |
1,637.0 |
|
R3 |
1,682.8 |
1,667.9 |
1,627.1 |
|
R2 |
1,647.0 |
1,647.0 |
1,623.9 |
|
R1 |
1,632.1 |
1,632.1 |
1,620.6 |
1,621.7 |
PP |
1,611.2 |
1,611.2 |
1,611.2 |
1,605.9 |
S1 |
1,596.3 |
1,596.3 |
1,614.0 |
1,585.9 |
S2 |
1,575.4 |
1,575.4 |
1,610.7 |
|
S3 |
1,539.6 |
1,560.5 |
1,607.5 |
|
S4 |
1,503.8 |
1,524.7 |
1,597.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,626.0 |
1,590.2 |
35.8 |
2.2% |
17.5 |
1.1% |
76% |
False |
False |
4,092 |
10 |
1,627.3 |
1,590.2 |
37.1 |
2.3% |
15.6 |
1.0% |
73% |
False |
False |
3,662 |
20 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.5 |
1.1% |
80% |
False |
False |
5,900 |
40 |
1,630.6 |
1,550.0 |
80.6 |
5.0% |
21.0 |
1.3% |
83% |
False |
False |
4,285 |
60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.3 |
1.4% |
76% |
False |
False |
3,476 |
80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.6 |
1.4% |
59% |
False |
False |
2,951 |
100 |
1,687.7 |
1,534.3 |
153.4 |
9.5% |
21.7 |
1.3% |
54% |
False |
False |
2,549 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.7 |
1.3% |
31% |
False |
False |
2,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.7 |
2.618 |
1,645.3 |
1.618 |
1,635.9 |
1.000 |
1,630.1 |
0.618 |
1,626.5 |
HIGH |
1,620.7 |
0.618 |
1,617.1 |
0.500 |
1,616.0 |
0.382 |
1,614.9 |
LOW |
1,611.3 |
0.618 |
1,605.5 |
1.000 |
1,601.9 |
1.618 |
1,596.1 |
2.618 |
1,586.7 |
4.250 |
1,571.4 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,616.9 |
1,613.4 |
PP |
1,616.4 |
1,609.4 |
S1 |
1,616.0 |
1,605.5 |
|