Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,614.7 |
1,616.3 |
1.6 |
0.1% |
1,620.9 |
High |
1,620.7 |
1,622.5 |
1.8 |
0.1% |
1,626.0 |
Low |
1,611.3 |
1,609.6 |
-1.7 |
-0.1% |
1,590.2 |
Close |
1,617.3 |
1,620.9 |
3.6 |
0.2% |
1,617.3 |
Range |
9.4 |
12.9 |
3.5 |
37.2% |
35.8 |
ATR |
19.3 |
18.8 |
-0.5 |
-2.4% |
0.0 |
Volume |
2,868 |
1,863 |
-1,005 |
-35.0% |
20,461 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.4 |
1,651.5 |
1,628.0 |
|
R3 |
1,643.5 |
1,638.6 |
1,624.4 |
|
R2 |
1,630.6 |
1,630.6 |
1,623.3 |
|
R1 |
1,625.7 |
1,625.7 |
1,622.1 |
1,628.2 |
PP |
1,617.7 |
1,617.7 |
1,617.7 |
1,618.9 |
S1 |
1,612.8 |
1,612.8 |
1,619.7 |
1,615.3 |
S2 |
1,604.8 |
1,604.8 |
1,618.5 |
|
S3 |
1,591.9 |
1,599.9 |
1,617.4 |
|
S4 |
1,579.0 |
1,587.0 |
1,613.8 |
|
|
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 |
1,622.5 |
1,590.2 |
32.3 |
2.0% |
16.5 |
1.0% |
95% |
True |
False |
3,091 |
10 |
1,627.3 |
1,590.2 |
37.1 |
2.3% |
15.6 |
1.0% |
83% |
False |
False |
3,519 |
20 |
1,630.6 |
1,570.4 |
60.2 |
3.7% |
18.1 |
1.1% |
84% |
False |
False |
5,640 |
40 |
1,630.6 |
1,550.0 |
80.6 |
5.0% |
20.9 |
1.3% |
88% |
False |
False |
4,308 |
60 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
23.1 |
1.4% |
79% |
False |
False |
3,488 |
80 |
1,674.4 |
1,534.3 |
140.1 |
8.6% |
22.5 |
1.4% |
62% |
False |
False |
2,971 |
100 |
1,686.3 |
1,534.3 |
152.0 |
9.4% |
21.6 |
1.3% |
57% |
False |
False |
2,559 |
120 |
1,731.2 |
1,534.3 |
196.9 |
12.1% |
21.1 |
1.3% |
44% |
False |
False |
2,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.3 |
2.618 |
1,656.3 |
1.618 |
1,643.4 |
1.000 |
1,635.4 |
0.618 |
1,630.5 |
HIGH |
1,622.5 |
0.618 |
1,617.6 |
0.500 |
1,616.1 |
0.382 |
1,614.5 |
LOW |
1,609.6 |
0.618 |
1,601.6 |
1.000 |
1,596.7 |
1.618 |
1,588.7 |
2.618 |
1,575.8 |
4.250 |
1,554.8 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.3 |
1,617.9 |
PP |
1,617.7 |
1,614.8 |
S1 |
1,616.1 |
1,611.8 |
|