Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,637.9 |
1,653.1 |
15.2 |
0.9% |
1,620.9 |
High |
1,655.8 |
1,675.1 |
19.3 |
1.2% |
1,626.0 |
Low |
1,634.0 |
1,652.6 |
18.6 |
1.1% |
1,590.2 |
Close |
1,638.3 |
1,670.6 |
32.3 |
2.0% |
1,617.3 |
Range |
21.8 |
22.5 |
0.7 |
3.2% |
35.8 |
ATR |
19.3 |
20.5 |
1.3 |
6.5% |
0.0 |
Volume |
6,590 |
4,193 |
-2,397 |
-36.4% |
20,461 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.6 |
1,724.6 |
1,683.0 |
|
R3 |
1,711.1 |
1,702.1 |
1,676.8 |
|
R2 |
1,688.6 |
1,688.6 |
1,674.7 |
|
R1 |
1,679.6 |
1,679.6 |
1,672.7 |
1,684.1 |
PP |
1,666.1 |
1,666.1 |
1,666.1 |
1,668.4 |
S1 |
1,657.1 |
1,657.1 |
1,668.5 |
1,661.6 |
S2 |
1,643.6 |
1,643.6 |
1,666.5 |
|
S3 |
1,621.1 |
1,634.6 |
1,664.4 |
|
S4 |
1,598.6 |
1,612.1 |
1,658.2 |
|
|
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 |
1,675.1 |
1,609.6 |
65.5 |
3.9% |
17.8 |
1.1% |
93% |
True |
False |
4,265 |
10 |
1,675.1 |
1,590.2 |
84.9 |
5.1% |
19.0 |
1.1% |
95% |
True |
False |
4,456 |
20 |
1,675.1 |
1,584.2 |
90.9 |
5.4% |
18.1 |
1.1% |
95% |
True |
False |
5,299 |
40 |
1,675.1 |
1,550.0 |
125.1 |
7.5% |
21.1 |
1.3% |
96% |
True |
False |
4,595 |
60 |
1,675.1 |
1,548.3 |
126.8 |
7.6% |
22.6 |
1.4% |
96% |
True |
False |
3,640 |
80 |
1,675.1 |
1,534.3 |
140.8 |
8.4% |
22.9 |
1.4% |
97% |
True |
False |
3,146 |
100 |
1,686.3 |
1,534.3 |
152.0 |
9.1% |
21.9 |
1.3% |
90% |
False |
False |
2,708 |
120 |
1,719.4 |
1,534.3 |
185.1 |
11.1% |
21.4 |
1.3% |
74% |
False |
False |
2,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.7 |
2.618 |
1,734.0 |
1.618 |
1,711.5 |
1.000 |
1,697.6 |
0.618 |
1,689.0 |
HIGH |
1,675.1 |
0.618 |
1,666.5 |
0.500 |
1,663.9 |
0.382 |
1,661.2 |
LOW |
1,652.6 |
0.618 |
1,638.7 |
1.000 |
1,630.1 |
1.618 |
1,616.2 |
2.618 |
1,593.7 |
4.250 |
1,557.0 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,668.4 |
1,662.8 |
PP |
1,666.1 |
1,654.9 |
S1 |
1,663.9 |
1,647.1 |
|