Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,653.1 |
1,670.5 |
17.4 |
1.1% |
1,616.3 |
High |
1,675.1 |
1,674.0 |
-1.1 |
-0.1% |
1,675.1 |
Low |
1,652.6 |
1,662.8 |
10.2 |
0.6% |
1,609.6 |
Close |
1,670.6 |
1,670.7 |
0.1 |
0.0% |
1,670.7 |
Range |
22.5 |
11.2 |
-11.3 |
-50.2% |
65.5 |
ATR |
20.5 |
19.9 |
-0.7 |
-3.2% |
0.0 |
Volume |
4,193 |
3,766 |
-427 |
-10.2% |
22,225 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.8 |
1,697.9 |
1,676.9 |
|
R3 |
1,691.6 |
1,686.7 |
1,673.8 |
|
R2 |
1,680.4 |
1,680.4 |
1,672.8 |
|
R1 |
1,675.5 |
1,675.5 |
1,671.7 |
1,678.0 |
PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,670.4 |
S1 |
1,664.3 |
1,664.3 |
1,669.7 |
1,666.8 |
S2 |
1,658.0 |
1,658.0 |
1,668.6 |
|
S3 |
1,646.8 |
1,653.1 |
1,667.6 |
|
S4 |
1,635.6 |
1,641.9 |
1,664.5 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.3 |
1,825.0 |
1,706.7 |
|
R3 |
1,782.8 |
1,759.5 |
1,688.7 |
|
R2 |
1,717.3 |
1,717.3 |
1,682.7 |
|
R1 |
1,694.0 |
1,694.0 |
1,676.7 |
1,705.7 |
PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,657.6 |
S1 |
1,628.5 |
1,628.5 |
1,664.7 |
1,640.2 |
S2 |
1,586.3 |
1,586.3 |
1,658.7 |
|
S3 |
1,520.8 |
1,563.0 |
1,652.7 |
|
S4 |
1,455.3 |
1,497.5 |
1,634.7 |
|
|
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% |
18.2 |
1.1% |
93% |
False |
False |
4,445 |
10 |
1,675.1 |
1,590.2 |
84.9 |
5.1% |
17.9 |
1.1% |
95% |
False |
False |
4,268 |
20 |
1,675.1 |
1,584.2 |
90.9 |
5.4% |
17.8 |
1.1% |
95% |
False |
False |
4,770 |
40 |
1,675.1 |
1,556.7 |
118.4 |
7.1% |
20.7 |
1.2% |
96% |
False |
False |
4,674 |
60 |
1,675.1 |
1,548.3 |
126.8 |
7.6% |
22.5 |
1.3% |
97% |
False |
False |
3,623 |
80 |
1,675.1 |
1,534.3 |
140.8 |
8.4% |
22.9 |
1.4% |
97% |
False |
False |
3,166 |
100 |
1,685.3 |
1,534.3 |
151.0 |
9.0% |
21.7 |
1.3% |
90% |
False |
False |
2,743 |
120 |
1,719.4 |
1,534.3 |
185.1 |
11.1% |
21.3 |
1.3% |
74% |
False |
False |
2,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.6 |
2.618 |
1,703.3 |
1.618 |
1,692.1 |
1.000 |
1,685.2 |
0.618 |
1,680.9 |
HIGH |
1,674.0 |
0.618 |
1,669.7 |
0.500 |
1,668.4 |
0.382 |
1,667.1 |
LOW |
1,662.8 |
0.618 |
1,655.9 |
1.000 |
1,651.6 |
1.618 |
1,644.7 |
2.618 |
1,633.5 |
4.250 |
1,615.2 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,669.9 |
1,665.3 |
PP |
1,669.2 |
1,659.9 |
S1 |
1,668.4 |
1,654.6 |
|