Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,614.7 |
1,615.1 |
0.4 |
0.0% |
1,627.5 |
High |
1,619.5 |
1,621.0 |
1.5 |
0.1% |
1,631.6 |
Low |
1,605.9 |
1,612.2 |
6.3 |
0.4% |
1,586.3 |
Close |
1,616.0 |
1,620.2 |
4.2 |
0.3% |
1,609.3 |
Range |
13.6 |
8.8 |
-4.8 |
-35.3% |
45.3 |
ATR |
21.2 |
20.3 |
-0.9 |
-4.2% |
0.0 |
Volume |
81,034 |
65,318 |
-15,716 |
-19.4% |
643,552 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.2 |
1,641.0 |
1,625.0 |
|
R3 |
1,635.4 |
1,632.2 |
1,622.6 |
|
R2 |
1,626.6 |
1,626.6 |
1,621.8 |
|
R1 |
1,623.4 |
1,623.4 |
1,621.0 |
1,625.0 |
PP |
1,617.8 |
1,617.8 |
1,617.8 |
1,618.6 |
S1 |
1,614.6 |
1,614.6 |
1,619.4 |
1,616.2 |
S2 |
1,609.0 |
1,609.0 |
1,618.6 |
|
S3 |
1,600.2 |
1,605.8 |
1,617.8 |
|
S4 |
1,591.4 |
1,597.0 |
1,615.4 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.0 |
1,722.4 |
1,634.2 |
|
R3 |
1,699.7 |
1,677.1 |
1,621.8 |
|
R2 |
1,654.4 |
1,654.4 |
1,617.6 |
|
R1 |
1,631.8 |
1,631.8 |
1,613.5 |
1,620.5 |
PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,603.4 |
S1 |
1,586.5 |
1,586.5 |
1,605.1 |
1,575.2 |
S2 |
1,563.8 |
1,563.8 |
1,601.0 |
|
S3 |
1,518.5 |
1,541.2 |
1,596.8 |
|
S4 |
1,473.2 |
1,495.9 |
1,584.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,621.3 |
1,588.5 |
32.8 |
2.0% |
13.4 |
0.8% |
97% |
False |
False |
81,965 |
10 |
1,633.3 |
1,586.3 |
47.0 |
2.9% |
17.4 |
1.1% |
72% |
False |
False |
100,160 |
20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.4 |
1.2% |
80% |
False |
False |
60,732 |
40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
22.0 |
1.4% |
78% |
False |
False |
34,184 |
60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
24.8 |
1.5% |
76% |
False |
False |
24,800 |
80 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
23.3 |
1.4% |
59% |
False |
False |
19,458 |
100 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
23.0 |
1.4% |
50% |
False |
False |
16,093 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.2 |
1.5% |
32% |
False |
False |
13,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.4 |
2.618 |
1,644.0 |
1.618 |
1,635.2 |
1.000 |
1,629.8 |
0.618 |
1,626.4 |
HIGH |
1,621.0 |
0.618 |
1,617.6 |
0.500 |
1,616.6 |
0.382 |
1,615.6 |
LOW |
1,612.2 |
0.618 |
1,606.8 |
1.000 |
1,603.4 |
1.618 |
1,598.0 |
2.618 |
1,589.2 |
4.250 |
1,574.8 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.0 |
1,618.0 |
PP |
1,617.8 |
1,615.8 |
S1 |
1,616.6 |
1,613.6 |
|