Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.9 |
1,612.6 |
-10.3 |
-0.6% |
1,607.7 |
High |
1,628.2 |
1,618.9 |
-9.3 |
-0.6% |
1,629.7 |
Low |
1,609.7 |
1,593.6 |
-16.1 |
-1.0% |
1,605.3 |
Close |
1,612.6 |
1,602.4 |
-10.2 |
-0.6% |
1,622.8 |
Range |
18.5 |
25.3 |
6.8 |
36.8% |
24.4 |
ATR |
20.4 |
20.7 |
0.4 |
1.7% |
0.0 |
Volume |
90,911 |
110,303 |
19,392 |
21.3% |
398,477 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.9 |
1,666.9 |
1,616.3 |
|
R3 |
1,655.6 |
1,641.6 |
1,609.4 |
|
R2 |
1,630.3 |
1,630.3 |
1,607.0 |
|
R1 |
1,616.3 |
1,616.3 |
1,604.7 |
1,610.7 |
PP |
1,605.0 |
1,605.0 |
1,605.0 |
1,602.1 |
S1 |
1,591.0 |
1,591.0 |
1,600.1 |
1,585.4 |
S2 |
1,579.7 |
1,579.7 |
1,597.8 |
|
S3 |
1,554.4 |
1,565.7 |
1,595.4 |
|
S4 |
1,529.1 |
1,540.4 |
1,588.5 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.5 |
1,682.0 |
1,636.2 |
|
R3 |
1,668.1 |
1,657.6 |
1,629.5 |
|
R2 |
1,643.7 |
1,643.7 |
1,627.3 |
|
R1 |
1,633.2 |
1,633.2 |
1,625.0 |
1,638.5 |
PP |
1,619.3 |
1,619.3 |
1,619.3 |
1,621.9 |
S1 |
1,608.8 |
1,608.8 |
1,620.6 |
1,614.1 |
S2 |
1,594.9 |
1,594.9 |
1,618.3 |
|
S3 |
1,570.5 |
1,584.4 |
1,616.1 |
|
S4 |
1,546.1 |
1,560.0 |
1,609.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,629.7 |
1,593.6 |
36.1 |
2.3% |
17.9 |
1.1% |
24% |
False |
True |
90,426 |
10 |
1,629.7 |
1,586.3 |
43.4 |
2.7% |
19.3 |
1.2% |
37% |
False |
False |
100,884 |
20 |
1,633.3 |
1,566.8 |
66.5 |
4.2% |
19.0 |
1.2% |
54% |
False |
False |
73,612 |
40 |
1,637.6 |
1,552.0 |
85.6 |
5.3% |
22.3 |
1.4% |
59% |
False |
False |
41,519 |
60 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
24.5 |
1.5% |
60% |
False |
False |
29,617 |
80 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
23.6 |
1.5% |
47% |
False |
False |
23,174 |
100 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
23.1 |
1.4% |
40% |
False |
False |
19,098 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
24.1 |
1.5% |
25% |
False |
False |
16,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.4 |
2.618 |
1,685.1 |
1.618 |
1,659.8 |
1.000 |
1,644.2 |
0.618 |
1,634.5 |
HIGH |
1,618.9 |
0.618 |
1,609.2 |
0.500 |
1,606.3 |
0.382 |
1,603.3 |
LOW |
1,593.6 |
0.618 |
1,578.0 |
1.000 |
1,568.3 |
1.618 |
1,552.7 |
2.618 |
1,527.4 |
4.250 |
1,486.1 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,606.3 |
1,611.7 |
PP |
1,605.0 |
1,608.6 |
S1 |
1,603.7 |
1,605.5 |
|